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Modelling GDP in CEECs Using Smooth Transitions

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Author Info
Neil Foster () (Department of Economics, University of Vienna)
Robert Stehrer () (The Vienna Institute for International Economic Studies, wiiw)

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Abstract

This paper employs smooth transition models to investigate the GDP series of ten CEECs. Allowing for a transition in both trend and intercept we examine the response of GDP to reforms in CEECs. Our results indicate that in only a small of number of countries is there evidence to suggest that the impact of the reforms on long-run growth has been positive. In most cases there has been no significant impact of the transition on the trend growth rate. There also appears to be little difference in terms of the depth of recession, speed of adjustment and the impact of reforms on GDP growth depending upon whether a country adopted a gradual or a fast approach to reforms.

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File URL: http://publications.wiiw.ac.at/modPubl/download.php?publ=WP36
File Format: application/pdf
File Function: First version, 2005
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Publisher Info
Paper provided by The Vienna Institute for International Economic Studies, wiiw in its series Working Papers with number 36.

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Length: 33 pages
Date of creation: Dec 2005
Date of revision:
Publication status: Published as wiiw Working Paper, January 2006
Handle: RePEc:wii:wpaper:36

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Related research
Keywords: CEECs; GDP growth; smooth transitions; time series analysis;

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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
O57 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Comparative Studies of Countries

References listed on IDEAS
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    Other versions:
  4. Bruce E. Hansen, 2000. "Sample Splitting and Threshold Estimation," Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.
    Other versions:
  5. Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-30, March. [Downloadable!] (restricted)
    Other versions:
  6. Roxana Radulescu & David Barlow, 2002. "The relationship between policies and growth in transition countries," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 10(3), pages 719-745, November. [Downloadable!] (restricted)
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    Other versions:
  9. de Melo, Martha & Denizer, Cevdet & Gelb, Alan, 1996. "Patterns of Transition from Plan to Market," World Bank Economic Review, Oxford University Press, vol. 10(3), pages 397-424, September.
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  14. Eduardo Borensztein & Ratna Sahay & Jeromin Zettelmeyer & Andrew Berg, 1999. "The Evolution of Output in Transition Economies - Explaining the Differences," IMF Working Papers 99/73, International Monetary Fund.
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  17. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June. [Downloadable!] (restricted)
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