Search Results - subject:"Panel Data Models"

International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis

Binder, Michael; Offermanns, Christian - Center for Financial Studies - 2007

heterogeneous dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and … econometric framework accounting for conditional long-run homogeneity in heterogeneous dynamic panel data models. In particular … Integration, Dynamic Panel Data Models 1 Introduction Research on exchange rate dynamics constitutes a continued …

Persistent link: https://www.econbiz.de/10005120766

Birth Spacing, Fertility and Neonatal Mortality in India:Dynamics, Frailty and Fecundity

Bhalotra, Sonia; Soest, Arthur van - Centre for Market and Public Organisation (CMPO), … - 2007

. Keywords: fertility, birth spacing, neonatal mortality, health, dynamic panel data models, siblings JEL Classification: I12 …

Persistent link: https://www.econbiz.de/10005135220

Revisiting the Price Elasticity of Gasoline Demand

Romero, Alfredo A. - Department of Economics, College of William & Mary - 2007

In this document, we investigate the evolution of the income elasticity and the price elasticity of the demand for gasoline over the period 1975-2006. By using the Probabilistic Reduction Approach, we were able to model changes in mean heterogeneity and variance heterogeneity directly into the...

Persistent link: https://www.econbiz.de/10005168605

Economic Policy in Health Care: Sickness Absence and Pharmaceutical Cost

Granlund, David - Institutionen för Nationalekonomi, Umeå Universitet - 2007

This thesis consists of a summary and four papers. The first two concerns health care and sickness absence, and the last two pharmaceutical costs and prices. <p> Paper [I] presents an economic federation model which resembles the situation in, for example, Sweden. In the model the state governments...</p>

Persistent link: https://www.econbiz.de/10005197987

The single currency’s effects on Eurozone sectoral trade: winners and losers?

Nardis, Sergio de; Santis, Roberta De; Vicarelli, Claudio - Istituto Nazionale di Statistica (ISTAT) - 2007

In this paper we study the effect of the single currency across industries for Euro Area members. This analysis may help to shed light on the main factors influencing the euro effect on trade flows. We intend to verify whether these factors are specific to individual sectors and/or countries or...

Persistent link: https://www.econbiz.de/10005449488

Informal care and employment in England: evidence from the British household panel survey

Heitmüller, Axel; Michaud, Pierre-Carl - 2006

More than 40% of the respondents in the British Household Panel Survey provide informal care at least for one year within the period 1991-2003 and carers are usually less likely to hold simultaneously a paid job. There is little evidence on the mechanism that links informal care provision and...

Persistent link: https://www.econbiz.de/10010274238

Birth spacing, fertility and neonatal mortality in India: dynamics, frailty and fecundity

Bhalotra, Sonia; van Soest, Arthur - 2006

A dynamic panel data model of neonatal mortality and birth spacing is analyzed, accounting for causal effects of birth spacing on subsequent mortality and of mortality on the length of the next birth interval, while controlling for unobserved heterogeneity in mortality (frailty) and birth...

Persistent link: https://www.econbiz.de/10010276665

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

Angeles-Castro, Gerardo - 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/10010295989

On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling

de Pooter, Michiel D.; Segers, René; van Dijk, Herman K. - 2006

Several lessons learned from a Bayesian analysis of basic economic time series models by means of the Gibbs sampling algorithm are presented. Models include the Cochrane-Orcutt model for serial correlation, the Koyck distributed lag model, the Unit Root model, the Instrumental Variables model...

Persistent link: https://www.econbiz.de/10010325199

Wage Dynamics and Promotions inside and between Firms

da Silva, Antonio Dias; van der Klaauw, Bas - 2006

We focus on the dynamic relation between wage increases, promotions and job changes. We relate our empirical analyses to the theoretical model of Gibbons and Waldman (1999). In the empirical analyses we use the Portuguese matched employer-employee data Quadros de Pessoal. We conclude from...

Persistent link: https://www.econbiz.de/10010325375