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Cointegration for the Applied Economist


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Table of Contents

Introduction; B.B.Rao A Primer on Cointegration with an Application to Money and Income; D.A.Dickey, D.W.Jansen & D.L.Thornton Unit Roots and Cointegration for the Economist; D.Holden & R.Perman The Significance of Unit Roots and the Pitfalls of Mechanical Statistics; R.Smith Unit Roots and Structural Breaks: A Survey of the Literature; J.P.Byrne & R.Perman New Unit Root Tests Designed for the Trend-Break Stationary Alternative: Simulation Evidence and Empirical Applications; A.Sen How to Deal with Structural Breaks in Practical Cointegration Analysis?; R.Joyeux Panel Cointegration Analysis: An Empirical Example; N.R.V.Murthy

About the Author

B. BHASKARA RAO is Professor of Economics at the University of the South Pacific, Fiji. He was educated at the London School of Economics and received his PhD from the University of New South Wales. He has published in the Economic Journal, Review of Economics and Statistics, Economics Letters, Cambridge Journal of Economics, Southern Economic Journal, and many others. His research is in macroeconomics, economics of growth and applied time series econometrics.


'...this book is one of the best efforts to facilitate, encourage and stimulate applied econometric work...' - Reetika Garg, Indian Economic Review, January - June 2009

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