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Exchange rates dynamics revisited : a panel data test of the fractional integration order

Andersson, Fredrik N. G. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 389-409

Persistent link: https://www.econbiz.de/10010391171

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed … behavior in India. This paper also discusses issues related to panel data, such as cross-section dependency and slope …-run relationship between share price and dividends using panel data. However, the application of recently established panel econometric …

Persistent link: https://www.econbiz.de/10013470997

Testing cointegration relationship in a semiparametric varying coefficient model

Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70

Persistent link: https://www.econbiz.de/10010255469

Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach

Li, Hongjun; Lin, Zhongjian; Hsiao, Cheng - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 427-438

Persistent link: https://www.econbiz.de/10011287484

Quantile unit root inference for panel data with common shocks

Yang, Jisheng; Wei, Jinbao; Cai, Biqing - In: Economics letters 219 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013470951

Real exchange rate dynamics : evidence from India

Hegwood, Natalie D.; Nath, Hiranya K. - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 4, pp. 396-404

Persistent link: https://www.econbiz.de/10011483637

Are US real house prices stationary? : new evidence from univariate and panel data

Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011431067

Estimation of a level shift in panel data with fractionally integrated errors

Chang, Seong Yeon - In: Economics letters 206 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012886440

Commodity prices and the US money supply in the long run

Azar, Samih Antoine - In: International journal of trade and global markets 5 (2012) 3/4, pp. 316-335

Persistent link: https://www.econbiz.de/10009722086

Are current account deficits in the OECD countries sustainable? : robust evidence from time-series estimators

Singh, Tarlok - In: The International trade journal 31 (2017) 1/5, pp. 29-64

Persistent link: https://www.econbiz.de/10011976420