Search Results - subject:"Dynamic Panel Data"

Persistence of Innovation in Dutch Manufacturing: Is it Spurious?

Raymond, Wladimir; Mohnen, Pierre; Palm, Franz; Loeff, … - Centre Interuniversitaire de Recherche en Analyse des … - 2006

1998-2000. We estimate by maximum likelihood a dynamic panel data type 2 tobit model accounting for individual effects and …

Persistent link: https://www.econbiz.de/10005100853

The relationship between economic growth and inequality: evidence from the age of market liberalism

Angeles-Castro, Gerardo - Verein für Socialpolitik, Ausschuss für … - 2006

Based on panel data we find that the inequality-growth relationship follows an ordinary-U curve during the period 1970-1998, in which inequality first decreases and then increases with economic growth. We also find some evidence that the increasing pattern of inequality may reverse at higher...

Persistent link: https://www.econbiz.de/10005082710

Industries and the bank lending effects of bank credit demand and monetary policy in Germany

Arnold, Ivo J. M.; Kool, Clemens J. M.; Raabe, Katharina - Deutsche Bundesbank - 2006

bank balance sheet and bank lending data for the period 1992:1-2002:4. The evidence from dynamic panel data models shows …

Persistent link: https://www.econbiz.de/10005083133

"The Effect of Government Size on the Steady-State Unemployment Rate: A Structural Error Correction Model"

Abrams, Burton A.; Wang, Siyan - Department of Economics, Lerner College of Business and … - 2006

In this paper, we investigate the relationship between government size and the unemployment rate using a structural error correction model that describes both the short-run dynamics and long-run determination of the unemployment rate. Using data from twenty OECD countries from 1970 to 1999, we...

Persistent link: https://www.econbiz.de/10005063519

Identifying State Dependence in Non-Stationary Processes

Halliday, Timothy - Department of Economics, University of Hawaii-Manoa - 2006

Hall, Honolulu, HI 96822. Phone: (808) 956 - 8615. E-mail: halliday@hawaii.edu. 1 Key Words: Dynamic Panel Data Models …

Persistent link: https://www.econbiz.de/10005572286

The Impact of Aggregate and Idiosyncratic Income Shocks on Health Outcomes: Evidence from the PSID

Halliday, Timothy - Department of Economics, University of Hawaii-Manoa - 2006

income shocks on health, we use methods from the literature on dynamic panel data models. Doing this, we find evidence of a … dynamic panel data models. Doing this, we find evidence of a causal impact of income shocks on health for working-aged men … your health. JEL Classification: I0, I12, J1 Keywords: Gradient, Recessions, Health, Dynamic Panel Data Models …

Persistent link: https://www.econbiz.de/10005572310

Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present

Hayakawa, Kazuhiko - Institute of Economic Research, Hitotsubashi University - 2006

GMM estimator, and (2) inaccuracy of inference, in dynamic panel data models where unobservable heterogeneity may be large … Hi-Stat Discussion Paper Series No.130 Efficient GMM Estimation of Dynamic Panel Data Models … of Dynamic Panel Data Models Where Large Heterogeneity May Be Present Kazuhiko Hayakawa ∗† Graduate School of Economics …

Persistent link: https://www.econbiz.de/10005675514

The Determinants & Excessiveness of Current Account Deficits in Eastern Europe & the Former Soviet Union

Aristovnik, Aleksander - William Davidson Institute, University of Michigan - 2006

generally in line with the theoretical and previous empirical analysis. Since we estimate dynamic panel data model, the most … Classification: C33, F32 Key words: transition countries, current account deficits, excessiveness, determinants, dynamic panel … data Contact details: University of Ljubljana Faculty of Administration Gosarjeva ulica 5 1000 Ljubljana …

Persistent link: https://www.econbiz.de/10005677635

Testing for State Dependence with Time-Variant Transition Probabilities

Halliday, Timothy J. - Department of Economics, University of Hawaii-Manoa - 2006

application to the Barker Hypothesis. Key Words: Dynamic Panel Data Models, State Dependence, Health * I would …: (808) 956 - 8615. E-mail: halliday@hawaii.edu. All errors are my own. Key Words: Dynamic Panel Data Models, State …

Persistent link: https://www.econbiz.de/10005766418

On the Distribution of Education and Democracy

Climent, Amparo Castello - Institut d'Economia Internacional (IEI), Universitat Jaume I - 2006

This paper empirically analyzes the influence of the distribution of education on democracy by controlling for unobservable heterogeneity and by taking into account the persistency of some of the variables. The most novel finding is that increase in the education attained by the majority of the...

Persistent link: https://www.econbiz.de/10005731612