reforms which aim at opening these countries to trade and financial channels to the rest of the world. The estimation of time …-varying cross-country correlations allows the econometric investigation to be performed using a panel data framework, raising hence …

Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al …

with real per capita GDP growth rates for 43 developing countries between 1990 and 2019. We use panel data techniques to …

Economic theory predicts that consumption growth rates should be highly correlated across countries. Empirical evidence … explain this apparent contradiction between theory and empirics. Using data for OECD countries we show that although financial …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

trade using a theory-consistent structural gravity model. We exploit a rich panel data set including domestic trade flows …