Peter Pedroni
Personal Details
First Name: | Peter |
Middle Name: | |
Last Name: | Pedroni |
Suffix: | |
RePEc Short-ID: | ppe635 |
[This author has chosen not to make the email address public] | |
http://econ.williams.edu/people/ppedroni | |
Terminal Degree: | 1993 Center for Development Economics; Williams College (from RePEc Genealogy) |
Affiliation
Economics Department
Williams College
Williamstown, Massachusetts (United States)http://econ.williams.edu/
RePEc:edi:edwilus (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Ha,Jongrim & Ivanova,Anna & Montiel,Peter J. & Pedroni,Peter Louis, 2019. "Inflation in Low-Income Countries," Policy Research Working Paper Series 8934, The World Bank.
- Vugar Ahmadov & Salman Huseynov & Peter Pedroni, 2018. "Oil Prices and Inflation: Identifying Channels for Oil Exporters," Working Papers 1801, Central Bank of Azerbaijan Republic.
- Peter Pedroni, 2018. "Panel Cointegration Techniques and Open Challenges," Department of Economics Working Papers 2018-09, Department of Economics, Williams College.
- Peter J. Montiel & Peter Pedroni, 2018.
"Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR,"
Department of Economics Working Papers
2018-08, Department of Economics, Williams College.
- Peter J. Montiel & Peter Pedroni, 2019. "Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR," Open Economies Review, Springer, vol. 30(1), pages 1-18, February.
- Alex Albright & Peter Pedroni & Stephen Sheppard, 2018. "Uncorking Expert Reviews with Social Media: A Case Study Served with Wine," Department of Economics Working Papers 2018-03, Department of Economics, Williams College.
- Rina Bhattacharya & Pranav Gupta & Xingwei Hu & Peter Pedroni, 2018. "How do Structural Features Affect Corporate Exposures to Macro-financial Shocks in Open Economies?," Department of Economics Working Papers 2018-10, Department of Economics, Williams College.
- Verdugo-Yepes, Concepción & Pedroni, Peter & Hu, Xingwei, 2015.
"Crime and the Economy in Mexican States : Heterogeneous Panel Estimates (1993-2012),"
MPRA Paper
64930, University Library of Munich, Germany.
- Ms. Concha Verdugo Yepes & Mr. Peter L. Pedroni & Xingwei Hu, 2015. "Crime and the Economy in Mexican States: Heterogeneous Panel Estimates (1993-2012)," IMF Working Papers 2015/121, International Monetary Fund.
- Montiel, Peter J & Spilimbergo, Antonio & Mishra, Prachi & Pedroni, Peter, 2014.
"Monetary Policy and Bank Lending Rates in Low-Income Countries: Heterogeneous Panel Estimates,"
CEPR Discussion Papers
10230, C.E.P.R. Discussion Papers.
- Mishra, Prachi & Montiel, Peter & Pedroni, Peter & Spilimbergo, Antonio, 2014. "Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates," Journal of Development Economics, Elsevier, vol. 111(C), pages 117-131.
- Peter Pedroni & Stephen Sheppard, 2012. "Culture Shocks and Consequences: the connection between the arts and urban economic growth," Department of Economics Working Papers 2012-04, Department of Economics, Williams College.
- Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2011.
"Nonparametric Rank Tests for Non-stationary Panels,"
Economics Series
270, Institute for Advanced Studies.
- Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015. "Nonparametric rank tests for non-stationary panels," Journal of Econometrics, Elsevier, vol. 185(2), pages 378-391.
- Mr. Peter L. Pedroni & Ms. Concha Verdugo Yepes, 2011. "The Relationship Between Illicit Coca Production and Formal Economic Activity in Peru," IMF Working Papers 2011/182, International Monetary Fund.
- Peter Pedroni & Stephen Sheppard, 2008. "Economic Research Citations at Liberal Arts Colleges," Department of Economics Working Papers 2008-14, Department of Economics, Williams College.
- Peter Pedroni & James Yudong Yao, 2005.
"Regional Income Divergence in China,"
Department of Economics Working Papers
2005-03, Department of Economics, Williams College.
- Pedroni, Peter & Yao, James Yudong, 2006. "Regional income divergence in China," Journal of Asian Economics, Elsevier, vol. 17(2), pages 294-315, April.
- Peter Pedroni & Tim Vogelsang, 2005. "Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems," Department of Economics Working Papers 2005-04, Department of Economics, Williams College.
- Peter Pedroni, 2004.
"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
2004-03, Department of Economics, Williams College.
- Peter Pedroni, 2007. "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., vol. 22(2), pages 429-451.
- Peter Pedroni & David Canning, 2004. "The Effect of Infrastructure on Long Run Economic Growth," Department of Economics Working Papers 2004-04, Department of Economics, Williams College.
- Peter Pedroni, 2004.
"Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis,"
Department of Economics Working Papers
2004-15, Department of Economics, Williams College.
- Pedroni, Peter, 2004. "Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis," Econometric Theory, Cambridge University Press, vol. 20(3), pages 597-625, June.
- Peter Pedroni, 2001.
"Purchasing Power Parity Tests in Cointegrated Panels,"
Department of Economics Working Papers
2001-01, Department of Economics, Williams College.
- Peter Pedroni, 2001. "Purchasing Power Parity Tests In Cointegrated Panels," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 727-731, November.
- Tom Doan, "undated". "PANELFM: RATS procedure to perform panel data group mean FMOLS," Statistical Software Components RTS00151, Boston College Department of Economics.
