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dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10009487899
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10009162091
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10014042997
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10013092691
This paper examines whether, in addition to standard unit root and cointegration tests, panel approaches also produce … disappears, and strong empirical support is found for PPP. It appears therefore that recent advances in panel data econometrics …
Persistent link: https://www.econbiz.de/10003394591
This paper analyses the relationship between CPI and real GDP in both the US and the UK using fractional integration and long-range dependence techniques. All series appear to be highly trended and to exhibit high degrees of integration and persistence, especially in the case of CPI. Since the...
Persistent link: https://www.econbiz.de/10012494781
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10010277380
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10010286310
the period from 2000 to 2021 using dynamic panel data models. The estimation results provide evidence of significant …
Persistent link: https://www.econbiz.de/10014314278
and panel methods; moreover, it tests for both long- and short-run causality. In brief, the findings highlight significant … confirmed by the panel causality tests, although in this case short-run causality in countries without Islamic banks is also …
Persistent link: https://www.econbiz.de/10011411703