create a website

Long Memory in Time Series of Economic Growth and Convergence. (1999). Verspagen, Bart ; Silverberg, Gerald.
In: Research Memorandum.
RePEc:unm:umamer:1999015.

Full description at Econpapers || Download paper

Cited: 12

Citations received by this document

Cites: 37

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). solarin, sakiru ; GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x.

    Full description at Econpapers || Download paper

  2. Lithium: Production and estimated consumption. Evidence of persistence. (2019). Monge, Manuel ; Gil-Alana, Luis.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:60:y:2019:i:c:p:198-202.

    Full description at Econpapers || Download paper

  3. Energy Consumption in the GCC Countries: Evidence on Persistence. (2019). Monge, Manuel ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7470.

    Full description at Econpapers || Download paper

  4. What Remains of Cross-Country Convergence?. (2018). Papageorgiou, Chris ; Johnson, Paul.
    In: MPRA Paper.
    RePEc:pra:mprapa:89355.

    Full description at Econpapers || Download paper

  5. GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Shittu, Olanrewaju I.
    In: MPRA Paper.
    RePEc:pra:mprapa:88758.

    Full description at Econpapers || Download paper

  6. Real convergence: empirical evidence for Latin America. (2013). Gil-Alana, Luis ; Cuñado, Juncal ; Ayala, Astrid.
    In: Applied Economics.
    RePEc:taf:applec:v:45:y:2013:i:22:p:3220-3229.

    Full description at Econpapers || Download paper

  7. Real convergence in Latin America: a fractionally integrated approach. (2012). Gil-Alana, Luis ; Cuñado, Juncal ; Ayala, Astrid.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:20:p:1713-1717.

    Full description at Econpapers || Download paper

  8. Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

    Full description at Econpapers || Download paper

  9. Real convergence in some emerging countries : a fractionally integrated approach. (2007). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal.
    In: Discussion Papers (REL - Recherches Economiques de Louvain).
    RePEc:ctl:louvre:2007034.

    Full description at Econpapers || Download paper

  10. TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS. (2005). Gil-Alana, Luis.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:50:y:2005:i:01:n:s0217590805001846.

    Full description at Econpapers || Download paper

  11. Real convergence in Taiwan: a fractionally integrated approach. (2004). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, J..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:15:y:2004:i:3:p:529-547.

    Full description at Econpapers || Download paper

  12. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach. (2003). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0103.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aghion, P. and Howitt, P., 1992, A Model of Growth through Creative Destruction, Econometrica, 60: 323-351.

  2. Baillie, R., 1996, Long Memory Processes and Fractional Integration in Econometrics, Journal of Econometrics, 73: 5-59.

  3. Baumol, W.J., 1986, Productivity Growth, Convergence, and Welfare: What the Long-Run Data Show, American Economic Review, 76: 1072-85.

  4. Beran, J., 1994, Statistics for Long-Memory Processes, New York: Chapman & Hall.
    Paper not yet in RePEc: Add citation now
  5. Brock, W. and de Lima, P., 1996, Nonlinear Time Series, Complexity Theory, and Finance, in Maddala, G. S. and Rao, C. R., (eds), Handbook of Statistics 14: Finance, Amsterdam: North Holland.
    Paper not yet in RePEc: Add citation now

  6. Diebold, F.X. and Rudebusch, G.D., 1989, Long Memory and Persistence in Aggregate Output, Journal of Monetary Economics, 24: 189-209.

  7. Dollar, D. and E.N. Wolff, 1993, Competitiveness, Convergence and International Specialization, Cambridge MA: MIT Press.

