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Nonlinear time-series convergence: The role of structural breaks

King, Alan; Ramlogan-Dobson, Carlyn

Authors

Alan King



Abstract

Chong et al. (2008) found only limited support for the income convergence hypothesis among 15 OECD nations using a nonlinear unit root test. We find considerably greater evidence of convergence by allowing for breaks in the test's time trend. © 2010 Elsevier B.V.

Citation

King, A., & Ramlogan-Dobson, C. (2011). Nonlinear time-series convergence: The role of structural breaks. Economics letters, 110(3), 238-240. https://doi.org/10.1016/j.econlet.2010.12.001

Journal Article Type Article
Acceptance Date Dec 1, 2010
Online Publication Date Dec 10, 2010
Publication Date 2011-03
Deposit Date Nov 13, 2014
Journal Economics Letters
Print ISSN 0165-1765
Publisher Elsevier
Peer Reviewed Peer Reviewed
Volume 110
Issue 3
Pages 238-240
DOI https://doi.org/10.1016/j.econlet.2010.12.001
Keywords Income convergence; Nonlinear mean-reversion; Structural breaks
Public URL https://hull-repository.worktribe.com/output/468301
Publisher URL https://www.sciencedirect.com/science/article/pii/S0165176510004337?via%3Dihub
Contract Date Nov 13, 2014