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GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim - Volkswirtschaftliche Fakultät, … - 2014
This paper proposes a new panel unit root test based on the generalized method of moments approach for panels with a …
Persistent link: https://www.econbiz.de/10011259926
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Government Debt and its Macroeconomic Determinants – An Empirical Investigation
Swamy, Vighneswara - Volkswirtschaftliche Fakultät, … - 2015
, political governance groupings and income groupings of countries in addition to the full sample. Panel Granger causality testing …
Persistent link: https://www.econbiz.de/10011272691
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Government Debt and Economic Growth – Decomposing the Cause and Effect Relationship
Swamy, Vighneswara - Volkswirtschaftliche Fakultät, … - 2015
growth. Further, by employing panel vector auto regressions (PVAR) approach, this study decomposes the cause and effect …
Persistent link: https://www.econbiz.de/10011272700
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Government Debt and Economic Growth: Estimating the Debt Thresholds and Debt Intolerance
Swamy, Vighneswara - Volkswirtschaftliche Fakultät, … - 2015
The surge of government debt during the post-global financial crisis and the ongoing euro zone sovereign debt crisis has begun raising concerns whether government debt levels have hit the tipping points. This study offers to contribute in the following ways: First, we find out whether the...
Persistent link: https://www.econbiz.de/10011262867
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The Dynamics of Government Debt and Economic Growth
Swamy, Vighneswara - Volkswirtschaftliche Fakultät, … - 2015
The dynamics of government debt and economic growth, once a subject of interest mostly to very few macroeconomists is suddenly of immense attention for many researchers in the backdrop of Euro zone sovereign debt crisis and Reinhart & Rogoff’s related research. This study investigates the...
Persistent link: https://www.econbiz.de/10011262868
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To Pool or Not to Pool: A Partially Heterogeneous Framework
Sarafidis, Vasilis; Weber, Neville - Volkswirtschaftliche Fakultät, … - 2009
This paper proposes a partially heterogeneous framework for the analysis of panel data with fixed T , based on the … with moderate N and the resulting parameter estimates are close to the true values. We apply the method in a panel data set …
Persistent link: https://www.econbiz.de/10008615614
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Cross-sectional Dependence in Panel Data Analysis
Sarafidis, Vasilis; Wansbeek, Tom - Volkswirtschaftliche Fakultät, … - 2010
This paper provides an overview of the existing literature on panel data models with error cross-sectional dependence …
Persistent link: https://www.econbiz.de/10008619184
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GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence
Sarafidis, Vasilis - Volkswirtschaftliche Fakultät, … - 2009
This paper considers the issue of GMM estimation of a short dynamic panel data model when the errors are correlated … for the dynamic panel GMM estimator to remain consistent. To this end, we demonstrate that cross-sectional independence … structure dependence does not. Consequently, the dynamic panel GMM estimator is consistent only in the first case. Under cross …
Persistent link: https://www.econbiz.de/10008645129