Showing 1 - 10 of 559
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 …
Persistent link: https://www.econbiz.de/10003876000
We examine the effects of increased international integration of both goods and financial markets on business cycle dynamics. To do so, we develop a new econometric framework for modelling cross-country spillovers in which the magnitude of these spillovers is an empirically determined function...
Persistent link: https://www.econbiz.de/10010414228
dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …
Persistent link: https://www.econbiz.de/10010414236
Persistent link: https://www.econbiz.de/10002561942
Persistent link: https://www.econbiz.de/10013172778
Persistent link: https://www.econbiz.de/10014331738
Persistent link: https://www.econbiz.de/10014418026
Persistent link: https://www.econbiz.de/10000888170
Persistent link: https://www.econbiz.de/10003405163
This paper examines the investment behavior in debt securities across financial institutions with a particular focus on how they respond to price changes. For identification, we use security-level data from the German Microdatabase Securities Holdings Statistics. Our results suggest that banks...
Persistent link: https://www.econbiz.de/10011456487