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Modelling economies in transition: An introduction

Modelling economies in transition: An introduction
Modelling economies in transition: An introduction
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.
0264-9993
339-357
Hall, Stephen
c2e5d7c3-2591-4c7a-83a3-976156ee35ba
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
Welfe, Aleksander
dcbad2c3-91e9-4c20-ad8a-a83b640232c4
Hall, Stephen
c2e5d7c3-2591-4c7a-83a3-976156ee35ba
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
Welfe, Aleksander
dcbad2c3-91e9-4c20-ad8a-a83b640232c4

Hall, Stephen, Mizon, Grayham E. and Welfe, Aleksander (2000) Modelling economies in transition: An introduction. Economic Modelling, 17 (3), 339-357. (doi:10.1016/S0264-9993(99)00042-5).

Record type: Article

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: 2000
Organisations: Economics

Identifiers

Local EPrints ID: 35028
URI: https://eprints.soton.ac.uk/id/eprint/35028
ISSN: 0264-9993
PURE UUID: bd072cf8-75b3-43f3-b564-42fc5be565db

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Date deposited: 28 Jul 2006
Last modified: 17 Jul 2017 15:48

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Contributors

Author: Stephen Hall
Author: Grayham E. Mizon
Author: Aleksander Welfe

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