shock. We estimate panel vector autoregressive (VAR) models over the period 2010-2018, and identify the shock by imposing …

This paper examines the reaction of house prices in a panel of euro area countries to monetary policy surprises over …

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …

trade using a theory-consistent structural gravity model. We exploit a rich panel data set including domestic trade flows …

administrative districts between 2003 and 2016. Employing different standard panel estimation methods, we show that there is no …The paper analyses the empirical relationship between immigrants and crime using panel data for 391 German …, omitted variables and spatial correlation. Furthermore, taking advantage of the panel-structure of the data set we employ an …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …