A stochastic convergence analysis for selected East Asian and Pacific countries: A Fourier unit root test approach

The main aim of this study is to analyze stochastic convergence dynamics for selected East Asian and Pacific countries over the period 1960–2010, using a recently introduced unit root test with a Fourier function capable of capturing unknown form for structural breaks. Our test results show that we cannot reject the stochastic convergence hypothesis for Australia, Fiji, Korea, Nepal, Pakistan, Philippines, and Thailand.

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Year of publication:	2014
Authors:	YILANCI, Veli ; SARIDOĞAN, Ercan ; ARTAR, Okşan
Published in:	Theoretical and Applied Economics. - Asociaţia Generalā a Economiştilor din România - AGER. - Vol. XVIII(2014).2014, 9(598), p. 51-60
Publisher:	Asociaţia Generalā a Economiştilor din România - AGER
Subject:	stochastic convergence \| Fourier function \| stationarity \| East Asian countries \| structural breaks

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Extent:	application/pdf text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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