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Efficiency and Risk in European Banking
Fiordelisi, Franco - 2010
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks operating in the European Union. We find that reductions...
Persistent link: https://www.econbiz.de/10013142777
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Fiscal Policy and Growth : Do Financial Crises Make a Difference?
Afonso, António; Grüner, Hans Peter; Kolerus, … - 2021
mitigate economic downturns in the short run and whether such impact differs in crisis and non crisis times. We use panel …
Persistent link: https://www.econbiz.de/10013316206
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Booms and Busts in Housing Markets : Determinants and Implications
Agnello, Luca - 2009
Panel Probit model over the period 1980-2007. It finds that 1) most recent housing booms have been very persistent and of a …
Persistent link: https://www.econbiz.de/10013158164
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Is the New Keynesian IS Curve Structural?
Stracca, Livio - 2021
several possible extensions on panel data from 22 OECD countries over 40 years of data. I also evaluate whether the key …
Persistent link: https://www.econbiz.de/10013316177
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Efficiency and risk in european banking
Fiordelisi, Franco; Marqués-Ibáñez, David; Molyneux, Phil - 2010
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks operating in the European Union. We find that reductions...
Persistent link: https://www.econbiz.de/10011605257
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Explaining the Money Demand of Non-Financial Corporations in the Euro Area : A Macro and a Micro View
Martinez-Carrascal, Carmen - 2010
This paper analyses euro area non-financial corporations (NFC) money demand, both from a macro and a microeconomic point of view. At a macro level, money holdings are modelled as a function of real gross added value, the price level, the long-term interest rate on bank lending to non-financial...
Persistent link: https://www.econbiz.de/10013137587
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Do EU Structural Funds Promote Regional Employment? Evidence from Dynamic Panel Data
Mohl, Philipp - 2011
impact of EU structural funds on employment drawing on a panel dataset of 130 European NUTS regions over the time period 1999 … structural funds for an extended time horizon and examine the robustness of our results by comparing different dynamic panel …
Persistent link: https://www.econbiz.de/10013118136
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Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
Kripfganz, Sebastian - 2015
We propose a two-stage estimation procedure to identify the effects of time-invariant regressors in a dynamic version of the Hausman-Taylor model. We first estimate the coefficients of the time-varying regressors and subsequently regress the first-stage residuals on the time-invariant regressors...
Persistent link: https://www.econbiz.de/10013016951
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What Do We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic
Afonso, António - 2007
cointegration analysis. Specifically, we use panel unit root tests of the first and second generation allowing in some cases for … structural breaks. We also apply modern panel cointegration techniques developed by Pedroni (1999, 2004), generalized by Banerjee … policy was sustainable both for the EU15 panel set, and within subperiods (1970-1991 and 1992-2006) …
Persistent link: https://www.econbiz.de/10012775987
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Panel Data Estimates of the Production Function and Product and Labor Market Imperfections
Dobbelaere, Sabien - 2007
industry and the firm level using an unbalanced panel of 10646 French firms in 38 manufacturing industries over the period 1978 …
Persistent link: https://www.econbiz.de/10012776545