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Exploring the Economic Convergence in the Eu’s New Member States by Using Nonparametric Models

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  • Raileanu Szeles, Monica

    ()
    (Transilvania University of Brasov and CEPS/INSTEAD Luxembourg)

Abstract

This 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.

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Bibliographic Info

Article provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.

Volume (Year): (2011)
Issue (Month): 1 (March)
Pages: 20-40

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Handle: RePEc:rjr:romjef:v::y:2011:i:1:p:20-40

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Related research

Keywords: real convergence; non-parametric models; stochastic kernel; modality;

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  1. Giuseppe Arbia & Roberto Basile & Gianfranco Piras, 2006. "Analyzing Intra-Distribution Dynamics: A Reappraisal," ERSA conference papers ersa06p262, European Regional Science Association.
  2. Galor, Oded, 1996. "Convergence? Inferences from Theoretical Models," CEPR Discussion Papers 1350, C.E.P.R. Discussion Papers.
  3. Quah, Danny, 1993. "Empirical cross-section dynamics in economic growth," European Economic Review, Elsevier, vol. 37(2-3), pages 426-434, April.
  4. 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.
  5. Shorrocks, A F, 1978. "The Measurement of Mobility," Econometrica, Econometric Society, vol. 46(5), pages 1013-24, September.
  6. 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).
  7. 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).
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