Showing 1 - 10 of 13,755
Kuznets curve has a different shape. This paper is a comment on the work of Glaeser (2005). Panel data are elaborated by means …
Persistent link: https://www.econbiz.de/10013148041
This paper reviews the empirical relationships between credit growth, economic recovery, and bank profitability in Europe after the global financial crisis (GFC). We find that the post-GFC recoveries in Europe have been weaker than previous recoveries, with the 'double-dip' recessions in 2011-12...
Persistent link: https://www.econbiz.de/10012929951
elaboration of these panel data is made feasible by means of the Eviews software package …
Persistent link: https://www.econbiz.de/10013029257
a panel of 28 European economies during the 1995-2018 period. The hypothesis is verified using Pesaran (2007) panel unit … root and Westerlund (2007) cointegration tests that account for cross-sectional dependence in the series, and three panel …
Persistent link: https://www.econbiz.de/10014310932
-time dynamic panel relationship between growth rates and initial levels of income as well as endowments of physical, knowledge and … step uses the club assignments in a dynamic space-time panel data model to assess long-run dynamic direct and spillover …
Persistent link: https://www.econbiz.de/10011685263
step involves identifying the number and composition of clubs using a space-time panel data model for annual income growth … rates in conjunction with Bayesian model comparison methods. A second step uses a Bayesian space-time panel data model to …
Persistent link: https://www.econbiz.de/10011518150
market characteristics. We use a Panel Error Correction Model to assess the direction and persistence of the impact of …
Persistent link: https://www.econbiz.de/10012162043
This paper analyses the patterns of market selection in manufacturing industries of France, Germany, UK, and USA. We first disentangle the contribution to industry-level productivity growth of within-firm productivity changes and between-firm reallocation of shares. The evidence corroborates the...
Persistent link: https://www.econbiz.de/10013314629
Correlations are the main drivers for credit portfolio risk and constitute a Major element in pricing credit … derivatives such as synthetic single-tranche collateralized debt obligation swaps. This paper suggests a dynamic panel regression …
Persistent link: https://www.econbiz.de/10013034784
This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of … banks from 26 countries over the period 2005–2015, we examine the nature of the relationship between bank risk, bank … characteristics, regulatory, institutional and macroeconomic variables. We use a dynamic panel data modeling structure to capture the …
Persistent link: https://www.econbiz.de/10011877555