Details about Peter Pedroni

Access statistics for papers by Peter Pedroni.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: ppe635

Working Papers

2019

1. Inflation in Low-Income Countries
   Policy Research Working Paper Series, The World Bank View citations (2)

2018

2. How do Structural Features Affect Corporate Exposures to Macro-financial Shocks in Open Economies?
   Department of Economics Working Papers, Department of Economics, Williams College
3. Oil Prices and Inflation: Identifying Channels for Oil Exporters
   Working Papers, Central Bank of Azerbaijan Republic View citations (1)
4. Panel Cointegration Techniques and Open Challenges
   Department of Economics Working Papers, Department of Economics, Williams College
5. Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR
   Department of Economics Working Papers, Department of Economics, Williams College
   See also Journal Article Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR, Open Economies Review, Springer (2019) View citations (4) (2019)
6. Uncorking Expert Reviews with Social Media: A Case Study Served with Wine
   Department of Economics Working Papers, Department of Economics, Williams College View citations (1)

2015

7. Crime and the Economy in Mexican States: Heterogeneous Panel Estimates (1993-2012)
   MPRA Paper, University Library of Munich, Germany View citations (9)
   Also in IMF Working Papers, International Monetary Fund (2015) View citations (9)

2014

8. Monetary Policy and Bank Lending Rates in Low-Income Countries: Heterogeneous Panel Estimates
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (50)
   See also Journal Article Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates, Journal of Development Economics, Elsevier (2014) View citations (54) (2014)

2012

9. Culture Shocks and Consequences: the connection between the arts and urban economic growth
   Department of Economics Working Papers, Department of Economics, Williams College

2011

10. Nonparametric Rank Tests for Non-stationary Panels
    Economics Series, Institute for Advanced Studies
    See also Journal Article Nonparametric rank tests for non-stationary panels, Journal of Econometrics, Elsevier (2015) View citations (6) (2015)
11. The Relationship Between Illicit Coca Production and Formal Economic Activity in Peru
    IMF Working Papers, International Monetary Fund View citations (3)

2008

12. Economic Research Citations at Liberal Arts Colleges
    Department of Economics Working Papers, Department of Economics, Williams College

2005

13. Regional Income Divergence in China
    Department of Economics Working Papers, Department of Economics, Williams College
    See also Journal Article Regional income divergence in China, Journal of Asian Economics, Elsevier (2006) View citations (50) (2006)

2004

14. Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis
    Department of Economics Working Papers, Department of Economics, Williams College View citations (75)
    See also Journal Article PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS, Econometric Theory, Cambridge University Press (2004) View citations (2716) (2004)
15. Social Capital, Barriers to Production, and Capital Shares: Implications for the Importance of Parameter Heterogeneity from a Nonstationary Panel Approach
    Department of Economics Working Papers, Department of Economics, Williams College
    See also Journal Article Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (129) (2007)

2001

16. Purchasing Power Parity Tests in Cointegrated Panels
    Department of Economics Working Papers, Department of Economics, Williams College View citations (20)
    See also Journal Article Purchasing Power Parity Tests In Cointegrated Panels, The Review of Economics and Statistics, MIT Press (2001) View citations (974) (2001)

2000

17. Fully Modified OLS for Heterogeneous Cointegrated Panels
    Department of Economics Working Papers, Department of Economics, Williams College View citations (10)

1999

18. Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
    Department of Economics Working Papers, Department of Economics, Williams College View citations (62)
    See also Journal Article Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1999) View citations (2688) (1999)

Journal Articles

2019

1. Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR
   Open Economies Review, 2019, 30, (1), 1-18 View citations (4)
   See also Working Paper Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR, Department of Economics Working Papers (2018) (2018)

2017

2. The linkage between the U.S. ethanol market and developing countries’ maize prices: a panel SVAR analysis
   Agricultural Economics, 2017, 48, (5), 629-638 View citations (11)

2016

3. DENTON MARKS: Wine and Economics: Transacting the Elixir of Life. Edward Elgar, Cheltenham, UK, 2015, 240 pp., ISBN 978 1 84980 294 9 (cased), $120.00
   Journal of Wine Economics, 2016, 11, (1), 204-205

2015

4. Nonparametric rank tests for non-stationary panels
   Journal of Econometrics, 2015, 185, (2), 378-391 View citations (6)
   See also Working Paper Nonparametric Rank Tests for Non-stationary Panels, Economics Series (2011) (2011)

2014

5. Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates
   Journal of Development Economics, 2014, 111, (C), 117-131 View citations (54)
   See also Working Paper Monetary Policy and Bank Lending Rates in Low-Income Countries: Heterogeneous Panel Estimates, CEPR Discussion Papers (2014) View citations (50) (2014)

2013

6. Structural Panel VARs
   Econometrics, 2013, 1, (2), 1-27 View citations (50)

2008

7. INFRASTRUCTURE, LONG‐RUN ECONOMIC GROWTH AND CAUSALITY TESTS FOR COINTEGRATED PANELS
   Manchester School, 2008, 76, (5), 504-527 View citations (196)

2007

8. Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach
   Journal of Applied Econometrics, 2007, 22, (2), 429-451 View citations (129)
   See also Working Paper Social Capital, Barriers to Production, and Capital Shares: Implications for the Importance of Parameter Heterogeneity from a Nonstationary Panel Approach, Department of Economics Working Papers (2004) (2004)

2006

9. Regional income divergence in China
   Journal of Asian Economics, 2006, 17, (2), 294-315 View citations (50)
   See also Working Paper Regional Income Divergence in China, Department of Economics Working Papers (2005) (2005)

2004

10. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
    Econometric Theory, 2004, 20, (3), 597-625 View citations (2716)
    See also Working Paper Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis, Department of Economics Working Papers (2004) View citations (75) (2004)

2001

11. Purchasing Power Parity Tests In Cointegrated Panels
    The Review of Economics and Statistics, 2001, 83, (4), 727-731 View citations (974)
    See also Working Paper Purchasing Power Parity Tests in Cointegrated Panels, Department of Economics Working Papers (2001) View citations (20) (2001)
12. Testing Target-Zone Models Using Efficient Method of Moments: Comment
    Journal of Business & Economic Statistics, 2001, 19, (3), 271-73

1999

13. Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
    Oxford Bulletin of Economics and Statistics, 1999, 61, (S1), 653-670 View citations (2688)
    See also Working Paper Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors, Department of Economics Working Papers (1999) View citations (62) (1999)

Software Items

2001

1. GROUPFM: RATS module for multivariate group mean panel FM-OLS tests
   Statistical Software Components, Boston College Department of Economics
2. MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors
   Statistical Software Components, Boston College Department of Economics