and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …

little evidence for them. We argue that this outcome could be due to episodic failure of cointegration, possible two … pooled mean group estimator (SPMG) to deal with these features. Using this new panel estimator and a dataset spanning almost …

markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm …, Smeekes, and Urbain (2010) and cointegration techniques by Westerlund (2007), we find that UIP holds for short-term maturities … to the long-run equilibrium is proportional to the maturity of the underlying instrument. -- UIP ; LIBOR ; panel …

We revisit the relationship between financial development and economic growth in a panel of 52 middle income countries … over the 1980-2008 period, using pooled mean group estimator in a dynamic heterogeneous panel setting. We show that …

within a panel cointegration framework. Besides the total net issues, we distinguish between large, medium and small euro … purposes, we also present panel results for eight non-euro area countries (Australia, Canada, Japan, Norway, Sweden …

Performing a panel data analysis for OECD countries, during the period between 1990 and 2019, this article investigates …

Using panel data from 1985 to 2019, we provide the first comprehensive investigation of the relationship between trade …