  8. Doornik, J.A. and M. Ooms, 1996, “A Package for Estimating, Forecasting and Simulating ARFIMA models”, mimeo description of Ox ARFIMA package, Nuffield College, Oxford and Erasmus University, Rotterdam.
    Paper not yet in RePEc: Add citation now
  9. Geweke, J. and Porter-Hudak, S., 1983, The Estimation and Application of Long Memory Time Series Models, Journal of Time Series Analysis, 4: 221-238.
    Paper not yet in RePEc: Add citation now

  10. Granger, C. W. J. and Joyeux, R., 1980, An Introduction to Long Memory Time Series Models and Fractional Differencing, Journal of Time Series Analysis, 1: 15-39.

  11. Granger, C. W. J., 1966, The Typical Spectral Shape of an Economic Variable, Econometrica, 34(1): 150-161.
    Paper not yet in RePEc: Add citation now

  12. Granger, C. W. J., 1980, Long Memory Relationships and the Aggregation of Dynamic Models, Journal of Econometrics, 14: 227-238.

  13. Haubrich, J.G. and Lo, A.W., 1989, The Sources and Nature of Long-Term Memory in the Business Cycle, Cambridge, MA: NBER Working Paper No. 2951.

  14. Hauser, M. A., 1998, Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study, Working paper, University of Economics and Business Administration, Department of Statistics, Vienna, forthcoming in Journal of Statistical Planning and Inference.

  15. Hauser, M.A., Pötscher, B.M. and E. Reschenhofer, 1999, ‘Measuring Persistence in Aggregate Output: ARMA Models, Fractionally Integrated ARMA Models and Nonparametric Procedures’, Empirical Economics, fortcoming.
    Paper not yet in RePEc: Add citation now
  16. Hosking, J. R. M., 1981, Fractional Differencing, Biometrika, 68: 165-176.
    Paper not yet in RePEc: Add citation now
  17. Hurst, H., 1951, Long Term Storage Capacity of Reservoirs, Transactions of the American Society of Civil Engineers, 116: 770-799.
    Paper not yet in RePEc: Add citation now

  18. Iwai, K., 1984a, Schumpeterian Dynamics. I: An Evolutionary Model of Innovation and Imitation , Journal of Economic Behavior and Organization, 5: 159-90.

  19. Iwai, K., 1984b, Schumpeterian Dynamics. II: Technological Progress, Firm Growth and Economic Selection, Journal of Economic Behavior and Organization, 5: 321-51.

  20. Lo, A.W., 1991, Long Term Memory in Stock Market Prices, Econometrica, 59(5): 1279-1314.

  21. Maddison, A., 1991, Dynamics Forces in Capitalist Development, Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
  22. McCulloch, J. H., 1996, Financial Applications of Stable Distributions, in Maddala, G. S. and Rao, C. R., (eds), Handbook of Statistics 14: Finance, Amsterdam: North Holland.
    Paper not yet in RePEc: Add citation now

  23. Michelacci, C. and Zaffaroni, P., 1997, (Fractional) Beta Convergence, London School of Economics: working paper.

  24. Michelacci, C., 1997, Cross-Sectional Heterogeneity and the Persistence of Aggregate Fluctuations, London School of Economics: Working paper.
    Paper not yet in RePEc: Add citation now

  25. Nelson, C. R. and Plosser, C. I., 1982, Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications, Journal of Monetary Economics, 10: 139-162.

  26. Nelson, R. R. and Winter, S. G., 1982, An Evolutionary Theory of Economic Change, Cambridge MA: The Belknap Press of Harvard University Press.
    Paper not yet in RePEc: Add citation now

  27. Silverberg, G. and Lehnert, D., 1993, Long Waves and Evolutionary Chaos in a Simple Schumpeterian Model of Embodied Technical Change, Structural Change and Economic Dynamics, 4: 9-37.

