trade shocks. Our dataset comprises 24 SSA countries spanning 39 years from 1980 to 2018. We employ a variety of panel … estimation techniques suitable for addressing the problems of endogeneity and cross-section dependence. The fixed effects … cases. Some variations in threshold estimates based on differences in empirical estimation techniques were observed, which …

threshold or optimal level. Accordingly, this paper utilizes the dynamic panel threshold model to examine the threshold effects … of government size (measured as government final consumption expenditure as a proportion of GDP) on inflation using a … results support the nonlinear relationship between government size and inflation in the study area. Second, the government …

Understanding the Stock Return-Inflation Nexus is a continuing concern among scholars. The main goal of the current … study was to critically examine the view that the relation between stock return and inflation is potentially asymmetric. To …

mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

paper discusses a panel autoregressive model with multiple breaks present in all parameters, i.e. in the autoregressive …

misspecificity involved in compressed regression models. Methodologically, a multicountry large structural Panel Vector …

This paper revisits the panel autoregressive model, with a primary emphasis on the unit-root case. We study a class of …

applies panel quantile regression with Markov chain Monte Carlo optimization as an optimal non-parametric approach to … estimation results. The findings of this review serve as a roadmap for financial analysts, policymakers and decision makers to …

Intraday high-frequency data of stock returns exhibit not only typical characteristics (e.g., volatility clustering and …