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Understanding the home market effect and the gravity equation: the role of differentiating goods
Feenstra, Robert C.; Markusen, James A.; Rose, Andrew - 1998
Persistent link: https://www.econbiz.de/10000682915
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Putting things in order : patterns of trade dynamics and growth
Feenstra, Robert C.; Rose, Andrew - 1997
Persistent link: https://www.econbiz.de/10000624016
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Does corruption throw sand into or grease the wheels of financial sector development?
Cooray, Arusha; Schneider, Friedrich - In: Public choice 177 (2018) 1/2, pp. 111-133
Persistent link: https://www.econbiz.de/10012002932
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One money, one market : the effect of common currencies on trade
Rose, Andrew - In: Thirty years of economic policy : inspiration for debate, (pp. 361-392). 2015
Persistent link: https://www.econbiz.de/10011447035
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Is trade good or bad for the environment? : Sorting out the causality
Frankel, Jeffrey A.; Rose, Andrew - 2002
Persistent link: https://www.econbiz.de/10001700744
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One money, one market : estimating the effect of common currencies on trade
Rose, Andrew (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629774
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One money, one market : the effect of common currencies on trade
Rose, Andrew - In: Economic policy : a European forum (2000), pp. 9-45
Persistent link: https://www.econbiz.de/10001471914
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Is trade good or bad for the environment? : Sorting out the causality
Frankel, Jeffrey A.; Rose, Andrew - In: The review of economics and statistics 87 (2005) 1, pp. 85-91
Persistent link: https://www.econbiz.de/10002779135
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Is trade good or bad for the environment? : Sorting out the causality
Frankel, Jeffrey A. (contributor); Rose, Andrew (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001873912
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The effects of variance breaks on homogenous panel unit root tests
Herwartz, Helmut; Siedenburg, Florian - 2009
Noting that many economic variables display occasional shifts in their second order moments, we investigate the performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case, panel unit root tests derived under time invariant...
Persistent link: https://www.econbiz.de/10003887238