Analysing Convergence in Europe Using a Non-linear Single Factor Model
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- repec:got:cegedp:135 is not listed on IDEAS
- Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin, 2015. "Testing stock market convergence: a non-linear factor approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, pages 481-498.
- Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin, 2015.
"Testing stock market convergence: a non-linear factor approach,"
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More about this item
KeywordsPrice level; Income; Productivity; Convergence; Factor Model; European Monetary Union;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-06-21 (All new papers)
- NEP-EEC-2008-06-21 (European Economics)
- NEP-EFF-2008-06-21 (Efficiency & Productivity)
- NEP-GEO-2008-06-21 (Economic Geography)
- NEP-MAC-2008-06-21 (Macroeconomics)
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