  28. Silverberg, G. and Lehnert, D., 1996, Evolutionary Chaos: Growth Fluctuations in a Schumpeterian Model of Creative Destruction, in Barnett, W. A.,Kirman, A. and Salmon, M., (eds), Nonlinear Dynamics in Economics, Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  29. Silverberg, G. and Verspagen, B., 1994, Learning, Innovation and Economic Growth: A Long-Run Model of Industrial Dynamics, Industrial and Corporate Change, 3: 199-223.
    Paper not yet in RePEc: Add citation now

  30. Silverberg, G. and Verspagen, B., 1995, An Evolutionary Model of Long Term Cyclical Variations of Catching Up and Falling Behind, Journal of Evolutionary Economics, 5(3): 209-227.

  31. Silverberg, G. and Verspagen, B., 1996, From the Artificial to the Endogenous: Modelling Evolutionary Adaptation and Economic Growth, in Helmstädter, E. and Perlman, M., (eds), Behavorial Norms, Technological Progress and Economic Dynamics: Studies in Schumpeterian Economics, Ann Arbor, MI: University of Michigan Press.
    Paper not yet in RePEc: Add citation now
  32. Silverberg, G., 1984, Embodied Technical Progress in a Dynamic Economic Model: the Self-Organization Paradigm, in Goodwin, R.,Krüger, M. and Vercelli, A., (eds), Nonlinear Models of Fluctuating Growth, Berlin-Heidelberg-New York: Springer Verlag.
    Paper not yet in RePEc: Add citation now

  33. Silverberg, G., Dosi, G. and Orsenigo, L., 1988, Innovation, Diversity and Diffusion: A Self-Organisation Model, Economic Journal, 98: 1032-54.

  34. Sowell, F. B., 1992a, Maximum Likelihood Estimation of Stationary Univariate Fractionally Integrated Time Series Models, Journal of Econometrics, 53: 165-188.

  35. Sowell, F. B., 1992b, Modeling Long-Run Behavior with the Fractional ARIMA Model, Journal of Monetary Economics, 29: 277-302.

  36. Verspagen, B., 1993, Uneven Growth Between Interdependent Economies. The Evolutionary Dynamics of Growth and Technology, Aldershot: Avebury.
    Paper not yet in RePEc: Add citation now
  37. Whittle, P., 1951, Hypothesis Testing in Time Series Analysis, Uppsala: Almquist and Wiksells.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Technology Diffusion: Measurement, Causes and Consequences. (2014). Mestieri, Martí ; Comin, Diego.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10163.

    Full description at Econpapers || Download paper

  2. Patenting and research and development : a global view. (2005). Maloney, William ; Lederman, Daniel ; Bosch, Mariano.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3739.

    Full description at Econpapers || Download paper

  3. Is There Really an Inverted U-shaped Relation Between Competition and R&D?. (2005). Tingvall, Patrik ; Poldahl, Andreas.
    In: EIJS Working Paper Series.
    RePEc:hhs:eijswp:0207.

    Full description at Econpapers || Download paper

  4. Competitive Liberalization and a US-SACU FTA. (2003). Whalley, John ; Leith, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10168.

    Full description at Econpapers || Download paper

  5. Were the Acquisitive Conglomerates Inefficient?. (2002). Klein, Peter.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:9711001.

    Full description at Econpapers || Download paper

  6. The Dual Effects of Intellectual Property Regulations: Within- and Between- Patent Competition in the US Pharmaceuticals Industry. (2002). Philipson, Tomas ; Lichtenberg, Frank.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9303.

    Full description at Econpapers || Download paper

  7. Patentability, industry structure, and innovation.. (2002). Hunt, Robert.
    In: Working Papers.
    RePEc:fip:fedpwp:01-13.

    Full description at Econpapers || Download paper

  8. Technological Developments and their Effects on World Trade: Any Implications for Governments?. (2001). Kibritçioğlu, Aykut.
    In: International Trade.
    RePEc:wpa:wuwpit:0108006.

    Full description at Econpapers || Download paper

  9. Growing through Subsidies. (2001). Aloi, Marta.
    In: Discussion Paper Series, School of Economics and Finance.
    RePEc:san:wpecon:0109.

