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

We develop a new Bayesian estimator that is able to deal with multivariate panel data structure in the presence of … spatial correlation. The analysis of panel data introduced here allows us to analyze not only the fixed effect but also the …

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 …