When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In contrast to linear models, these two sources of endogeneity affect partial effects differently in nonlinear models. We study this issue focusing on the Instrumental Variable...

This study explores perceptions of public debt management among Debt Management Offices (DMOs) in low- and middle-income countries. Based on a survey conducted in October 2023 covering 27 countries, it examines DMOs' views on the relationship between public debt and economic growth, the...

We explore whether gender has a statistically significant impact on material and social deprivation of single adults after accounting for other characteristics. We use data from the 2022 European Union Statistics on Income and Living Conditions survey for six European countries. By assuming...

This note looks at the properties of instrumental-variable estimators of count data models in the presence of individual effects. We show that fixed-effect versions of the estimators of Mullahy (1997) and Windmeijer and Santos Silva (1997) are inconsistent under conventional asymptotics, in...

This paper develops a multivariate model for count time series, in which the time-varying intensity parameter determining the probability that an event occurs evolves according to general autoregressive score (GAS) models (see Creal et al., 2013; Harvey, 2013).The model is particularly suitable to...

This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...