Search Results - subject:"Dynamic Panel Data"

Exchange Rate Fluctuations and Macroeconomic Performance in Sub-Saharan Africa: A Dynamic Panel Cointegration Analysis

Ojo, Professor Ade T.; Alege, Dr. Philip O. - In: Asian Economic and Financial Review 4 (2014) 11, pp. 1573-1591

In the light of the widespread effects of the recent global financial crisis on exchange rate and other macroeconomic developments, this paper investigates the implications of exchange rate fluctuations on output and other critical determining factors of exchange rates. We use Panel data set...

Persistent link: https://www.econbiz.de/10010948996

Using panel econometric methods to estimate the effect of milk consumption on the mortality rate of prostate and ovarian cancer

Hagen, Tobias; Waldeck, Stefanie - Fachbereich Wirtschaft und Recht, Fachhochschule … - 2014

Recently prostate and ovarian cancer has been related to milk consumption. However, existing observational studies based on country level data do not attempt to identify causal effects since they are only based on simple cross-sectional analyses. This paper takes a step toward estimating of...

Persistent link: https://www.econbiz.de/10010954152

Globalization and international business cycle dynamics: A conditional GVAR approach

Binder, Michael; Offermanns, Christian J. - Fachbereich Wirtschaftswissenschaft, Freie Universität … - 2014

We examine the effects of increased international integration of both goods and financial markets on business cycle dynamics. To do so, we develop a new econometric framework for modelling cross-country spillovers in which the magnitude of these spillovers is an empirically determined function...

Persistent link: https://www.econbiz.de/10010956160

International investment positions and exchange rate dynamics

Binder, Michael; Offermanns, Christian J. - Fachbereich Wirtschaftswissenschaft, Freie Universität … - 2014

dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …

Persistent link: https://www.econbiz.de/10010956168

On the degree of homogeneity in dynamic heterogeneous panel data models

Offermanns, Christian J. - Fachbereich Wirtschaftswissenschaft, Freie Universität … - 2014

We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing …

Persistent link: https://www.econbiz.de/10010956184

Province-level Convergence of China CO2 Emission Intensity

Zhao, Xueting; Burnett, J. Wesley; Lacombe, Donald J. - Agricultural and Applied Economics Association - AAEA - 2014

panel data model to evaluate an empirically testable hypothesis of convergence among provinces. Our results suggest that: (1 … panel data model than the cross-sectional regression models; and, (3) province-level CO2 emission intensities are spatially … dioxide emission intensity among a panel of 30 provinces in China over the period 1990-2010. We use a novel, spatial dynamic …

Persistent link: https://www.econbiz.de/10011068530

How do business practices affect micro and small firms’ performance in a low-income economy? An analysis using dynamic panel data

Trinh, Long; Sonobe, Tetsushi - Agricultural and Applied Economics Association - AAEA - 2014

There has been an increasing interest among economists in the impact of management practices on firm’s productivity. This paper explores how business practices affect firm productivity by using Vietnam’s bi-annual surveys of small firms conducted from 2006 to 2011. We constructed a simple...

Persistent link: https://www.econbiz.de/10011068861

Bancassurance Applications in Turkey and its Dynamic Effects of Turkish Banking and Insurance Sectors

TUNAY, Necla - In: Journal of BRSA Banking and Financial Markets 8 (2014) 1, pp. 35-62

panel data techniques show bancassurance practices increase profitability of both insurance companies and banks in Turkey. … profitability of banks and insurance companies currently operating in Turkey. The results of the econometric analysis using dynamic …

Persistent link: https://www.econbiz.de/10011074880

Financing Behavior of Romanian Listed Firms in Adjusting to the Target Capital Structure

Brendea, Gabriela - In: Czech Journal of Economics and Finance (Finance a uver) 64 (2014) 4, pp. 312-329

Bucharest Stock Exchange during the period 2004–2011. Using a dynamic panel data model and Arrelano’s and Bond’s Generalized …

Persistent link: https://www.econbiz.de/10011075598

Tax Policy Horizon in the OECD Countries

Kotlán, Igor; Machová, Zuzana - In: Politická ekonomie 2014 (2014) 2, pp. 161-173

This aim of the article is to determine the optimal tax policy horizon, and thus its strongest impact on economic growth in OECD countries. From a methodological point of view, the empirical analysis is based on a dynamic panel model, in which the data for the OECD countries in the period of...

Persistent link: https://www.econbiz.de/10011228276