Search Results - subject:"dynamic panel."

Quantifying change : the impact of digital financial inclusion across income quantiles in China

Zhu, Huanjun; Zhu, Jialiang; Zhu, Yulin - In: China economic review 91 (2025), pp. 1-25

Persistent link: https://www.econbiz.de/10015414214

The Covid-19 Pandemic and European Trade Flows: Evidence from a Dynamic Panel Model

Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2022

, an ARDL dynamic panel model is estimated using the PMG method to analyse monthly data covering the most recent period …

Persistent link: https://www.econbiz.de/10013353460

Trade openness and growth: A network‐based approach

Duernecker, Georg; Meyer, Moritz; Vega‐Redondo, Fernando - In: Journal of Applied Econometrics 37 (2022) 6, pp. 1182-1203

We propose a novel approach to the study of international trade based on a theory of country integration that embodies a broad systemic viewpoint on the relationship between trade and growth. Our model leads to an indicator of country openness that measures a country's level of integration...

Persistent link: https://www.econbiz.de/10013466176

The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis

Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2022

This paper examines how the Covid-19 pandemic affected European trade patterns. Specifically, dynamic panel data models …

Persistent link: https://www.econbiz.de/10013470373

Evaluating heterogeneous effects of housing-sector-specific macroprudential policy tools on Belgian house price growth

Coulier, Lara; De Schryder, Selien - 2022

This paper analyzes whether housing-related macroprudential policy has heterogeneous effects on house price growth in local housing markets. More specifically, we employ an extensive dataset of Belgian municipalities containing a multitude of drivers of local house price dynamics and examine the...

Persistent link: https://www.econbiz.de/10014305320

Impact of liquidity coverage ratio on performance of select Indian banks

Sidhu, Anureet Virk; Rastogi, Shailesh; Gupte, Rajani; … - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-17

to 2019. By applying the dynamic panel data regression technique, we found that compliance with the minimum level of the …

Persistent link: https://www.econbiz.de/10014332427

What Does Dynamic Panel Analysis Tell Us About Life Satisfaction?

Piper, Alan - In: Review of Income and Wealth 69 (2022) 2, pp. 376-394

, indicating omitted dynamics. Rather than correcting the standard errors, “to make them robust,” this study explores dynamic panel … life satisfaction context is a minor one. This use of dynamic panel analysis, therefore, offers support for the ongoing use … of static models (like fixed effects), even though they omit dynamics. Given the highlighted challenges of dynamic panel …

Persistent link: https://www.econbiz.de/10014504084

How do bank-specific factors impact non-performing loans: Evidence from G20 countries

Erdas, Mehmet Levent; Ezanoglu, Zeynep - In: Journal of Central Banking Theory and Practice 11 (2022) 2, pp. 97-122

-specific and macroeconomic factors affecting the NPL rates were analysed through the dynamic panel data analysis. Analyses were …

Persistent link: https://www.econbiz.de/10014558418

Macroprudential transparency and price stability in emerging and developing countries

Trabelsi, Emna - In: Journal of Central Banking Theory and Practice 11 (2022) 1, pp. 105-129

One of the focuses of recent literature has been the macroeconomic effects of macroprudential policy instruments. The innovation of this paper is that it studies the effects of transparent macro-prudential policies on price stability. The results presented herein provide the first empirical...

Persistent link: https://www.econbiz.de/10014558471

'Investing' in Care for Old Age? An Examination of Long-Term Care Expenditure Dynamics and Its Spillovers

Costa-i-Font, Joan; Vilaplana-Prieto, Cristina - 2022

We study the dynamic drivers of expenditure on long-term care (LTC) programs, and more specifically, the effects of labour market participation of traditional unpaid caregivers (women aged 40 and older) on LTC spending. Next, we examine the spillover effects of a rise in LTC expenditure on...

Persistent link: https://www.econbiz.de/10013177587