This paper applies the maximum likelihood panel cointegration method of Larsson and Lyhagen (2007) to test the strong …

Long-run movements of real exchange rates are studied using a panel data set comprising 51 economies. The purchasing …

we extend the BMA framework to panel data models where the lagged dependent variable as well as endogenous variables … our methodology is well suited for inference in dynamic panel data models with short time periods in the presence of …

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as …. These findings suggest that our methodology is well suited for inference in short dynamic panel data models with endogenous … regressors in the context of model uncertainty. We illustrate the use of LIBMA in an application to the estimation of a dynamic …

multiplier is inversely correlated with r-g. The calculations are based on the estimates of a factor-augmented interacted panel …

, increasing average years of schooling and reducing inequality of schooling. When dynamic panel estimation techniques are used to …

We build a factor-augmented interacted panel vector-autoregressive model of the Euro Area (EA) and estimate it with …