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Modelling economies in transition: an introduction

Hall, S., Mizon, G.E. and Welfe, A. (1999) Modelling economies in transition: an introduction , Southampton, UK University of Southampton (Discussion Papers in Economics and Econometrics, (doi:10.1016/S0264-9993(99)00042-5) , 9919).

Record type: Monograph (Discussion Paper)

Abstract

This paper considers the implications of structural breaks, such as have occurred in many transition economies, for econometric modelling based on the multivariate cointegration paradigm. It outlines recent developments on the identification of linear cointegrated systems, discusses some practical problems, and presents an extension to non-linear systems. This is followed by a discussion of the impact of structural breaks on the identification and estimation of such systems. Finally, it relates these issues to the other papers in this volume.

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Published date: 1999
Organisations: Economics

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Local EPrints ID: 33154
URI: http://eprints.soton.ac.uk/id/eprint/33154
PURE UUID: 61e81522-e4f5-4439-8dc1-2e2caac2f937

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Date deposited: 24 May 2007
Last modified: 17 Jul 2017 15:53

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Contributors

Author: S. Hall
Author: G.E. Mizon
Author: A. Welfe

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