Showing 1 - 10 of 91
panel data to estimate the textbook 'expectations augmented' Phillips curve with a market-based and observable measure of …
Persistent link: https://www.econbiz.de/10012471456
panel data settings. The "synthetic control" is a weighted average of control units that balances the treated unit's pre …
Persistent link: https://www.econbiz.de/10012585369
Linear panel models, and the "event-study plots" that often accompany them, are popular tools for learning about policy …
Persistent link: https://www.econbiz.de/10012616618
Linear panel models featuring unit and time fixed effects appear in many areas of empirical economics. An active …
Persistent link: https://www.econbiz.de/10013191071
We examine the effect of uncertainty on foreign direct investment inflows for a heterogeneous sample of advanced, emerging market and developing countries over a 25 year long (pre-Covid) sample. Using a push-pull framework, and controlling for both global and local factors, we find policy...
Persistent link: https://www.econbiz.de/10012814462
The permanent income hypothesis is tested on a four-quarter panel of about two thousand Japanese households for ten …
Persistent link: https://www.econbiz.de/10012477790
distributed lag relationships based on single time-series of observations have been usually rather imprecise. The promise of panel …
Persistent link: https://www.econbiz.de/10012478174
We consider linear predictor definitions of noncausality or strict exogeneity and show that it is restrictive to assert that there exists a time-invariant latent variable c such that x is strictly exogenous conditional on c. A restriction of this sort is necessary to justify standard techniques...
Persistent link: https://www.econbiz.de/10012478195
This study presents a general methodology for fitting multiple time series models to panel data. The basic statistical … panel data, and it identifies those instances in which procedures found in the time series literature cannot be directly … applied to analyze longitudinal data. Data analysis techniques in the tine series literature are adapted for panel data …
Persistent link: https://www.econbiz.de/10012478475
panel of about 2,000 households. Our major findings are: 1. Consumption responds much more strongly to permanent than to …
Persistent link: https://www.econbiz.de/10012478631