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TAR Panel Unit Root Tests and Real Convergence

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Author Info
Arielle Beyaert
Maximo Camacho

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Abstract

The authors propose a new panel data methodology to test real convergence in a non-linear framework. This extends the existing methods by combining three approaches: the threshold model, the panel data unit root tests, and the computation of critical values by bootstrap simulation. The authors apply their methodology to the per capita outputs of a total of 15 European countries, including some of the East European countries that have recently joined the EU. Copyright © 2008 The Authors. Journal compilation © 2008 Blackwell Publishing Ltd.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9361.2008.00479.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Review of Development Economics.

Volume (Year): 12 (2008)
Issue (Month): 3 (08)
Pages: 668-681
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Handle: RePEc:bla:rdevec:v:12:y:2008:i:3:p:668-681

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This page was last updated on 2009-11-22.

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