model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range …

We look at a panel of Latin American countries from 1970 and 2016 to enquire how exchange rate pass-through has changed … that ERPT changes with the kind of shock and the monetary policy response to it. …

‘UIP puzzle' tends to disappear when panel data regressions account, for example, for risk premiums by means of two …

We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed …

finite mixture panel model and endogenous clustering to examine cross-country differences and similarities in the effects of … growth determinants. Applying this approach to an annual unbalanced panel of 59 countries in Asia, Latin and Middle America …

, using quarterly data from1995 to2020. Through the use of panel Granger causality tests and a panel SUR model, we conclude …

global suicide rates. In applying the sequential panel selection method (SPSM) to three generations of unit root testing …

presence of co-movements in a set of multiple time series. Our results justify both the use of a panel setup with homogeneous …

Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in … a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and …

We introduce the technique of band spectral panel regression (BSPR) to analyze global linkages across sectors and …