Hysteresis International Trade Cointegration Structural Breaks
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1. A test for strong hysteresis in international trade
The article suggests a new test for strong hysteresis in international trade. The variables that capture the effects of hysteresis are based on the model of Dixit (1989) with calibrations using a state-space model to determine the parameters for each point in time. These variables are then applied to a cointegration test with breaks, where it is possible to
Publicado em: 26/08/2009