dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …

This paper provides new empirical insights on the elasticity of taxable income for Germany. Using a rich panel of …. Showing and discussing potential estimation problems of the most prominent model in the literature by Gruber and Saez (2002 …

This paper compares alternative estimation procedures for multi-level factor models which imply blocks of zero …

High nonresponse rates have become a rule in survey sampling. In panel surveys there occur additional sample losses due … to panel attrition, which are thought to worsen the bias resulting from initial nonresponse. However, under certain … conditions an initial wave nonresponse bias may vanish in later panel waves. We study such a "Fade away" of an initial …

instability of euro area money demand. Our results obtained from panel estimation indicate that the observed instability of … money demand but constant across member countries. -- Money demand ; cross-country analysis ; panel error correction model …