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escalations of violence. "Best case" scenarios with panel data fall short of workable early-warning systems …
Persistent link: https://www.econbiz.de/10012479929
We use a dynamic panel Tobit model with heteroskedasticity to generate point, set, and density forecasts for a large … and residential real estate loans, comparing various versions of the panel Tobit model …
Persistent link: https://www.econbiz.de/10012480513
panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients under … Carlo study. In an empirical application we use the predictor to forecast revenues for a large panel of bank holding …
Persistent link: https://www.econbiz.de/10012480753
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