Search Results - subject:"Panel Data Cointegration"

Exchange rate volatility and investment: a panel data cointegration approach

Diallo, Ibrahima Amadou - Volkswirtschaftliche Fakultät, … - 2007

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/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

The Geographic Distribution of Economic Activities of the USA Multinational Enterprises

Sampayo, Felipa Mello - Institut for Miljø og Erhvervsøkonomi, Syddansk … - 2006

is suggestive of the superiority of the share version of the gravity model over its classical formulation. A panel data … cointegration-type analysis between FDI and GDP, and per capita income differential suggests that GDP has a positive impact on FDI …

Persistent link: https://www.econbiz.de/10005650487