This paper considers the problem of identification, estimation and inference in the case of spatial panel data models … errors. A quasi maximum likelihood (QML) estimation procedure is developed and the conditions for identification of spatial …

respect to the indicators of amortisation requirements (Amort) and RW are also significant. The estimation results when house … (IIS), which we employed as a novel estimation method for macro panels. …

We analyse a quarterly panel data set consisting of ten advanced open economies that have introduced macroprudential …, but also risk weights (RW), amortization (Amort) and, less used, countercyclical buffer (CCyB). Estimation of dynamic … panel data models, that also include the central bank rate, and controls for common nominal and real trends, gives support …