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3-Step analysis of public finances sustainability : the case of the European Union
Afonso, António (contributor);  … - 2008
We use a 3-step analysis to assess the sustainability of public finances in the EU27. Firstly, we perform the SURADF specific panel unit root test to investigate the mean-reverting behaviour of general government expenditures and revenues ratios. Secondly, we apply the bootstrap panel...
Persistent link: https://www.econbiz.de/10003751092
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3-step analysis of public finances sustainability : the case of the European Union
Afonso, António (contributor);  … - 2008
We use a 3-step analysis to assess the sustainability of public finances in the EU27. Firstly, we perform the SURADF specific panel unit root test to investigate the meanreverting behaviour of general government expenditure and revenue ratios. Secondly, we apply the bootstrap panel cointegration...
Persistent link: https://www.econbiz.de/10003782655
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A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
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How do economic, political, and institutional factors influence the choice of exchange rate regimes? : new evidence from selected MENA countries
Maraoui, Najia; Hadj Amor, Thouraya; Khefacha, Islem; … - 2021
Persistent link: https://www.econbiz.de/10012661079
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Panel data measures of price discovery
Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Econometric reviews 41 (2022) 3, pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
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Multi-step analysis of public finances sustainability
Afonso, António; Rault, Christophe - In: Economic modelling 48 (2015), pp. 199-209
Persistent link: https://www.econbiz.de/10011453706
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3-step analysis of public finances sustainability : the case of the European Union
Afonso, António; Rault, Christophe - 2008
Persistent link: https://www.econbiz.de/10010376812
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3-Step Analysis of Public Finances Sustainability : The Case of the European Union
Afonso, António - 2008
We use a 3-step analysis to assess the sustainability of public finances in the EU27. Firstly, we perform the SURADF specific panel unit root test to investigate the mean-reverting behaviour of general government expenditures and revenues ratios. Secondly, we apply the bootstrap panel...
Persistent link: https://www.econbiz.de/10012770443
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3-Step Analysis of Public Finances Sustainability : The Case of the European Union
Afonso, António; Rault, Christophe - 2021
We use a 3-step analysis to assess the sustainability of public finances in the EU27. Firstly, we perform the SURADF specific panel unit root test to investigate the meanreverting behaviour of general government expenditure and revenue ratios. Secondly, we apply the bootstrap panel cointegration...
Persistent link: https://www.econbiz.de/10013316526
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Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011538541