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.
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Bibliographic InfoArticle provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.
Volume (Year): (2011)
Issue (Month): 1 (March)
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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
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