Search Results - subject:"Dynamic panel data"

The Budgeting of Portuguese Public Museums: a dynamic panel data analysis

Coelho, João; Santos, Carlos - Faculdade de Economia e Gestão, Universidade Católica … - 2008

In this paper, the first panel on sources of funding for Portuguese publicly owned museums is explored. There has been little work in this field worldwide, and none for Portugal. Evidence in this paper seems contrary to that relating to the UK and to the US. We find that incremental budgeting...

Persistent link: https://www.econbiz.de/10004968101

An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia

McAleer, Michael; Chang, Chia-Lin; Huang, Huang, B-W.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2008

This paper compares the impacts of SARS and human deaths arising from Avian Flu on international tourist arrivals to Asia. The effects of SARS and human deaths from Avian Flu will be compared directly according to human deaths. The nature of the short run and long run relationship is examined...

Persistent link: https://www.econbiz.de/10010837863

EU Enlargement Implications on the New Member States Agri-food Trade

Bartosova, Dasa; Bartova, Lubica; Fidrmuc, Jarko - European Association of Agricultural Economists - EAAE - 2008

In the paper dynamic gravity models are estimated for the agricultural trade of six new EU Member States (the Czech Republic, Latvia, Lithuania, Romania, Slovakia, and Slovenia) with selected countries and trade groupings between 1996 and 2005. In general, we find low income elasticities and...

Persistent link: https://www.econbiz.de/10005039544

The Euro's Effects on Trade in a Dynamic Setting

Nardis, Sergio de; Santis, Roberta De; Vicarelli, Claudio - In: European Journal of Comparative Economics 5 (2008) 1, pp. 73-85

European countries and 23 importing industrialized countries We utilize the dynamic panel data estimator proposed by Blundell …

Persistent link: https://www.econbiz.de/10004965113

Immobilienkrise?: Warum in Deutschland die Preise seit Jahren stagnieren

Kholodilin, Konstantin A.; Menz, Jan-Oliver; … - In: DIW Wochenbericht 75 (2008) 17, pp. 214-220

Die derzeitigen Turbulenzen auf den Immobilienmärkten in Ländern wie den USA und Spanien verstellen den Blick auf die längerfristige Entwicklung der realen Immobilienpreise. Während sie in den vergangenen Jahren in vielen westlichen Industrieländern deutlich anzogen, stagnieren sie...

Persistent link: https://www.econbiz.de/10005071037

Panel estimation of state dependent adjustment when the target is unobserved

von Kalckreuth, Ulf - Deutsche Bundesbank - 2008

Understanding adjustment processes has become central in economics. Empirical analysis is fraught with the problem that the target is usually unobserved. This paper develops, simulates and applies GMM methods for estimating dynamic adjustment models in a panel data context with partially...

Persistent link: https://www.econbiz.de/10005083264

Financing constraints, firm level adjustment of capital and aggregate implications

von Kalckreuth, Ulf - Deutsche Bundesbank - 2008

Following a positive shock, financing constraints will prolong or impede economic expansion that would have been optimal in an unconstrained environment. The study of dynamic adjustment therefore offers a direct way of verifying the presence of financing constraints and assessing their...

Persistent link: https://www.econbiz.de/10005083281

The Single Currency's Effects on Eurozone Sectoral Trade: Winners and Losers?

Vicarelli, Claudio; De Santis, Roberta; De Nardis, Sergio - Institut für Weltwirtschaft (IfW) - 2008

of an augmented gravity equation. Following the most recent econometric literature, we apply a ?System GMM? dynamic panel … data estimator (Blundell and Bond, 1998) to avoid inconsistency and biases in the estimates, and introduce controls for …

Persistent link: https://www.econbiz.de/10005083340

An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia

McAleer, M.J.; Huang, B-W.; Kuo, H-I.; Chen, C-C.; … - Erasmus University Rotterdam, Econometric Institute - 2008

of SARS. Keywords: SARS, Avian Flu, International Tourism, Static Fixed Effects Model, Dynamic Panel Data Model … from Avian Flu. 4.2 Linear Dynamic Model We also estimate a dynamic panel data model, specifically a linear …), "Inbound International Tourism to the Canary Islands: a Dynamic Panel Data Model", Tourism Management, 27(2), 281-291. Garín …

Persistent link: https://www.econbiz.de/10005056579

Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System

Girault, Gutierrez; Alfredo, Matias - Volkswirtschaftliche Fakultät, … - 2008

-2006 period we implement a three staged approach. First, we use bank balance sheet data to estimate a dynamic panel data model …

Persistent link: https://www.econbiz.de/10005061660