Enhanced Measurement of Energy Market Integration in East Asia: An Application of Dynamic Principal Component Analysis
Download full text from publisher
References listed on IDEAS
- Sheng, Yu & Shi, Xunpeng, 2013. "Energy market integration and equitable growth across countries," Applied Energy, Elsevier, vol. 104(C), pages 319-325.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011.
"Short‐term forecasts of euro area GDP growth,"
Royal Economic Society, vol. 14(1), pages 25-44, February.
- Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
- Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
- Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
- Fukunari Kimura & Xunpeng Shi, . "Deepen Understanding and Move Forward: Energy Market Integration in East Asia," Books, Economic Research Institute for ASEAN and East Asia (ERIA), number 2011-rpr-25 edited by Fukunari Kimura & Xunpeng Shi.
- Yu Sheng & Xunpeng Shi, .
"Energy Market Integration and Economic Convergence: Implications for East Asia,"
Economic Research Institute for ASEAN and East Asia (ERIA).
- Yu SHENG & Xunpeng SHI, 2011. "Energy Market Integration and Economic Convergence: Implications for East Asia," Working Papers DP-2011-05, Economic Research Institute for ASEAN and East Asia (ERIA).
- Thomas J. Sargent & Christopher A. Sims, 1977.
"Business cycle modeling without pretending to have too much a priori economic theory,"
55, Federal Reserve Bank of Minneapolis.
- Tom Doan, "undated". "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
- Stock J.H. & Watson M.W., 2002. "Forecasting Using Principal Components From a Large Number of Predictors," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1167-1179, December.
- World Bank, 2013. "World Development Indicators 2013," World Bank Publications, The World Bank, number 13191, July.
- Song, Ligang & Sheng, Yu, 2008. "The Impact of Reform on Economic Growth in China: A Principal Component Analysis," WIDER Working Paper Series 012, World Institute for Development Economic Research (UNU-WIDER).
More about this item
Keywordsdynamic factor analysis; energy market integration; east asia;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
- R1 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-12-13 (All new papers)
- NEP-SEA-2014-12-13 (South East Asia)
- NEP-TRA-2014-12-13 (Transition Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:era:wpaper:dp-2014-23. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Hiroshi Okasaki). General contact details of provider: http://edirc.repec.org/data/eriadid.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.