Similar Search Results

Financial Deepening vs Unemployment. A Panel Data Analysis for EU

Georgiou, Miltiades N. - 2013

. Data are taken from Eurostat. The elaboration of these panel data is made feasible by means of the Eviews6 software package …

Persistent link: https://www.econbiz.de/10013073374

Financial Deepening and Unemployment

Georgiou, Miltiades N. - 2009

In this paper is shown that financial deepening is good for job creation up to a critical point, beyond which unemployment starts rising. The reason can be the heavy debt the private sector is bearing, so that business sector becomes unable to pay off debts, and thus companies go bankrupt...

Persistent link: https://www.econbiz.de/10013156070

Should Managers Estimate Cost of Equity Using a Two-Factor International CAPM?

Dolde, Walter - 2012

For a large sample of U.S. companies, we compare the cost of equity estimates of a two-factor international CAPM with those of the single-factor domestic CAPM and the single-factor global CAPM. Our purpose is to assess how much difference it makes for U.S. firms to use the two-factor ICAPM...

Persistent link: https://www.econbiz.de/10013115952

The effects of globalization on firm's stock in the selected Asian countries

Haghi, Sepideh; Mostafavi, Sayed Mahdi; Behname, Mehdi - In: Atlantic review of economics : AROE 1 (2015), pp. 1-13

the stock market by using panel data in selected countries in Asia (Iran, Saudi Arabia, India, China, Singapore, Malaysia …

Persistent link: https://www.econbiz.de/10011307944

The monetary exchange rate model as a long-run phenomenon

Groen, Jan J. J. - 1998

pooled timeseries estimation on a forward-looking monetary model, resulting inparameter estimates which are in compliance … with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the … residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …

Persistent link: https://www.econbiz.de/10011299983

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal … massive bias in system GMM estimation of the dynamic panel regression parameters, which arise from fixed effect heterogeneity … estimation is recommended for practical implementation of dynamic panel regression with highly disaggregated climate data …

Persistent link: https://www.econbiz.de/10012265695