Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate

C-Tier
Journal: Economic Modeling
Year: 2012
Volume: 29
Issue: 1
Pages: 41-47

Authors (2)

Hall, Stephen G. (Bank of Greece) Guo, Qian (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Recent panel data approaches stress the importance of the location interdependence. Little has been done in the Balassa–Samuelson literature accounting for spatial dependence in the panel data context that allows for spatial autocorrelation. By utilising the recently developed Kapoor et al. (2007) spatial panel feasible GLS methods, we find that the Balassa–Samuelson effect in the Chinese economy during 1985 until 2000 generally does not appear to hold. However, the black market exchange rate tends to be more compatible with the theory.

Technical Details

RePEc Handle
repec:eee:ecmode:v:29:y:2012:i:1:p:41-47
Journal Field
General
Author Count
2
Added to Database
2026-01-25