All Outputs (2)

Are income differences within the OECD diminishing? Evidence from Fourier unit root tests (2013)
Journal Article
King, A., & Ramlogan-Dobson, C. (2014). Are income differences within the OECD diminishing? Evidence from Fourier unit root tests. Studies in nonlinear dynamics and econometrics / sponsored by the MIT Press and the Society for Nonlinear Dynamics and Econometrics, 18(2), 185-199. https://doi.org/10.1515/snde-2013-0008

We investigate the income convergence hypothesis for 24 OECD countries using Fourier-type unit root tests that can account for structural breaks of unknown number, timing and functional form in a series’ data generating process. Our results indicate... Read More about Are income differences within the OECD diminishing? Evidence from Fourier unit root tests.

Convergence of inflationary shocks: Evidence from the Caribbean (2013)
Journal Article
Cuestas, J. C., & Ramlogan-Dobson, C. (2013). Convergence of inflationary shocks: Evidence from the Caribbean. The World economy, 36(9), 1229-1243. https://doi.org/10.1111/twec.12082

In this paper, we aim to shed some light on the inflation dynamics in the Caribbean. We analyse the inflation rates for twelve countries using various time series methods. The results show that the inflation rates are mean reverting processes and tha... Read More about Convergence of inflationary shocks: Evidence from the Caribbean.