Search Results - subject:"Panel Data Cointegration"

Exchange rate volatility and investment : a panel data cointegration approach

Diallo, Ibrahima Amadou - In: Expert journal of economics 3 (2015) 2, pp. 127-135

This paper examines the link between real exchange rate volatility and domestic investment by using panel data … cointegration techniques. We study the empirical connection between real effective exchange rate volatility and investment for 51 …

Persistent link: https://www.econbiz.de/10012062442

Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests

Boubakri, Salem; Couharde, Cécile; Guillaumin, Cyriac - In: Economie Internationale (2012) 131, pp. 105-120

The aim of this paper is to assess the financial integration degree of the Central and Eastern European Countries (CEECs) with the euro area in the prospect of their integration in the Economic and Monetary Union (EMU). To this end, we test the Feldstein-Horioka regression for a non-stationary...

Persistent link: https://www.econbiz.de/10010827704

A Dynamic Panel Data Analysis of the Immigration and Tourism Nexus

Seeteram, Neelu - Department of Econometrics and Business Statistics, … - 2010

tourism and to estimate tourism immigration elasticities. The dynamic panel data cointegration technique is applied to model …

Persistent link: https://www.econbiz.de/10008680485

Exchange Rate Volatility and Investment, A Panel Data Cointegration Approach

Diallo, Ibrahima Amadou - Volkswirtschaftliche Fakultät, … - 2008

This paper examines the link between the real exchange rate volatility and domestic investment by using the panel data … cointegration techniques. In the first part of the paper, we study the theoretical link between the exchange rate, its volatility …

Persistent link: https://www.econbiz.de/10005835935

Bayesian Inference in a Cointegrating Panel Data Model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney - Rimini Centre for Economic Analysis (RCEA) - 2007

This paper develops methods of Bayesian inference in a cointegrating panel data model. This model involves each cross-sectional unit having a vector error correction representation. It is flexible in the sense that different cross-sectional units can have different cointegration ranks and...

Persistent link: https://www.econbiz.de/10005091075

Exchange rate volatility and investment: a panel data cointegration approach

Diallo, Ibrahima Amadou - Volkswirtschaftliche Fakultät, … - 2007

Persistent link: https://www.econbiz.de/10005789475

Bayesian Inference in a Cointegrating Panel Data Model

Strachan, Rodney; Koop, Gary; Leon-Gonzalez, Roberto - Department of Economics, Leicester University - 2006

: Bayesian, panel data cointegration, error correction model, reduced rank regression, Markov Chain Monte Carlo. JEL …

Persistent link: https://www.econbiz.de/10005385058

On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence

Bai, Jushan; Kao, Chihwa - Center for Policy Research, Maxwell School - 2005

Most of the existing literature on panel data cointegration assumes cross-sectional independence, an assumption that is …

Persistent link: https://www.econbiz.de/10005698387