Cliometrics and time series econometrics: Some theory and applications

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dc.contributor.authorGreasley, David
dc.contributor.authorOxley, Les
dc.date.accessioned2013-04-26T04:39:24Z
dc.date.available2013-04-26T04:39:24Z
dc.date.copyright2010-12-25
dc.date.issued2010
dc.description.abstractThe paper discusses a range of modern time series methods that have become popular in the past 20 years and considers their usefulness for cliometrics research both in theory and via a range of applications. Issues such as, spurious regression, unit roots, cointegration, persistence, causality, structural time series methods, including time varying parameter models, are introduced as are the estimation and testing implications that they involve. Applications include a discussion of the timing and potential causes of the British Industrial Revolution, income ‘convergence’ and the long-run behaviour of English real wages 1264–1913. Finally some new and potentially useful developments are discussed including the mildly explosive processes; graphical modelling and long memory.en_NZ
dc.identifier.citationGreasley, D., & Oxley, L. (2010). Cliometrics and time series econometrics: Some theory and applications. Journal of Economic Surveys, 24(5), 970-1042.en_NZ
dc.identifier.doi10.1111/j.1467-6419.2010.00650.xen_NZ
dc.identifier.issn0004-8992
dc.identifier.urihttps://hdl.handle.net/10289/7536
dc.language.isoen
dc.publisherWileyen_NZ
dc.relation.isPartOfJournal of Economic Surveysen_NZ
dc.relation.ispartofJournal of Economic Surveys
dc.subjectBritish Industrial Revolutionen_NZ
dc.subjectCausalityen_NZ
dc.subjectCliometricsen_NZ
dc.subjectCointegrationen_NZ
dc.subjectConvergenceen_NZ
dc.subjectGraphical modellingen_NZ
dc.subjectLong memoryen_NZ
dc.subjectPersistenceen_NZ
dc.subjectTime seriesen_NZ
dc.subjectUnit rootsen_NZ
dc.titleCliometrics and time series econometrics: Some theory and applicationsen_NZ
dc.typeJournal Articleen_NZ
pubs.begin-page970en_NZ
pubs.elements-id37124
pubs.end-page1042en_NZ
pubs.issue5en_NZ
pubs.volume24en_NZ
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