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

African (MENA) countries over the period 1990-2010 using panel data methods. For the first specification, namely EKC, we show …

growth for 21 African countries over the period from 1970 to 2006, using recently developed panel cointegration and causality … cointegration relationship when country groups are considered. -- Africa ; energy consumption ; economic growth ; panel … cointegration ; panel causality …

This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis …

implements the panel-data approach of Kónya (2006), which is based on SUR systems and Wald tests with country-specific bootstrap …

We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence …; assessing panel cointegration; and estimating panel error-correction models. The results show that markets consider budgetary … and external imbalances and inflation as relevant determinants of sovereign yields. -- long-term yields ; panel …

, using recent bootstrap panel cointegration techniques and SUR methods. We investigate the magnitude of the relationship … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and … balances. -- Budget balance ; external balance ; EU ; panel cointegration …