Exploring the Economic Convergence in the Eu’s New Member States by Using Nonparametric Models
AbstractThis paper analyzes the process of real economic convergence in the New Member States, by using non-parametric methods, e.g. the ash-warping test, kernel density estimation and stochastic kernel. The main findings of the paper are the bimodality of income density distribution over time and across countries, the lack of convergence at a single point in time and the presence of convergence clubs in the income distribution from 1995 to 2008.They suggest the lack of absolute convergence on long term (1995-2008), and also when looking only from 2003 onwards. The paper concludes that, in comparison with the parametrical approach, the non-parametric one gives a deeper, real and richer perspective on the process of real convergence in the NMS.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.
Volume (Year): (2011)
Issue (Month): 1 (March)
Contact details of provider:
Postal: Casa Academiei, Calea 13, Septembrie nr.13, sector 5, Bucureşti 761172
Phone: 004 021 3188148
Fax: 004 021 3188148
Web page: http://www.ipe.ro/
More information through EDIRC
real convergence; non-parametric models; stochastic kernel; modality;
Other versions of this item:
- Monica Raileanu Szeles, 2011. "Exploring the Economic Convergence in the EU New Member States by Using Nonparametric Models," IWH Discussion Papers 2, Halle Institute for Economic Research.
- O11 - Economic Development, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Isaias Hazarmabeth Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi, 1996. "Practical rules for bandwidth selection in univariate density estimation," Stata Technical Bulletin, StataCorp LP, vol. 5(27).
- Isaias Hazarmabeth Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi, 1996. "ASH, WARPing, and kernel density estimation for univariate data," Stata Technical Bulletin, StataCorp LP, vol. 5(26).
- Shorrocks, A F, 1978. "The Measurement of Mobility," Econometrica, Econometric Society, vol. 46(5), pages 1013-24, September.
- Danny Quah, 1992.
"Empirical cross-section dynamics in economic growth,"
Discussion Paper / Institute for Empirical Macroeconomics
75, Federal Reserve Bank of Minneapolis.
- Quah, Danny, 1993. "Empirical cross-section dynamics in economic growth," European Economic Review, Elsevier, vol. 37(2-3), pages 426-434, April.
- Danny Quah, 1992. "Empirical Cross-Section Dynamics in Economic Growth," FMG Discussion Papers dp154, Financial Markets Group.
- Galor, Oded, 1996.
"Convergence? Inferences from Theoretical Models,"
Royal Economic Society, vol. 106(437), pages 1056-69, July.
- Giuseppe Arbia & Roberto Basile & Gianfranco Piras, 2006. "Analyzing Intra-Distribution Dynamics: A Reappraisal," ERSA conference papers ersa06p262, European Regional Science Association.
- Johnson, Paul A., 2000.
"A nonparametric analysis of income convergence across the US states,"
Elsevier, vol. 69(2), pages 219-223, November.
- Johnson, Paul, 1999. "A Nonparametric Analysis of Income Convergence Across the US States," Vassar College Department of Economics Working Paper Series 46, Vassar College Department of Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Corina Saman).
If references are entirely missing, you can add them using this form.