dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …

We introduce a dynamic panel threshold model to shed new light on the impact of inflation on long-term economic growth …. The empirical analysis is based on a large panel-data set including 124 countries during the period from 1950 to 2004. For … developing countries. -- Inflation Thresholds ; Inflation and Growth ; Dynamic Panel Threshold Model …

German municipalities using a panel on municipalities in the two largest German states from 1999 to 2006. We find significant …

We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing … equilibrium exchange rate determination in a cross-country panel, we find evidence of largely heterogeneous adjustment and more …

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …

Equilibrium real exchange rate and corresponding misalignment estimates differ tremendously depending on the panel … cross-section (space) variation in the panel. The study shows that conventional panel estimation methods (pooled OLS, fixed … literature to show that the distortion is generally very large. This suggests the use of the CRE model for the panel estimation …

using spatial panel data models. The spatial scales examined are minimum comparable areas, micro-regions, meso-regions and … states over the period between 1970 and 2000. Alternative spatial panel data models with fixed effects were systematically …