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Specification and Testing of Markov Chain Models: An Application to Convergence in the European Union

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Author Info
Fingleton, Bernard

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Abstract

Recently Markov chains have been used to analyze the convergence properties of national and regional per capita incomes. This paper highlights their applicability and importance for economists and illustrates some of the potential pitfalls associated with this approach. The empirical conclusions, based on data for the period 1975 to 1993, are that the regions of the European Union appear to be converging to a form of equilibrium characterized by stable proportions of economies at a range of output per capita levels, and by a permanent chance of mobility between all levels, consistent with the existence of multiple steady states across countries. Copyright 1997 by Blackwell Publishing Ltd

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Publisher Info
Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 59 (1997)
Issue (Month): 3 (August)
Pages: 385-403
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Handle: RePEc:bla:obuest:v:59:y:1997:i:3:p:385-403

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  1. Giorgio Canarella & Stephen Pollard, 2006. "Distribution dynamics and convergence in Latin America: A non-parametric analysis," International Review of Economics, Springer, vol. 53(1), pages 68-95, March. [Downloadable!] (restricted)
  2. George W. Hammond & Eric Thompson, 2002. "Mobility and Modality Trends in US State Personal Income," Regional Studies, Taylor and Francis Journals, vol. 36(4), pages 375-387, June. [Downloadable!] (restricted)
  3. Paul Bishop & Peter Gripaios, 2006. "Earnings convergence in UK counties: a distribution dynamics approach," Applied Economics Letters, Taylor and Francis Journals, vol. 13(1), pages 29-33, January. [Downloadable!] (restricted)
  4. Roberto Basile, 2007. "Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional density estimators," ISAE Working Papers 75, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
  5. LE GALLO, Julie, 2001. "Space-time analysis of GDP disparities among European regions: A Markov chains approach," LATEC - Document de travail - Economie (1991-2003) 2001-06, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
  6. Torres Solé, Teresa & Allepuz Capdevila, Rafael, 2009. "El desarrollo humano: perfiles y perspectivas futuras /Profiles and Prospects of the Human Development," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 27, pages 545-562, Agosto. [Downloadable!] (restricted)
  7. Hans-Friedrich Eckey & Matthias Türck, 2006. "Convergence of EU-Regions. A Literature Report," Discussion Papers in Economics 80/06, University of Kassel, Institute of Economics. [Downloadable!]
  8. Frank Bickenbach & Eckhardt Bode, 2001. "Markov or Not Markov — This Should Be a Question," Kiel Working Papers 1086, Kiel Institute for the World Economy. [Downloadable!]
  9. Roberto Zelli & Maria Grazia Pittau, 2006. "Empirical evidence of income dynamics across EU regions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 605-628. [Downloadable!]
  10. Bode, Eckhardt & Bickenbach, Frank, 2002. "Markov or not Markov - this should be a question," ERSA conference papers ersa02p024, European Regional Science Association. [Downloadable!]
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