panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …

panel data. We use long-term panel data from Germany and apply different regression models, based on household covariates …. Estimates based on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of … vulnerability predictions is limited even when panel data are used. In part this low accuracy is due to low poverty incidence and …

We investigate the accuracy of ex ante assessments of vulnerability to poverty using cross-sectional data and panel … data. We use long-term panel data from Germany and apply different regression models, based on household covariates and … on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of …

This paper promotes the use of panel data in nowcasting. We shift the existing focus of the literature, which has … propose a mixed-frequency panel VAR model and a bias-corrected least squares (BCLS) estimator which attenuates the bias … inherent to fixed effects dynamic panel settings. We demonstrate how existing panel model selection and combination methods can …

choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over …

of conditional information, and reviews an arbitrage pricing theory for large dimensional factor models in this framework …

forecast evaluation; provides additional Monte Carlo simulation results on GARCH model estimation and VaR prediction; extends …