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A Bayesian spatial probit estimation of Free Trade Agreement contagion

Dany Jaimovich

No 07-2010, IHEID Working Papers from Economics Section, The Graduate Institute of International Studies

Abstract: This paper analyzes the spatial interdependence of Free Trade Agreements (FTAs) in a cross-section framework using the Conta-gion Index proposed by Baldwin and Jaimovich (2010). A Bayesian heteroskedastic probit model is estimated, where a spatial lag is built based on the Contagion Index, finding evidence of interdependence related with a domino-like effect. I compare the results with simple probit estimations and other spatial specifications.

Keywords: Contagion Index; Free Trade Agreements; Spatial probit (search for similar items in EconPapers)
JEL-codes: F13 (search for similar items in EconPapers)
Date: 2010-06-15
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Related works:
Journal Article: A Bayesian spatial probit estimation of Free Trade Agreement contagion (2012) Downloads
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