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Déforestation, migrations, saturation et réformes foncières: La Côte d’Ivoire entre résilience rurale et litiges fonciers
KOUADIO, Hugues; DESDOIGTS, Alain - Volkswirtschaftliche Fakultät, … - 2012
In the tropics, land transactions remain today carried out within the framework of custom and therefore constitute uncompleted sales, which it is often argued hinders investment and rural economic resilience. The Ivory Coast is no exception to the rule. Nevertheless, the absence of proper land...
Persistent link: https://www.econbiz.de/10011111538
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Identifying Latent Structures in Panel Data
Su, Liangjun; Shi, Zhentao; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2014
This paper provides a novel mechanism for identifying and estimating latent group structures in panel data using …
Persistent link: https://www.econbiz.de/10011096428
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GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim - Volkswirtschaftliche Fakultät, … - 2014
This paper proposes a new panel unit root test based on the generalized method of moments approach for panels with a …
Persistent link: https://www.econbiz.de/10011259926
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Common Shocks in panels with Endogenous Regressors
Forchini, G.; Jiang, Bin; Peng, Bin - Department of Econometrics and Business Statistics, … - 2015
This paper introduces a novel approach to study the effects of common shocks on panel data models with endogenous … readers who wish to further investigate the effects of common shocks on panel data. The paper shows that the key assumption in … determining consistency of the panel TSLS and LIML estimators is the independence of the factor loadings in the reduced form …
Persistent link: https://www.econbiz.de/10011262822
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Government Debt and Economic Growth: Estimating the Debt Thresholds and Debt Intolerance
Swamy, Vighneswara - Volkswirtschaftliche Fakultät, … - 2015
The surge of government debt during the post-global financial crisis and the ongoing euro zone sovereign debt crisis has begun raising concerns whether government debt levels have hit the tipping points. This study offers to contribute in the following ways: First, we find out whether the...
Persistent link: https://www.econbiz.de/10011262867
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The Dynamics of Government Debt and Economic Growth
Swamy, Vighneswara - Volkswirtschaftliche Fakultät, … - 2015
The dynamics of government debt and economic growth, once a subject of interest mostly to very few macroeconomists is suddenly of immense attention for many researchers in the backdrop of Euro zone sovereign debt crisis and Reinhart & Rogoff’s related research. This study investigates the...
Persistent link: https://www.econbiz.de/10011262868
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The export-productivity link for Brazilian manufacturing firms
Cirera, Xavier; Lederman, Daniel; Máñez, Juan A.; … - Institut für Weltwirtschaft (IfW) - 2015
This paper explores the link between exports and total factor productivity (TFP) for Brazilian manufacturing firms over the period 2000-2008, both under the assumption of an exogenous or an endogenous law of motion for productivity. The authors first obtain TFP estimates under each alternative...
Persistent link: https://www.econbiz.de/10011263003
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Industry characteristics and financial risk contagion
Chiu, Wan-Chien; Peña, Juan Ignacio; Wang, Chih-Wei - In: Journal of Banking & Finance 50 (2015) C, pp. 411-427
This article proposes a new measure of tail risk spillover: the conditional coexceedance (CCX), defined as the number of joint occurrences of extreme negative returns in an industry, conditional on an extreme negative return in the financial sector. The empirical application provides evidence of...
Persistent link: https://www.econbiz.de/10011118066
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IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade
Chetverikov, Denis; Larsen, Bradley; Palmer, Christopher - National Bureau of Economic Research (NBER) - 2015
We present a methodology for estimating the distributional effects of an endogenous treatment that varies at the group level when there are group-level unobservables, a quantile extension of Hausman and Taylor (1981). Because of the presence of group-level unobservables, standard quantile...
Persistent link: https://www.econbiz.de/10011207910
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Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of Econometrics 186 (2015) 1, pp. 19-31
This paper develops consistency and asymptotic normality of parameter estimates for a higher-order spatial autoregressive model whose order, and number of regressors, are allowed to approach infinity slowly with sample size. Both least squares and instrumental variables estimates are examined,...
Persistent link: https://www.econbiz.de/10011209282