- Tom Doan, "undated". "PANELDOLS: RATS procedure to perform panel data group mean DOLS," Statistical Software Components RTS00150, Boston College Department of Economics.
- Peter Pedroni, 2000.
"Fully Modified OLS for Heterogeneous Cointegrated Panels,"
Department of Economics Working Papers
2000-03, Department of Economics, Williams College.
- Tom Doan, "undated". "PANELFM: RATS procedure to perform panel data group mean FMOLS," Statistical Software Components RTS00151, Boston College Department of Economics.
- Peter Pedroni, 1999.
"Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors,"
Department of Economics Working Papers
2000-02, Department of Economics, Williams College.
- Peter Pedroni, 1999. "Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(S1), pages 653-670, November.
Articles
- Peter J. Montiel & Peter Pedroni, 2019.
"Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR,"
Open Economies Review, Springer, vol. 30(1), pages 1-18, February.
- Peter J. Montiel & Peter Pedroni, 2018. "Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR," Department of Economics Working Papers 2018-08, Department of Economics, Williams College.
- Na Hao & Peter Pedroni & Gregory Colson & Michael Wetzstein, 2017.
"The linkage between the U.S. ethanol market and developing countries’ maize prices: a panel SVAR analysis,"
Agricultural Economics, International Association of Agricultural Economists, vol. 48(5), pages 629-638, September.
- Hao, Na & Colson, Greg & Wetzstein, Michael, 2015. "U.S. Ethanol Demand and World Hunger: Is There Any Connection?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205580, Agricultural and Applied Economics Association.
- Pedroni, Peter, 2016. "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, Cambridge University Press, vol. 11(1), pages 204-205, May.
- Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015.
"Nonparametric rank tests for non-stationary panels,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 378-391.
- Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2011. "Nonparametric Rank Tests for Non-stationary Panels," Economics Series 270, Institute for Advanced Studies.
- Mishra, Prachi & Montiel, Peter & Pedroni, Peter & Spilimbergo, Antonio, 2014.
"Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates,"
Journal of Development Economics, Elsevier, vol. 111(C), pages 117-131.
- Montiel, Peter J & Spilimbergo, Antonio & Mishra, Prachi & Pedroni, Peter, 2014. "Monetary Policy and Bank Lending Rates in Low-Income Countries: Heterogeneous Panel Estimates," CEPR Discussion Papers 10230, C.E.P.R. Discussion Papers.
- Peter Pedroni, 2013. "Structural Panel VARs," Econometrics, MDPI, vol. 1(2), pages 1-27, September.
- David Canning & Peter Pedroni, 2008. "Infrastructure, Long‐Run Economic Growth And Causality Tests For Cointegrated Panels," Manchester School, University of Manchester, vol. 76(5), pages 504-527, September.
- Peter Pedroni, 2007.
"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., vol. 22(2), pages 429-451.
- Tom Doan, "undated". "RATS program to replicate Pedroni JAE 2007 paper using panel cointegration," Statistical Software Components RTZ00190, Boston College Department of Economics.
- Peter Pedroni, 2004. "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 2004-03, Department of Economics, Williams College.
- Pedroni, Peter & Yao, James Yudong, 2006.
"Regional income divergence in China,"
Journal of Asian Economics, Elsevier, vol. 17(2), pages 294-315, April.
- Peter Pedroni & James Yudong Yao, 2005. "Regional Income Divergence in China," Department of Economics Working Papers 2005-03, Department of Economics, Williams College.
- Pedroni, Peter, 2004.
"Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis,"
Econometric Theory, Cambridge University Press, vol. 20(3), pages 597-625, June.
- Peter Pedroni, 2004. "Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis," Department of Economics Working Papers 2004-15, Department of Economics, Williams College.
- Pedroni, Peter, 2001. "Testing Target-Zone Models Using Efficient Method of Moments: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 271-273, July.
- Peter Pedroni, 2001.
"Purchasing Power Parity Tests In Cointegrated Panels,"
The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 727-731, November.
- Tom Doan, "undated". "RATS programs to replicate Pedroni PPP tests on panel data," Statistical Software Components RTZ00132, Boston College Department of Economics.
- Peter Pedroni, 2001. "Purchasing Power Parity Tests in Cointegrated Panels," Department of Economics Working Papers 2001-01, Department of Economics, Williams College.
- Peter Pedroni, 1999.
"Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(S1), pages 653-670, November.
- Peter Pedroni, 1999. "Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors," Department of Economics Working Papers 2000-02, Department of Economics, Williams College.
Software components
- Peter Pedroni, 2001. "GROUPFM: RATS module for multivariate group mean panel FM-OLS tests," Statistical Software Components R210401, Boston College Department of Economics.
- Peter Pedroni, 2001. "MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors," Statistical Software Components R210402, Boston College Department of Economics.
More information
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- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (4) 2015-01-03 2019-01-07 2019-04-08 2020-03-02
- NEP-MON: Monetary Economics (4) 2015-01-03 2019-01-07 2019-04-08 2020-03-02
- NEP-ECM: Econometrics (2) 2011-06-18 2019-01-07
- NEP-ETS: Econometric Time Series (2) 2011-06-18 2019-01-07
- NEP-BAN: Banking (1) 2015-01-03
- NEP-CBA: Central Banking (1) 2015-01-03
- NEP-ENE: Energy Economics (1) 2019-04-08
- NEP-INT: International Trade (1) 2019-04-08
- NEP-LAW: Law and Economics (1) 2015-07-11
- NEP-MKT: Marketing (1) 2018-06-11
- NEP-PAY: Payment Systems and Financial Technology (1) 2018-06-11
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