Search Results - subject:"Common Factor"

Modeling gasoline price volatility

Kamocsai, László; Ormos, Mihály - In: Finance research letters 73 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015210877

Testing for Granger causality in heterogeneous panels with cross-sectional dependence

Nazlıoğlu, Şaban; Karul, Cagin - In: Empirical economics : a quarterly journal of the … 67 (2024) 4, pp. 1541-1579

Persistent link: https://www.econbiz.de/10015141986

Taking into account data revisions when nowcasting Romanian GDP

Pleșa, Georgiana; Sîrbu, Dragoș; Tănase, Andrei - 2025

Persistent link: https://www.econbiz.de/10015442221

TFP in the manufacturing sector : long-term dynamics, country and regional comparative analysis

Harb, Georges; Bassil, Charbel - In: Economies : open access journal 11 (2023) 2, pp. 1-22

We employ a recent empirical strategy to estimate country-specific and time-varying total factor productivity (TFP) levels for the manufacturing sector of 63 countries over 40 years. The methodology is based on estimated country-specific production functions while accounting for cross-section...

Persistent link: https://www.econbiz.de/10014230599

The geopolitics of foreign aid

Pham, Thi Hong Hanh - In: Review of development economics : an essential resource … 29 (2025) 4, pp. 2379-2396

Persistent link: https://www.econbiz.de/10015481542

TFP in the manufacturing sector: Long-term dynamics, country and regional comparative analysis

Harb, Georges; Bassil, Charbel - In: Economies 11 (2023) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10015468953

Heterogeneous effects of economic cycles across the income distribution : a common factor model approach

Valizadeh, Pourya; Issar, Akash; Bryant, Henry - In: Economics letters 251 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015464254

Detangling risk premiums : common and idiosyncratic components of crude oil, corn, and ethanol futures

Etienne, Xiaoli Liao; Li, Bingxin; Liu, Rui - In: The journal of futures markets 45 (2025) 9, pp. 1409-1427

Persistent link: https://www.econbiz.de/10015464895

Time-varying group common factors in the stock market anomalies

Sakemoto, Ryuta - In: The financial review : the official publication of the … 60 (2025) 2, pp. 481-507

Persistent link: https://www.econbiz.de/10015396503

Sustainable development status in CLMV countries following economic reform and openness

Jin, Yun Ho; Kang, Sung Jin - In: Journal of economic development 50 (2025) 4, pp. 59-82

Persistent link: https://www.econbiz.de/10015609039