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On the validity of the Keynesian Absolute Income hypothesis in Pakistan : an ARDL bounds testing approach
Shahbaz, Muhammad; Nawaz, Kishwar; Arouri, Mohamed; … - In: Economic modelling 35 (2013), pp. 290-296
Persistent link: https://www.econbiz.de/10010259444
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Determinants of household saving : cointegrated evidence from Pakistan ; 1975 - 2011
Ismail, Aisha; Rashid, Kashif - In: Economic modelling 32 (2013), pp. 524-531
Persistent link: https://www.econbiz.de/10009762061
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Has the Feldstein-Horioka puzzle waned? : evidence from time series and dynamic panel data analysis
Dash, Santosh Kumar - In: Economic modelling 83 (2019), pp. 256-269
Persistent link: https://www.econbiz.de/10012205639
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Time-varying saving-investment relationship and the Feldstein-Horioka puzzle
Ma, Wei; Li, Haiqi - In: Economic modelling 53 (2016), pp. 166-178
Persistent link: https://www.econbiz.de/10011640990
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A revalidation of the savings-growth nexus in Pakistan
Tang, Chor Foon; Tan, Bee Wah - In: Economic modelling 36 (2014), pp. 370-377
Persistent link: https://www.econbiz.de/10010415459
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Foreign aid, domestic savings, and growth in LDCs : an application of likelihood-based panel cointegration
Irandoust, Manuchehr; Ericsson, Johan - In: Economic modelling 22 (2005) 4, pp. 616-627
Persistent link: https://www.econbiz.de/10003039863
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The Feldstein–Horioka puzzle and structural breaks : evidence from EU members
Ketenci, Natalya Shevchik - In: Economic modelling 29 (2012) 2, pp. 262-270
Persistent link: https://www.econbiz.de/10009536021
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A revisit on dissecting the PPP puzzle : evidence from a nonlinear approach
Wu, Jyh-lin; Chen, Pei-fen - In: Economic modelling 25 (2008) 4, pp. 684-695
Persistent link: https://www.econbiz.de/10003791250
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Corporate taxation and investment : explaining investment dynamics with firm-level panel data
Dwenger, Nadja - 2009
Using a firm-level panel data set I assess whether dynamic models of in- vestment provide an empirically fruitful framework for analyzing tax effects on changes in capital stock. In particular I estimate a one-step error correction model (ECM) complementing the usual estimation of a distributed...
Persistent link: https://www.econbiz.de/10003883175
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How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....
Persistent link: https://www.econbiz.de/10003898577