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Abstract The paper discusses a range of modern time series methods that have become popular in the past 20 years and considers their usefulness for cliometrics research both in theory and via a range of applications. Issues such as, spurious regression, unit roots, cointegration, persistence, causality, structural time series methods, including time varying parameter models, are introduced as are...
Using time-series based tests, proposed by Bernard and Durlauf (1996), and annual time series data, 1900-1987, on several OECD countries, the paper identifies bivariate convergence between: Belgium and The Netherlands; France and Italy; Australia and the United Kingdom; and Sweden and Denmark.
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