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Testing Piketty's Hypothesis on the Drivers of Income Inequality : Evidence from Panel VARs with Heterogeneous Dynamics

Góes, Carlos - 2016

theoretical causal chain. In this paper, I build a set of Panel SVAR models to check if inequality and capital share in the …

Persistent link: https://www.econbiz.de/10012977805

Bubble Detective : City-Level Analysis of House Price Cycles

Cevik, Serhan; Naik, Sadhna - 2023

This paper investigates house price dynamics at high frequency using city-level observations during the period 1994-2022 in Lithuania. We employ multiple time series-based econometric procedures to examine whether real house prices and house price-to-rent ratios exhibit explosive behavior....

Persistent link: https://www.econbiz.de/10014257254

Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Vitek, Francis - 2016

economies. This panel dynamic stochastic generalequilibrium model features a range of nominal and real rigidities …

Persistent link: https://www.econbiz.de/10013002153

Policy and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Vitek, Francis - 2014

economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive …

Persistent link: https://www.econbiz.de/10013040410

Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach

Vitek, Francis - 2012

economies. This panel unobserved components model features a monetary transmission mechanism, a fiscal transmission mechanism …

Persistent link: https://www.econbiz.de/10013102206

Commercial Property Price Indexes : Problems of Sparse Data, Spatial Spillovers, and Weighting

Silver, Mick S. - 2014

) panel data regression frameworks are typically used for estimating overall price change. We address the problem of sparse … effectively weight regional CPPIs along with improvements to higher-level weighting systems. The study uses spatial panel …

Persistent link: https://www.econbiz.de/10013053043

Flying to Paradise : The Role of Airlift in the Caribbean Tourism Industry

Acevedo Mejia, Sebastian - 2016

structural panel VAR and individual country VARs. Among the four airlift supply measures, increasing the number of flights is …

Persistent link: https://www.econbiz.de/10012996069

Made in Mexico : Energy Reform and Manufacturing Growth

Alvarez, Jorge - 2015

labor costs in a panel VAR setting leads to an additional indirect channel which amplifies the impact of electricity prices …

Persistent link: https://www.econbiz.de/10013025487

The More the Merrier? A Machine Learning Algorithm for Optimal Pooling of Panel Data

Bolhuis, Marijn - 2020

. We apply the new alogrithm by nowcasting output growth with a panel of 102 countries and are able to significantly …

Persistent link: https://www.econbiz.de/10012836102

Institutions and Growth : A GMM/IV Panel VAR Approach

Góes, Carlos - 2015

hypotheses. In this paper, I build a panel structural vector autoregression (SVAR) model for a short panel of 119 countries over …

Persistent link: https://www.econbiz.de/10013015683