A test for strong hysteresis in international trade

Detalhes bibliográficos
Autor(a) principal: Teles, Vladimir Kuhl
Data de Publicação: 2009
Outros Autores: Denadai, Ricardo Sávio
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/2727
Resumo: 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 verify whether the hysteresis effect is essential in determining the long-term equilibrium.
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spelling Teles, Vladimir KuhlDenadai, Ricardo SávioEscolas::EESP2009-08-26T14:48:13Z2009-08-26T14:48:13Z2009-08-26http://hdl.handle.net/10438/2727The 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. 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dc.title.eng.fl_str_mv A test for strong hysteresis in international trade
title A test for strong hysteresis in international trade
spellingShingle A test for strong hysteresis in international trade
Teles, Vladimir Kuhl
Hysteresis
Cointegration
International trade
Structural break
Economia
Economia
title_short A test for strong hysteresis in international trade
title_full A test for strong hysteresis in international trade
title_fullStr A test for strong hysteresis in international trade
title_full_unstemmed A test for strong hysteresis in international trade
title_sort A test for strong hysteresis in international trade
author Teles, Vladimir Kuhl
author_facet Teles, Vladimir Kuhl
Denadai, Ricardo Sávio
author_role author
author2 Denadai, Ricardo Sávio
author2_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.author.fl_str_mv Teles, Vladimir Kuhl
Denadai, Ricardo Sávio
dc.subject.por.fl_str_mv Hysteresis
Cointegration
topic Hysteresis
Cointegration
International trade
Structural break
Economia
Economia
dc.subject.eng.fl_str_mv International trade
Structural break
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Economia
description 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 verify whether the hysteresis effect is essential in determining the long-term equilibrium.
publishDate 2009
dc.date.accessioned.fl_str_mv 2009-08-26T14:48:13Z
dc.date.available.fl_str_mv 2009-08-26T14:48:13Z
dc.date.issued.fl_str_mv 2009-08-26
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/2727
url http://hdl.handle.net/10438/2727
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartofseries.por.fl_str_mv Textos para Discussão;195
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
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