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Financial liberalization, bank crises and growth : assessing the links
Bonfiglioli, Alessandra (contributor);  … - 2004 - [Elektronische Ressource]
affects growth directly. The empirical analysis is performed through GMM dynamic panel data estimations on a panel of 90 … development ; institutions ; dynamic panel data …
Persistent link: https://www.econbiz.de/10002380051
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Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - 2000
not invariant with respect to the investigated sample period. -- Purchasing power parity ; Panel cointegration ; Wild …
Persistent link: https://www.econbiz.de/10009612044
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Testing for unit roots in nonlinear dynamic heterogeneous panels
He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource]
In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …
Persistent link: https://www.econbiz.de/10002595402
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Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed
He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005
In this paper we derive a unit root test against a Panel Logistic Smooth Transition Autoregressive (PLSTAR). The …, finite sample properties of the test are examined. We highlight scenarios under which the traditional panel unit root tests … by Harris and Tzavalis have inferior or reasonable power compared to our test. -- Dynamic nonlinear panel ; Smooth …
Persistent link: https://www.econbiz.de/10002577852
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Error correction in DHSY
Eliasson, Ann-Charlotte (contributor);  … - 2002 - [Elektronische Ressource]
In this note, we consider the contradiction between the fact that the best fit for the UK consumption data in Davidson et al. (1978) is obtained using an equation with an intercept but without an error correction term, whereas the equation with error correction and without the intercept has...
Persistent link: https://www.econbiz.de/10001714625
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Does future PC use determine our wages today? : evidence from German panel data
Anger, Silke; Schwarze, Johannes - 2002
Using 1985-1999 data from the German Socio-Economic Panel Study (GSOEP) to analyze wages we confirm the hypothesis that …
Persistent link: https://www.econbiz.de/10009620769
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Self-rated and changes in self-rated health as predictors of mortality : first evidence from german panel data
Schwarze, Johannes; Andersen, Hanfried H.; Anger, Silke - 2002
,096 respondents, aged 50 years and over, is drawn from the annual collections of data of the German Socio-Economic Panel Study (GSOEP … may be sufficient to rely on self-assessments of health at one point of time instead of using panel data. -- Mortality …
Persistent link: https://www.econbiz.de/10009626677
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Does sovereign risk differ for domestic and foreign investors? : historical evidence from Scandinavian bond markets
Waldenström, Daniel (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005
This paper shows that geographical investor heterogeneity strongly influences sovereign risk. While standard sovereign debt models mainly attribute the absence of sovereign defaults to foreign creditor retaliation, a new theoretical literature argues that domestic creditors also affect borrowing...
Persistent link: https://www.econbiz.de/10002577962
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Forecasting sectoral trade growth under flexible exchange rates
Herwartz, Helmut (contributor); Weber, Henning (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918993
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Growth and government : is there a difference between developed and developing countries?
Strauss, Tove - 1998
Persistent link: https://www.econbiz.de/10000995009