Dyadic surveys aim to interview pairs of respondents, such as partners in a relationship. In dyadic surveys, it is often necessary to obtain the anchors’ consent to contact their partners and invite them to a survey. If the survey is operated in self-administered modes, no interviewer is...

This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed Tdimension. We advocate for a correlated interaction term estimator (CITE) and show that it is consistent under conditions that are not...

Commuting is a fundamental aspect of employees' daily routines and continues to evolve with technological advancements. Yet the effects of commuting on subjective well-being remain insufficiently investigated in the context of expanding digital connectivity. This paper examines the causal...

Trying to meet unlimited human needs with limited resources causes production activities to deplete or pollute natural resources. Ensuring the sustainability of natural resources and the environment is essential to leaving a livable world for future generations. The concept of sustainable...

This study rigorously examines the causality between banking development, economic growth, and income inequality using annual panel data for 13 Central Eastern European transition economies from 2000 to 2020. The Granger non-causality test of heterogeneous panels based on the Toda and Yamamoto...

This paper aims to understand the health effects of energy poverty in Germany using SOEP panel data from 2010 to 2020. Linear probability models and fixed effects ordered logit models reveal a consistently negative relationship of three expenditures based energy poverty indicators with general...

We empirically investigate the economic impact of natural disasters on food prices and production. We address the key issues of data aggregation and counterfactual biases. Our data set consists of regional information on prices and production for fourteen food products in Peru. This granularity...

We propose an observation-driven dynamic common factor model for missing value imputation in high-dimensional panel data. The model exploits both serial and cross-sectional information in the data and can easily cope with time-variation in conditional means and variances, as well as with either...

The volatility of exchange rates is considered to be an important measure of a country's economic vulnerability and has a direct or indirect causal relationship with a large number of macroeconomic variables. The aim of this study is to analyze the macroeconomic variables in the economic...

Sample R is a refreshment sample of the SOEP-Core. We apply a stratified two-stage sampling design to draw a sample of anchor persons from the population register. We oversample former lignite mining regions (brown coal) all over Germany as well as the younger part of the general population aged...

This paper provides details on the sampling design, the fieldwork, as well as nonresponse and population adjustments for the 2022 sample M8b. The survey is conducted in cooperation between the Institute for Employment Research (IAB) and the Socio-Economic Panel (SOEP). Sample M8b contributes to...

Many panel data methods, while allowing for general dependence between covariates and time-invariant agent-specific heterogeneity, place strong a priori restrictions on feedback: how past outcomes, covariates, and heterogeneity map into future covariate levels. Ruling out feedback entirely, as...

This study provides new panel evidence on the effects on climate risk on financial stability in the European banking sector using yearly data over the period 2000-2021. More specifically, the impact of a number of climate risk indices on the Z-score (capturing the probability of default of a...

We examine the effects of debt distribution characteristics, specifically skewness and maturity concentration, on sovereign yields across OECD countries over the period 1995Q1 to 2020Q4. After computing specific Lorenz curves and Gini coefficients, we find that positive skewness generally exerts...

The study aims to analyze the economic effects of population ageing in Japan, Spain, Italy, the United States, South Korea, Germany, France, the United Kingdom, and Canada using the panel ARDL (Autoregressive Distributed Lag) model. GDP per capita was adopted as the dependent variable, while the...

This paper studies the finance-growth nexus in historical perspective. We employ a panel data model with interactive fixed effects and time-varying coefficients for a sample of advanced economies since the late 19th century. The model considers flexible specifications of heterogeneity and...