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Explaining the money demand of non-financial corporations in the Euro area: A macro and a micro view
Martinez-Carrascal, Carmen; von Landesberger, Julian - 2010
This paper analyses euro area non-financial corporations (NFC) money demand, both from a macro and a microeconomic point of view. At a macro level, money holdings are modelled as a function of real gross added value, the price level, the long-term interest rate on bank lending to non-financial...
Persistent link: https://www.econbiz.de/10011605303
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Explaining the Money Demand of Non-Financial Corporations in the Euro Area : A Macro and a Micro View
Martinez-Carrascal, Carmen - 2010
This paper analyses euro area non-financial corporations (NFC) money demand, both from a macro and a microeconomic point of view. At a macro level, money holdings are modelled as a function of real gross added value, the price level, the long-term interest rate on bank lending to non-financial...
Persistent link: https://www.econbiz.de/10013137587
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Cointegration in Panel Data with Breaks and Cross-Section Dependence
Banerjee, Anindya; Carrion-i-Silvestre, Josep Lluís - 2021
The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is … when testing the null hypothesis of no cointegration that retain good properties in terms of empirical size and power … panel cointegration statistics rely on the assumption of cross-section independence, a generalisation of the tests to the …
Persistent link: https://www.econbiz.de/10013317662
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Cointegration in panel data with breaks and cross-section dependence
Banerjee, Anindya; Carrion-i-Silvestre, Josep Lluís - 2006
The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is … when testing the null hypothesis of no cointegration that retain good properties in terms of empirical size and power … panel cointegration statistics rely on the assumption of cross-section independence, a generalisation of the tests to the …
Persistent link: https://www.econbiz.de/10011604637
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Density Characteristics and Density Forecast Performance : A Panel Analysis
Kenny, Geoff - 2014
In this paper, we exploit micro data from the ECB Survey of Professional Forecasters (SPF) to examine the link between the characteristics of macroeconomic density forecasts (such as their location, spread, skewness and tail risk) and density forecast performance. Controlling for the effects of...
Persistent link: https://www.econbiz.de/10013054084
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Exports and Domestic Demand Pressure : A Dynamic Panel Data Model for the Euro Area Countries
Bobeica, Elena - 2015
The paper investigates the link between domestic demand pressure and exports by considering an error correction dynamic panel model for eleven euro area countries over the last two decades. The results suggest that there is a statistically significant substitution effect between domestic and...
Persistent link: https://www.econbiz.de/10013024782
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Remittances and energy consumption : a panel data analysis for MENA countries
Ari, Ayse - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 120-125
Persistent link: https://www.econbiz.de/10013169341
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The demand for electricity in Kuwait : a cointegration analysis
Alfalah, Osama; Alhumaidan, Lama; Baglan, Deniz - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 9-13
Persistent link: https://www.econbiz.de/10012507084
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Causal relationship between energy consumption, economic growth and CO2 emissions : a dynamic panel data approach
Dritsaki, Chaido; Dritsaki, Melina - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 2, pp. 125-136
Persistent link: https://www.econbiz.de/10011285523
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The impact of foreign trade, energy consumption and income on CO2 emissions
Akin, Cemil Serhat - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 465-475
Persistent link: https://www.econbiz.de/10011286181