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Spatial Autocorrelation and Extrapolation of Purchasing Power Parities. Modelling and Sensitivity Analysis

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  • Alicia N. Rambaldi & D.S. Prasada Rao & K. Renuka Ganegodage, 2009. "Spatial Autocorrelation and Extrapolation of Purchasing Power Parities. Modelling and Sensitivity Analysis," CEPA Working Papers Series WP012009, School of Economics, University of Queensland, Australia.
  • Handle: RePEc:qld:uqcepa:36
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    File URL: http://www.uq.edu.au/economics/cepa/docs/WP/WP012009.pdf
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    2. James P. LeSage & R. Kelley Pace, 2004. "Models for Spatially Dependent Missing Data," The Journal of Real Estate Finance and Economics, Springer, vol. 29(2), pages 233-254, September.
    3. Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute.
    4. Branko Milanovic, 2002. "True World Income Distribution, 1988 and 1993: First Calculation Based on Household Surveys Alone," Economic Journal, Royal Economic Society, vol. 112(476), pages 51-92, January.
    5. R. Kelley Pace & James P. LeSage, 2004. "Spatial Statistics and Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 29(2), pages 147-148, September.
    6. N/A, 2003. "Documents," South Asian Survey, , vol. 10(1), pages 155-175, March.
    7. Maddison, Angus, 2007. "Contours of the World Economy 1-2030 AD: Essays in Macro-Economic History," OUP Catalogue, Oxford University Press, number 9780199227204.
    8. Kapteyn, Arie & Alessie, Rob & Lusardi, Annamaria, 2005. "Explaining the wealth holdings of different cohorts: Productivity growth and Social Security," European Economic Review, Elsevier, pages 1361-1391.
    9. Harvey,Andrew C., 1991. "Forecasting, Structural Time Series Models and the Kalman Filter," Cambridge Books, Cambridge University Press, number 9780521405737, December.
    10. Robert Summers & Alan Heston, 1991. "The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950–1988," The Quarterly Journal of Economics, Oxford University Press, vol. 106(2), pages 327-368.
    11. Xavier Sala-i-Martin, 2001. "15 years of new growth economics: What have we learnt?," Economics Working Papers 620, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2002.
    12. Basu, Sabyasachi & Thibodeau, Thomas G, 1998. "Analysis of Spatial Autocorrelation in House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 17(1), pages 61-85, July.
    13. Doran, Howard E, 1992. "Constraining Kalman Filter and Smoothing Estimates to Satisfy Time-Varying Restrictions," The Review of Economics and Statistics, MIT Press, pages 568-572.
    14. Bergstrand, Jeffrey H, 1991. "Structural Determinants of Real Exchange Rates and National Price Levels: Some Empirical Evidence," American Economic Review, American Economic Association, pages 325-334.
    15. Koop, Gary & Dijk, Herman K. Van, 2000. "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, pages 261-291.
    16. Warwick J. McKibbin & Alison Stegman, 2005. "Convergence And Per Capita Carbon Emissions," CAMA Working Papers 2005-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    17. Francisco Gallego & Norman Loayza, 2002. "The Golden Period for Growth in Chile. Explanations and Forecasts," Central Banking, Analysis, and Economic Policies Book Series,in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.), Economic Growth: Sources, Trends, and Cycles, edition 1, volume 6, chapter 13, pages 417-464 Central Bank of Chile.
    18. Xavier Sala-i-Martin, 2002. "15 Years of New Growth Economics : What Have we Learnt?," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, pages 5-15.
    19. J. Durbin, 2002. "A simple and efficient simulation smoother for state space time series analysis," Biometrika, Biometrika Trust, vol. 89(3), pages 603-616, August.
    20. Koop, Gary & Dijk, Herman K. Van, 2000. "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, pages 261-291.
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