apparently in favour of Balassa-Samuelson effects may require a re-interpretation. The model is estimated for a panel of CEE … scheinen, müssen deshalb möglicherweise neu interpretiert werden. Das Modell wird für ein Panel von mittel- und osteuropäischen …

This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and … applications, running horse races between heterogeneous and homogeneous panel data models using out of sample forecasts. …

interest rate reaction functions based on a panel including actual EMU Member States. We find that exploiting the cross …-section dimen- sion of a multi-country panel and accounting for cross-country heterogeneity in advance of the single monetary policy … panel reaction function which is demonstrated to be a valuable tool for evaluating episodes of monetary policy since 1999. …

and identifies specific channels through which such effects occur. Based on a gravity model we examine a panel data set on …

-financial corporations in Germany during the recent financial crisis. We use a panel approach based on a unique data set which matches the …

from country-specific vectorautoregressive (VAR) models and a non-standard panel VAR model match. In the country …-specific VAR models, the impulse responses vary across countries in an unrestricted fashion. In the panel VAR model, the impulse …

analyze the dynamic relations between efficiency and performance in the German banking market. To this end we use panel data …

statistics. The panel data set contains some 2,300 German firms' balance sheet data covering the years 1988-1998. While the Q … panel data by Gilchrist and Himmelberg (1995, 1998) enables the Q-theory to be applied to non-quoted firms which are by far …