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 …

This paper investigates the impact of stock markets and banks on economic growth using a panel data set for the period …

"iron-law" rate of 2%. In the post-1960s panel, estimation without country fixed effects supports the modernization …In an 80-country panel since the 1960s, the convergence rate for per capita GDP is around 1.7% per year. This "beta … frame-34 countries with GDP data starting between 1870 and 1896-estimation with country fixed effects is more appropriate …

panel data to estimate the textbook 'expectations augmented' Phillips curve with a market-based and observable measure of … inflation expectations. We develop this measure using assumptions common in economic analysis of open economies. Using quarterly …

We estimate a multi-country multi-sector New Keynesian model to quantify the drivers of domestic inflation during 2020 …-2023 in several countries, including the United States. The model matches observed inflation together with sector-level prices … and wages. We further measure the relative importance of different types of shocks on inflation across countries over time …

The permanent income hypothesis is tested on a four-quarter panel of about two thousand Japanese households for ten …

distributed lag relationships based on single time-series of observations have been usually rather imprecise. The promise of panel … which are, at least in part, testable, and outline appropriate estimation techniques. The first places reasonable …

panel of about 2,000 households. Our major findings are: 1. Consumption responds much more strongly to permanent than to …

addressed much more directly given the recent availability of panel data featuring repeated observation over extended periods of …