Narrow search
Showing 1 - 10 of 9,821
Cover Image
Does inflation harm corporate investment? Empirical evidence from OECD countries
Ciżkowicz, Piotr; Rzońca, Andrzej - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-16, pp. 1-38
Theoretical models point at various channels of the impact of inflation on corporate investment. This article attempts to answer the question what the direction and strength of this possible impact is, examining the relationship between corporate investment and inflation on the sample of 21 OECD...
Persistent link: https://www.econbiz.de/10010312014
Cover Image
The role of asset markets for private consumption: evidence from paneleconometric models
Dreger, Christian; Reimers, Hans-Eggert - 2009
wealth approximated by price indices for a panel of industrialized countries. Consumption, income and wealth are cointegrated …
Persistent link: https://www.econbiz.de/10010271108
Cover Image
The performance of panel cointegration methods: Results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - 2007
This paper presents results concerning the performance of both single equation and system panel cointegration tests and … cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic …
Persistent link: https://www.econbiz.de/10010293988
Cover Image
The spatial random effects and the spatial fixed effects model: The Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
This paper studies the spatial random effects and spatial fixed effects model. The model includes a Cliff and Ord type spatial lag of the dependent variable as well as a spatially lagged one-way error component structure, accounting for both heterogeneity and spatial correlation across units. We...
Persistent link: https://www.econbiz.de/10010294030
Cover Image
Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava; Wagner, Martin - 2009
for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and …
Persistent link: https://www.econbiz.de/10010294038
Cover Image
The New Keynesian Phillips Curve Tested on OECD Panel Data
Bjørnstad, Roger; Nymoen, Ragnar - In: Economics: The Open-Access, Open-Assessment E-Journal 2 (2008) 2008-23, pp. 1-18
Using a panel data set for OECD countries we replicate the typical features of the New Keynesian Phillips curve models … (NPCs) that have been estimated on country data. While this corroborates the NPC also on the macro panel data set, a …
Persistent link: https://www.econbiz.de/10010295320
Cover Image
A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …
Persistent link: https://www.econbiz.de/10010295751
Cover Image
Panel estimation of state dependent adjustment when the target is unobserved
von Kalckreuth, Ulf - 2008
models in a panel data context with partially unobserved targets and endogenous, time-varying persistence. In this setup, the …
Persistent link: https://www.econbiz.de/10010295881
Cover Image
Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
Lechner, Michael; Laisney, François - 2002
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …
Persistent link: https://www.econbiz.de/10010297847
Cover Image
A bayesian approach to model-based clustering for panel probit models
Aßmann, Christian; Boysen-Hogrefe, Jens - 2009
latent heterogeneity for panel probit models. Within a Bayesian framework an estimation algorithm dealing with the inherent …
Persistent link: https://www.econbiz.de/10010298828