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Cash in circulation and the shadow economy : an empirical investigation for Euro area countries and beyond

Seitz, Franz; Reimers, Hans-Eggert; Schneider, Friedrich - 2018

within a panel cointegration framework. Besides the total net issues, we distinguish between large, medium and small euro …

Persistent link: https://www.econbiz.de/10011872942

Payment innovations, the shadow economy and cash demand of households in euro area countries

Reimers, Hans-Eggert; Schneider, Friedrich; Seitz, Franz - 2020

panel cointegration framework. Besides the traditional determinants of cash demand like transactions balances and …

Persistent link: https://www.econbiz.de/10012291866

The local power of the IPS test with both initial conditions and incidental trends

Lahiri, Kajal; Liang, Zhongwen; Peng, Huaming - 2017 - This version: Nov. 8, 2016

This paper investigates the asymptotic local power of the the averaged t-test of Im, Pesaran and Shin (2003, IPS hereafter) in the presence of both initial explosive conditions and incidental trends. By utilizing the least squares detrending methods, it is found that the initial condition plays...

Persistent link: https://www.econbiz.de/10011597286

Heterogeneous autoregressions in short T panel data models

Pesaran, M. Hashem; Yang, Liying - 2023

This paper considers a ﬁrst-order autoregressive panel data model with individual-speciﬁc eﬀects and a heterogeneous autoregressive coeﬃcient. It proposes estimators for the moments of the cross-sectional distribution of the autoregressive coeﬃcients, with a focus on the ﬁrst two...

Persistent link: https://www.econbiz.de/10014304441

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000

derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that … hypothesis and cointegration tests based on it perform well in small sample; this is in marked contrast to the small sample …

Persistent link: https://www.econbiz.de/10009786715

Separation, weak exogeneity and P-T decomposition in cointegrated VAR systems with common features

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2002

investigate the relationships between separation in cointegration and separation in serial correlation common features. Loosely …

Persistent link: https://www.econbiz.de/10011409009

Remittances and energy consumption : a panel data analysis for MENA countries

Ari, Ayse - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 120-125

Persistent link: https://www.econbiz.de/10013169341

The demand for electricity in Kuwait : a cointegration analysis

Alfalah, Osama; Alhumaidan, Lama; Baglan, Deniz - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 9-13

Persistent link: https://www.econbiz.de/10012507084

Estimation of higher-order spatial autoregressive panel data error component models

Badinger, Harald; Egger, Peter - 2009

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...

Persistent link: https://www.econbiz.de/10003808637

Budgetary and external imbalances relationship : a panel data diagnostic

Afonso, António; Rault, Christophe - 2009

We assess the cointegration relationship between current account and budget balances, and effective real exchange rates …, using recent bootstrap panel cointegration techniques and SUR methods. We investigate the magnitude of the relationship … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and …

Persistent link: https://www.econbiz.de/10003808652

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