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Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model

Chen, Huigang - 2011

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as …. These findings suggest that our methodology is well suited for inference in short dynamic panel data models with endogenous …

Persistent link: https://www.econbiz.de/10014398254

Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods

Mirestean, Alin - 2009

we extend the BMA framework to panel data models where the lagged dependent variable as well as endogenous variables … our methodology is well suited for inference in dynamic panel data models with short time periods in the presence of …

Persistent link: https://www.econbiz.de/10014402391

Correcting “Beyond the Cycle:” Accounting for Asset Prices in Structural Fiscal Balances

Liu, Estelle X. - 2015

This paper outlines an operational approach for incorporating the impact of asset price cycles in the calculation of structural fiscal balances (SFBs). The global financial crisis demonstrated that movements in asset prices can have an important fiscal impact. Failing to account for the fiscal...

Persistent link: https://www.econbiz.de/10014412080

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/10014396392

Going viral : a gravity model of infectious diseases and tourism flows

Cevik, Serhan - 2020

This paper develops a gravity model framework to estimate the impact of infectious diseases on bilateral tourism flows among 38,184 pairs of countries over the period 1995-2017. The results confirm that international tourism is adversely affected by disease risk, and the magnitude of this...

Persistent link: https://www.econbiz.de/10012252260

Spillovers Through Banking Centers : A Panel Data Analysis

International Monetary Fund - 2000

To test the role of bank lending in transmitting currency crisis we examine a panel of BIS data on bank flows to 30 …

Persistent link: https://www.econbiz.de/10014399830

The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials : A Panel Study

Nagayasu, Jun - 1999

differentials over the recent floating exchange rate period, using a panel cointegration method, with data for a set of …

Persistent link: https://www.econbiz.de/10014401123

Testing for Purchasing Power Parity in Cointegrated Panels

Lyhagen, Johan - 2007

This paper applies the maximum likelihood panel cointegration method of Larsson and Lyhagen (2007) to test the strong …

Persistent link: https://www.econbiz.de/10014401245

Revisiting the Determinants of Productivity Growth : What's new?

Loko, Boileau - 2009

and a dynamic panel data model and, through a case study, explores key areas where accelerated reforms in the Maghreb …

Persistent link: https://www.econbiz.de/10014402271

Monetary Policy Analysis and Forecasting in the Group of Twenty : A Panel Unobserved Components Approach

Vitek, Francis - 2010

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy …

Persistent link: https://www.econbiz.de/10014402675