Search Results - subject:"Panel Data."

Gibson paradox: Panel data analysis on ASEAN-T countries

Kabak, Seçkin; Dallı, Tuğçe - In: International Econometric Review (IER) 15 (2023) 1, pp. 12-27

valid for ASEAN-T countries with quarterly data from 1993:Q1 to 2019:Q4 using panel data analysis. In this context, short …

Persistent link: https://www.econbiz.de/10014518999

The impact of macroprudential policy on credit growth in nine euro area economies

Lorenčič, Eva; Volčjak, Robert; Festić, Mejra - In: Naše gospodarstvo / Our Economy 69 (2023) 2, pp. 1-14

In this paper, we investigate the impact of macroprudential policy measures (bundled together into a macroprudential policy index, MPI) on the non-financial corporate sector credit and household credit growth using a one-step system GMM empirical research method. The goal of our paper is to test...

Persistent link: https://www.econbiz.de/10014520672

Board structure and bank performance: Evidence from Ethiopia

Berhe, Alem Gebremedhin - In: Cogent Business & Management 10 (2023) 1, pp. 1-20

diversity) is associated with bank performance. To do so, the study makes use of panel data of 14 commercial banks in Ethiopia …

Persistent link: https://www.econbiz.de/10014527609

Bank funding diversity, risk and profitability: Evidence from Vietnam in the context of the Covid-19 pandemic

Pham, Manh Hung; Nguyen, Nhat Minh - In: Cogent Business & Management 10 (2023) 1, pp. 1-21

This study empirically explores the effects of bank funding diversity on Vietnamese commercial banks' profitability and risk in the context of the COVID-19 pandemic. The panel regression method was used to analyze quarterly data from 27 Vietnamese commercial banks from Q1-2016 to Q1-2021. The...

Persistent link: https://www.econbiz.de/10014527685

Corporate governance mechanisms and earnings management: The moderating role of female directors

Mensah, Emmanuel; Boachie, Christopher - In: Cogent Business & Management 10 (2023) 1, pp. 1-20

observations. Panel data models are used in the analyses. The study finds that, board gender diversity matters and significantly …

Persistent link: https://www.econbiz.de/10014527827

Fixed-effects binary choice models with three or more periods

Davezies, Laurent; D'Haultfœuille, Xavier; Mugnier, Martin - In: Quantitative Economics 14 (2023) 3, pp. 1105-1132

We consider fixed-effects binary choice models with a fixed number of periods T and regressors without a large support. If the time-varying unobserved terms are i.i.d. with known distribution F, Chamberlain (2010) shows that the common slope parameter is point identified if and only if F is...

Persistent link: https://www.econbiz.de/10014536867

Quantifying noise in survey expectations

Juodis, Artūras; Kučinskas, Simas - In: Quantitative Economics 14 (2023) 2, pp. 609-650

Expectations affect economic decisions, and inaccurate expectations are costly. Expectations can be wrong due to either bias (systematic mistakes) or noise (unsystematic mistakes). We develop a framework for quantifying the level of noise in survey expectations. The method is based on the...

Persistent link: https://www.econbiz.de/10014536881

Inference on heterogeneous treatment effects in high-dimensional dynamic panels under weak dependence

Semenova, Vira; Goldman, Matt; Chernozhukov, Victor; … - In: Quantitative Economics 14 (2023) 2, pp. 471-510

a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In … dependent time series and panel data. This method "leaves out the neighbors" when fitting nuisance components, and we …-dimensional. In heterogeneous panel data settings, we model the unobserved unit heterogeneity as a weakly sparse deviation from …

Persistent link: https://www.econbiz.de/10014536958

Forecasting with a panel Tobit model

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Quantitative Economics 14 (2023) 1, pp. 117-159

We use a dynamic panel Tobit model with heteroskedasticity to generate forecasts for a large cross-section of short time series of censored observations. Our fully Bayesian approach allows us to flexibly estimate the cross-sectional distribution of heterogeneous coefficients and then implicitly...

Persistent link: https://www.econbiz.de/10014536986

Fintech and inclusive growth: Evidence from 25 Asian developing countries

Parvez, Md. Al-Amin; Katha, Evanta Hashem; Shaeba, … - 2023

independent variables in a well-balanced panel data set, which is then analyzed to see the impact of changing levels of …

Persistent link: https://www.econbiz.de/10014540466