    Full description at Econpapers || Download paper

  10. Brain Drain or Brain Exchange?. (2001). Choy, Wai Kin ; Glass, Hayden.
    In: Treasury Working Paper Series.
    RePEc:nzt:nztwps:01/22.

    Full description at Econpapers || Download paper

  11. Can Market Power influence Employment, Wage Inequality and Growth ?. (2001). Staffolani, Stefano ; Fiorillo, Fabio ; Bucci, Alberto.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:2000030.

    Full description at Econpapers || Download paper

  12. Animal Spirits meets Creative Destruction. (2001). Lloyd-Ellis, Huw ; Francois, Patrick.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:130.

    Full description at Econpapers || Download paper

  13. What Drives the Speed of Job Reallocation during Episodes of Massive Adjustment?. (2001). Jurajda, Stepan.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp170.

    Full description at Econpapers || Download paper

  14. .

    Full description at Econpapers || Download paper

  15. Contracting Productivity Growth. (2000). Roberts, Joanne ; Francois, Patrick.
    In: Working Papers.
    RePEc:tor:tecipa:jorob-99-02.

    Full description at Econpapers || Download paper

  16. Twin Engines of Growth. (2000). Roberts, Joanne ; Lloyd-Ellis, Huw.
    In: Working Papers.
    RePEc:tor:tecipa:jorob-00-02.

    Full description at Econpapers || Download paper

  17. Search in Research: An Evolutionary Approach to Technical Change and Growth. (2000). van 't Veld, Klaas ; Eicher, Theo.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0005.

    Full description at Econpapers || Download paper

  18. Interaction of Drastic and Incremental Innovations: Economic Development through Schumpterian Waves. (2000). Yin, Xiangkang ; Zuscovitch, Ehud.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0989.

    Full description at Econpapers || Download paper

  19. Schumpeterian Growth and Endogenous Business Cycles. (2000). Phillips, Kerk.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0706.

    Full description at Econpapers || Download paper

  20. Twin Engines of Growth. (2000). Roberts, Joanne ; Lloyd-Ellis, Huw.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:118.

    Full description at Econpapers || Download paper

  21. Demand Creation and Economic Growth. (2000). Aoki, Masanao.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:103.

    Full description at Econpapers || Download paper

  22. Too Much of a Good Thing? The Economics of Investment in R&D. (1999). Williams, John ; Jones, Charles.
    In: Working Papers.
    RePEc:wop:stanec:99015.

    Full description at Econpapers || Download paper

  23. The Division of Labor, Investment, and Capital. (1999). .
    In: CID Working Papers.
    RePEc:wop:cidhav:8.

    Full description at Econpapers || Download paper

  24. Work Morale and Economic Growth. (1999). Lundborg, Per.
    In: Working Paper Series.
    RePEc:hhs:fiefwp:0153.

    Full description at Econpapers || Download paper

  25. Nonobviousness and the incentive to innovate: an economic analysis of intellectual property reform. (1999). Hunt, Robert.
    In: Working Papers.
    RePEc:fip:fedpwp:99-3.

    Full description at Econpapers || Download paper

  26. Is the U.S. economy characterized by endogenous growth?: a time-series test of two stochastic growth models. (1999). Swaine, Daniel G..
    In: Working Papers.
    RePEc:fip:fedbwp:99-9.

    Full description at Econpapers || Download paper

  27. The Growth-Environment Trade-off: Horizontal vs Vertical Innovations. (1999). Ricci, Francesco ; Andre'' Grimaud, .
    In: Working Papers.
    RePEc:fem:femwpa:1999.34.

    Full description at Econpapers || Download paper

  28. The Weightless Economy in Economic Development. (1999). Quah, Danny.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2094.

    Full description at Econpapers || Download paper

  29. Openness and its association with productivity growth in UK manufacturing industry. (1999). Redding, Stephen ; Proudman, James.
    In: Bank of England working papers.
    RePEc:boe:boeewp:104.

