Showing 1 - 10 of 185
In this paper we analyze the sustainability of public finances in the states (Laender) of the Federal Republic of Germany using an unprecedentedly comprehensive fiscal dataset for the time period from 1950 to 2011 for West German Laender and 1991 to 2011 for East German Laender, respectively. In...
Persistent link: https://www.econbiz.de/10010388609
-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …
Persistent link: https://www.econbiz.de/10011538958
pooled mean group estimator (SPMG) to deal with these features. Using this new panel estimator and a dataset spanning almost …
Persistent link: https://www.econbiz.de/10013041372
In this paper we extend the concept of serial correlation common features to panel data models. This analysis is … panel data with autocorrelation present and by an increase in efficiency coming from pooling procedures. We propose …
Persistent link: https://www.econbiz.de/10009781522
Persistent link: https://www.econbiz.de/10011690519
This paper uses fractional integration methods to measure the degree of persistence in historical annual data on the world population over the period 1800-2016. The analysis is carried out for the original series, and also for its log transformation and its growth rate. The results indicate that...
Persistent link: https://www.econbiz.de/10013550205
an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10003854425
Persistent link: https://www.econbiz.de/10003482698
We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed …
Persistent link: https://www.econbiz.de/10011372520
using dynamic factors from a large panel of selected macroeconomic and financial data as well as common unobserved risk …
Persistent link: https://www.econbiz.de/10011374412