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Time series evidence of international output convergence in Mercosur

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Author Info
Camarero, Mariam,
Flôres, R.
C. Tamarit

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 87.

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Date of creation: 01 Jul 2002
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Handle: RePEc:sce:scecf2:87

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Keywords: multivariate unit root tests; convergence; Mercosur;

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
F15 - International Economics - - Trade - - - Economic Integration
O11 - Economic Development, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development

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  21. Mankiw, N Gregory & Romer, David & Weil, David N, 1992. "A Contribution to the Empirics of Economic Growth," The Quarterly Journal of Economics, MIT Press, vol. 107(2), pages 407-37, May. [Downloadable!] (restricted)
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  23. Taylor, Mark P. & Sarno, Lucio, 1998. "The behavior of real exchange rates during the post-Bretton Woods period," Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December. [Downloadable!] (restricted)
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  36. Lucio Sarno & Mark P. Taylor, . "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
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  37. Renato G. Flores & Pierre-Yves Preumont & Ariane Szafarz, 1995. "Multivariate Unit Root Tests," Working Papers CEB 95-001.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
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  38. Unknown, 1999. "Discussion," Journal of Economic Psychology, Elsevier, vol. 20(4), pages 491-494, August. [Downloadable!] (restricted)
  39. Unknown, 1999. "Discussion," Ecological Economics, Elsevier, vol. 31(1), pages 23-29, October. [Downloadable!] (restricted)
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  41. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
  42. Phillips, P. C. B. & Ouliaris, S., 1988. "Testing for cointegration using principal components methods," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 205-230. [Downloadable!] (restricted)
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Cited by:
(explanations, 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.)

  1. Pesaran, M.H., 2004. "A Pair-wise Approach to Testing for Output and Growth Convergence," Cambridge Working Papers in Economics 0453, Faculty of Economics, University of Cambridge. [Downloadable!]
    Other versions:
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