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On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2008
The expansion of regionalism has spawned an extensive theoretical literature analysing the effects of Free Trade Agreements (FTAs) on trade flows. In this paper we focus on FTAs (also called European agreements) between the European Union (EU-15) and the Central and Eastern European countries...
Persistent link: https://www.econbiz.de/10003763931
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Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
Harding, Matthew C.; Lamarche, Carlos; Pesaran, M. Hashem - 2018
This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …
Persistent link: https://www.econbiz.de/10011898624
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Structural econometric estimation of the basic reproduction number for Covid-19 across U.S. states and selected countries
Johnsson, Ida; Pesaran, M. Hashem; Yang, Cynthia Fan - 2023
. This approach identifies R0 in a panel regression model by filtering out the effects of mitigating factors on disease …
Persistent link: https://www.econbiz.de/10014364977
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Purchasing power parity for developing and developed countries : what can we learn from non-stationary panel data models?
Drine, Imed (contributor); Rault, Christophe (contributor) - 2008
Persistent link: https://www.econbiz.de/10003662794
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Political risk and real exchange rate : what can we learn from recent developments in panel data econometrics for emerging and developing countries?
Bahmani-Oskooee, Mohsen; Hadj Amor, Thouraya; Nouira, Ridha - 2019
Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al …
Persistent link: https://www.econbiz.de/10011955761
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The environmental Kuznets curve and sustainability : a panel data analysis
Farhani, Sahbi; Mrizak, Sana; Chaibi, Anissa; Rault, … - 2014
African (MENA) countries over the period 1990-2010 using panel data methods. For the first specification, namely EKC, we show …
Persistent link: https://www.econbiz.de/10010350476
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Is there a debt-threshold effect on output growth?
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2015
develop tests for threshold effects in the context of dynamic heterogeneous panel data models with cross-sectionally dependent …
Persistent link: https://www.econbiz.de/10011292965
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Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2013
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10010212372
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Financial inclusion and threshold effects in carbon emissions
Cheikh, Nidhaleddine Ben; Rault, Christophe - 2024
. We implement panel threshold techniques to explore the possible regime shifts in the environmental quality. Our results …
Persistent link: https://www.econbiz.de/10014632364
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Climate change and economic activity : evidence from U.S. states
Mohaddes, Kamiar; Ng, Ryan N. C.; Pesaran, M. Hashem; … - 2022
We investigate the long-term macroeconomic effects of climate change across 48 U.S. states over the period 1963.2016 using a novel econometric strategy which links deviations of temperature and precipitation (weather) from their long-term moving-average historical norms (climate) to various...
Persistent link: https://www.econbiz.de/10012806494