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Stock markets, banks and long run economics growth : a panel cointegration-based analysis
Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013
and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
Persistent link: https://www.econbiz.de/10010223077
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Fiscal sustainability of the German Laender : time series evidence
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - 2014
-run relation between expenditures and revenues in a cointegration analysis within each Land. The results provide evidence against …
Persistent link: https://www.econbiz.de/10010388609
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The sustainability of fiscal policy in Italy : a long-term perspective
Bartoletto, Silvana; Chiarini, Bruno; Marzano, Elisabetta - 2012
debt and its ratio to GDP. Second, exploiting unit root analysis and cointegration, we test for the sustainability of … budget constraint ; unit roots ; cointegration ; fiscal sustainability ; economic history …
Persistent link: https://www.econbiz.de/10009535101
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Can we rely upon fiscal policy estimates in countries with unreported production of 15 per Cent (or more) of GDP?
Basile, Raffaella; Chiarini, Bruno; Marzano, Elisabetta - 2011
This paper analyzes the effects of fiscal policy in Italy by employing a database containing two statistical novelties: quarterly fiscal variables on accrual basis and a time series estimate of tax evasion for the period 1981:1-2006:4. Following Revenue Agency suggestions, we use in a VECM the...
Persistent link: https://www.econbiz.de/10009230776
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Panel cointegration tests on the fiscal sustainability of German Laender
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - 2014
by applying "gsecond generation" panel cointegration techniques. A unique identification strategy for the selection of … sub-panels improves the robustness of panel cointegration tests and reveals that Laender finances are hardly sustainable. …
Persistent link: https://www.econbiz.de/10010388585
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Is the relationship between financial development and economic growth monotonic? : evidence from a sample of middle income countries
Samargandi, Nahla; Fidrmuc, Jan; Ghosh, Sugata - 2014
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 financial development does not have a linear positive...
Persistent link: https://www.econbiz.de/10010340261
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CO2 emissions and GDP : evidence from China
Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2019
fractional integration and cointegration methods. The univariate results indicate that the two series are highly persistent …, their orders of integration being around 2, whilst the cointegration tests (using both standard and fractional techniques …
Persistent link: https://www.econbiz.de/10012119768
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2020
countries is examined applying a fractional cointegration method which tests for the possible existence of a long …
Persistent link: https://www.econbiz.de/10012219127
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The globalisation-welfare state nexus : evidence from Asia
Potrafke, Niklas - 2018
How globalisation influences social expenditure has been examined for industrialized countries. Globalisation has often been shown to be positively associated with social expenditure in established industrialized countries, a finding that corroborates the compensation hypothesis. Scholars have...
Persistent link: https://www.econbiz.de/10011927944
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Terms of trade, catch-up, and home market effect : the example of Japan
Urban, Dieter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003624594