Narrow search
Showing 1 - 10 of 337
Cover Image
Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices
Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019
This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …
Persistent link: https://www.econbiz.de/10011983664
Cover Image
The relevance of amenities and agglomeration for Dutch housing prices
Garretsen, Harry; Marlet, Gerard - 2011
Dutch cities which combine a favourable location in terms of distance to work with a variety of urban amenities appear to be the most attractive locations for people to live. Relatively safe cities, offering a variety of history and culture events, as well as good restaurants have significantly...
Persistent link: https://www.econbiz.de/10009153864
Cover Image
Innovative sales, R&D and total innovation expenditures : panel evidence on their dynamics
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2009
unbalanced panel of enterprise data from five waves of the Community Innovation Survey during 1994-2004. We estimate by maximum … likelihood a dynamic panel data bivariate tobit with double-index sample selection accounting for individual effects. We find … effects are also important. -- innovation ; panel bivariate tobit model ; innovation expenditures …
Persistent link: https://www.econbiz.de/10003861859
Cover Image
Firm level productivity under imperfect competition in output and labor markets
Amoroso, Sara; Kort, Peter M.; Melenberg, Bertrand; … - 2010
specification of competition based on relative profits. Using a large Dutch firm-level panel database over the period 1989-2005, we …
Persistent link: https://www.econbiz.de/10003974678
Cover Image
The behavior of the maximum likelihood estimator of dynamic panel data sample selection models
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2007
Persistent link: https://www.econbiz.de/10003497689
Cover Image
Dynamic models of R&D, innovation and productivity : panel data evidence for Dutch and French manufacturing
Raymond, Wladimir; Mairesse, Jacques; Mohnen, Pierre A.; … - 2013
This paper introduces dynamics in the R&D to innovation and innovation to productivity relationships, which have mostly been estimated on cross-sectional data. It considers four nonlinear dynamic simultaneous equations models that include individual effects and idiosyncratic errors correlated...
Persistent link: https://www.econbiz.de/10009764446
Cover Image
The Euro-Dollar exchange rate : is it fundamental?
Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002
-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
Cover Image
Monetary policy transmission and house prices : European cross-country evidence
Carstensen, Kai; Hülsewig, Oliver; Wollmershäuser, Timo - 2009
transmission of monetary policy. We use a panel VAR model which is estimated over the period 19952006 to generate impulse responses … of key macroeconomic variables to a monetary policy shock. We propose a datadriven approach that splits our panel of … macroeconomic variables is amplified. -- panel VAR model ; house prices ; monetary policy transmission ; country clusters ; sign …
Persistent link: https://www.econbiz.de/10003872444
Cover Image
US disposable personal income and housing price index : a fractional integration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
This paper examines the relationship between US disposable personal income (DPI) and house price index (HPI) during the last twenty years applying fractional integration and long-range dependence techniques to monthly data from January 1991 to July 2010. The empirical findings indicate that the...
Persistent link: https://www.econbiz.de/10008697849
Cover Image
A critique of the literature on the US financial debt crisis
Stein, Jerome L. - 2010
crisis ; optimal leverage and debt ratios ; Congressional Oversight Panel ; Case-Shiller index …
Persistent link: https://www.econbiz.de/10003936616