Cross- Sectionally Augmented ARDL approach of Chudik and Pesaran (2015b), and the panel threshold estimation of Chudik et al …

. We implement panel threshold techniques to explore the possible regime shifts in the environmental quality. Our results …

growth for 21 African countries over the period from 1970 to 2006, using recently developed panel cointegration and causality … cointegration relationship when country groups are considered. -- Africa ; energy consumption ; economic growth ; panel … cointegration ; panel causality …

period 1970-2007, for different EU and OECD country groupings. We use the panel-data approach of Kónya (2006), which is based … effective real exchange rate in the SUR system does not substantially alter the results. -- Panel causality tests ; budget …

This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis …

implements the panel-data approach of Kónya (2006), which is based on SUR systems and Wald tests with country-specific bootstrap …

We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence …; assessing panel cointegration; and estimating panel error-correction models. The results show that markets consider budgetary … and external imbalances and inflation as relevant determinants of sovereign yields. -- long-term yields ; panel …

specific panel unit root test to investigate the mean-reverting behaviour of general government expenditures and revenues … ratios. Secondly, we apply the bootstrap panel cointegration techniques that account for the time series and cross … and revenues via SUR analysis. While results imply that public finances were not unsustainable for the EU panel, fiscal …

Central and Eastern Europe (CEEC-4) using both static and dynamic panel data approaches. Specifically, the system Generalized … a trade balance deficit in the CEEC-4. -- regionalisation ; trade flows ; trade balance ; panel data methods …