    Full description at Econpapers || Download paper

  30. Income Dynamics in Regions and Countries. (1998). Evans, Paul.
    In: Working Papers.
    RePEc:osu:osuewp:98-09.

    Full description at Econpapers || Download paper

  31. Notes on Growth Accounting. (1998). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6654.

    Full description at Econpapers || Download paper

  32. Wages, Skills, and Technology in the United States and Canada. (1998). Romer, Paul ; Riddell, W. Craig ; Murphy, Kevin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6638.

    Full description at Econpapers || Download paper

  33. The New Empirics of Economic Growth. (1998). Quah, Danny ; Durlauf, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6422.

    Full description at Econpapers || Download paper

  34. The Theory of Transformation Pressure - a New Perspective on Growth and Economic Policy. (1998). Erixon, Lennart.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:1998_0003.

    Full description at Econpapers || Download paper

  35. The dual nature of trade: measuring its impact on imitation and growth. (1998). Connolly, Michelle P..
    In: Staff Reports.
    RePEc:fip:fednsr:44.

    Full description at Econpapers || Download paper

  36. Endogenous market structures and financial development. (1998). Wynne, Mark ; Wang, Ping ; Becsi, Zsolt.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:98-15.

    Full description at Econpapers || Download paper

  37. Productivity convergence and international openness. (1998). Redding, Stephen ; Proudman, James.
    In: Bank of England working papers.
    RePEc:boe:boeewp:77.

    Full description at Econpapers || Download paper

  38. Trade Patterns, Technology Flows, and Productivity Growth. (1997). Keller, Wolfgang.
    In: International Trade.
    RePEc:wpa:wuwpit:9702001.

    Full description at Econpapers || Download paper

  39. Measuring the Social Return to R&D. (1997). Williams, John ; Jones, Charles.
    In: Working Papers.
    RePEc:wop:stanec:97002.

    Full description at Econpapers || Download paper

  40. Localized Technological Change and Path-Dependent Growth.. (1997). Bassanini, Andrea.
    In: Working Papers.
    RePEc:wop:iasawp:ir97086.

    Full description at Econpapers || Download paper

  41. Population and Ideas: A Theory of Endogenous Growth. (1997). Jones, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6285.

    Full description at Econpapers || Download paper

  42. The Upcoming Slowdown in U.S. Economic Growth. (1997). Jones, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6284.

    Full description at Econpapers || Download paper

  43. Are International R&D Spillovers Trade-Related? Analyzing Spillovers Among Randomly Matched Trade Partners. (1997). Keller, Wolfgang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6065.

    Full description at Econpapers || Download paper

  44. Technological diffusion through trade and imitation. (1997). Connolly, Michelle P..
    In: Staff Reports.
    RePEc:fip:fednsr:20.

    Full description at Econpapers || Download paper

  45. Measuring the social return to R&D. (1997). Williams, John ; Jones, Charles.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1997-12.

    Full description at Econpapers || Download paper

  46. Too Much of a Good Thing? The Economics of Investment in R&D. (1996). Williams, John ; Jones, Charles.
    In: Working Papers.
    RePEc:wop:stanec:96005.

    Full description at Econpapers || Download paper

  47. A Critical Assessment of the Role of Imperfect Competition in Macroeconomics. (1996). Carlton, Dennis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5782.

    Full description at Econpapers || Download paper

  48. R&D Spillovers and Global Growth. (1996). Helpman, Elhanan ; Coe, David ; Bayoumi, Tamim.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5628.

    Full description at Econpapers || Download paper

  49. Neoclassical vs. endogenous growth analysis: an overview. (1996). .
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1996:i:fall:p:41-71.

    Full description at Econpapers || Download paper

  50. Technological Diffusion, Convergence, and Growth. (1995). Sala-i-Martin, Xavier ; Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5151.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-08 19:19:11 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.