Showing 1 - 10 of 7,811
root and Westerlund (2007) cointegration tests that account for cross-sectional dependence in the series, and three panel … a panel of 28 European economies during the 1995-2018 period. The hypothesis is verified using Pesaran (2007) panel unit …' integration, heterogeneous balanced panels and cases of limited evidence of cointegration. The empirical results suggested that …
Persistent link: https://www.econbiz.de/10014310932
crises ; Current account reversals ; Treatment Model ; Discrete dependent variable ; Efficient Importance Sampling ; Panel …
Persistent link: https://www.econbiz.de/10009007638
Several empirical studies are concerned with measuring the effect of currency and current account crises on economic growth. Using different empirical models this paper serves two aspects. It provides an explicit assessment of country specific factors influencing the costs of crises in terms of...
Persistent link: https://www.econbiz.de/10012725907
develop tests for threshold effects in the context of dynamic heterogeneous panel data models with crosssectionally dependent …
Persistent link: https://www.econbiz.de/10012971219
and developing countries grouped in panels by similar characteristics. Panel long-run causality is assessed with a …
Persistent link: https://www.econbiz.de/10013030525
develop tests for threshold effects in the context of dynamic heterogeneous panel data models with cross-sectionally dependent …
Persistent link: https://www.econbiz.de/10013019040
develop tests for threshold effects in the context of dynamic heterogeneous panel data models with cross-sectionally dependent …
Persistent link: https://www.econbiz.de/10013019818
develop tests for threshold effects in the context of dynamic heterogeneous panel data models with cross-sectionally dependent …
Persistent link: https://www.econbiz.de/10013013818
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10013071384
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10013072764