EconPapers    
Economics at your fingertips  
 

Details about Peter Pedroni

Homepage:http://econ.williams.edu/people/ppedroni
Workplace:Economics Department, Williams College, (more information at EDIRC)

Access statistics for papers by Peter Pedroni.

Last updated 2019-07-04. Update your information in the RePEc Author Service.

Short-id: ppe635


Jump to Journal Articles Software Items

Working Papers

2018

  1. How do Structural Features Affect Corporate Exposures to Macro-financial Shocks in Open Economies?
    Department of Economics Working Papers, Department of Economics, Williams College Downloads
  2. Oil Prices and Inflation: Identifying Channels for Oil Exporters
    Working Papers, Central Bank of Azerbaijan Republic Downloads
  3. Panel Cointegration Techniques and Open Challenges
    Department of Economics Working Papers, Department of Economics, Williams College Downloads
  4. 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 Downloads
    See also Journal Article in Open Economies Review (2019)
  5. Uncorking Expert Reviews with Social Media: A Case Study Served with Wine
    Department of Economics Working Papers, Department of Economics, Williams College Downloads

2015

  1. Crime and the Economy in Mexican States: Heterogeneous Panel Estimates (1993-2012)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in IMF Working Papers, International Monetary Fund (2015) Downloads View citations (2)

2014

  1. Monetary Policy and Bank Lending Rates in Low-Income Countries: Heterogeneous Panel Estimates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (28)
    See also Journal Article in Journal of Development Economics (2014)

2012

  1. Culture Shocks and Consequences: the connection between the arts and urban economic growth
    Department of Economics Working Papers, Department of Economics, Williams College Downloads View citations (1)

2011

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

2008

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

2005

  1. Regional Income Divergence in China
    Department of Economics Working Papers, Department of Economics, Williams College Downloads View citations (2)
    See also Journal Article in Journal of Asian Economics (2006)
  2. Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems
    Department of Economics Working Papers, Department of Economics, Williams College Downloads View citations (11)

2004

  1. 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 Downloads View citations (1096)
    See also Journal Article in Econometric Theory (2004)
  2. 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 Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2007)
  3. The Effect of Infrastructure on Long Run Economic Growth
    Department of Economics Working Papers, Department of Economics, Williams College Downloads View citations (65)

2001

  1. Purchasing Power Parity Tests in Cointegrated Panels
    Department of Economics Working Papers, Department of Economics, Williams College Downloads View citations (574)
    See also Journal Article in The Review of Economics and Statistics (2001)

2000

  1. Fully Modified OLS for Heterogeneous Cointegrated Panels
    Department of Economics Working Papers, Department of Economics, Williams College Downloads View citations (485)

1999

  1. Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
    Department of Economics Working Papers, Department of Economics, Williams College Downloads View citations (1555)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (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 Downloads
    See also Working Paper (2018)

2017

  1. The linkage between the U.S. ethanol market and developing countries’ maize prices: a panel SVAR analysis
    Agricultural Economics, 2017, 48, (5), 629-638 Downloads View citations (1)

2016

  1. 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 Downloads

2015

  1. Nonparametric rank tests for non-stationary panels
    Journal of Econometrics, 2015, 185, (2), 378-391 Downloads View citations (2)
    See also Working Paper (2011)

2014

  1. Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates
    Journal of Development Economics, 2014, 111, (C), 117-131 Downloads View citations (28)
    See also Working Paper (2014)

2013

  1. Structural Panel VARs
    Econometrics, 2013, 1, (2), 1-27 Downloads View citations (15)

2008

  1. INFRASTRUCTURE, LONG‐RUN ECONOMIC GROWTH AND CAUSALITY TESTS FOR COINTEGRATED PANELS
    Manchester School, 2008, 76, (5), 504-527 Downloads View citations (135)

2007

  1. 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 Downloads View citations (94)
    See also Working Paper (2004)

2006

  1. Regional income divergence in China
    Journal of Asian Economics, 2006, 17, (2), 294-315 Downloads View citations (37)
    See also Working Paper (2005)

2004

  1. 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 Downloads View citations (1224)
    See also Working Paper (2004)

2001

  1. Purchasing Power Parity Tests In Cointegrated Panels
    The Review of Economics and Statistics, 2001, 83, (4), 727-731 Downloads View citations (581)
    See also Working Paper (2001)
  2. Testing Target-Zone Models Using Efficient Method of Moments: Comment
    Journal of Business & Economic Statistics, 2001, 19, (3), 271-73

1999

  1. Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
    Oxford Bulletin of Economics and Statistics, 1999, 61, 653-70 Downloads View citations (1626)
    See also Working Paper (1999)

Software Items

2001

  1. GROUPFM: RATS module for multivariate group mean panel FM-OLS tests
    Statistical Software Components, Boston College Department of Economics Downloads
  2. MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2020-02-26