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An Empirical Analysis of the Relationship between Income Inequality and Growth Volatility in 70 Countries for 1960-2002
Konya, Laszlo - 2008
. The cross-sectional and panel estimation results are markedly different. In the first case, there seems to be a mutual … country averages of all available annual observations, and a panel-data analysis with fixed effects based on 6-year averages …
Persistent link: https://www.econbiz.de/10012770633
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Exchange rate volatility and investment : a panel data cointegration approach
Diallo, Ibrahima Amadou - In: Expert journal of economics 3 (2015) 2, pp. 127-135
This paper examines the link between real exchange rate volatility and domestic investment by using panel data …
Persistent link: https://www.econbiz.de/10012062442
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The macroeconomic cost of climate volatility
Alessandri, Piergiorgio; Mumtaz, Haroon - 2021
We study the impact of climate volatility on economic growth exploiting data on 133 countries between 1960 and 2005. We show that the conditional (ex ante) volatility of annual temperatures increased steadily over time, rendering climate conditions less predictable across countries, with...
Persistent link: https://www.econbiz.de/10012608712
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Economic growth and the volatility of foreign aid
Chervin, Michal; Wijnbergen, Sweder van - 2009
volatility of aid on economic growth, controlling for the level of aid. A four-year panel analysis is conducted encompassing 155 …
Persistent link: https://www.econbiz.de/10011379530
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Comovements and structural factors of macroeconomic volatility in developing and transition economies : a dynamic panel data approach
Ouechtati, Ichraf; Zaouali, Amira - 2013
volatility in developing and transition economies, using dynamic panel technique. According to an analysis of variance and … financial markets. Using data for 44 countries during 1960- 2010, our GMM estimation results indicate that government …
Persistent link: https://www.econbiz.de/10009788587
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Economic Growth and the Volatility of Foreign Aid
Chervin, Michal - 2010
volatility of aid on economic growth, controlling for the level of aid. A four-year panel analysis is conducted encompassing 155 …
Persistent link: https://www.econbiz.de/10013149453
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Evaluating Growth Volatility Susceptibility within Regional Free Trade Agreements
Edwards, Jeffrey; Ginn, Vance - 2014
This paper looks at the effects on trading partners that are included and not included in a Regional Free Trade Agreement (RFTA). Using the system GMM methodology, we consider six control variables to determine whether the volatility is more pronounced in non-RFTA countries (Type 1) or countries...
Persistent link: https://www.econbiz.de/10014166019
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Threshold effects in the capital asset pricing model using panel smooth transition regression (PSTR) : evidence from net oil export and import groups
Nieh, Chien-chung; Yao, Hsueh-chu - In: Advances in management & applied economics 3 (2013) 2, pp. 179-192
In this study, we used the PSTR (panel smooth transition regression) model to investigate the nonlinear relationship … between beta (systematic risk) and returns (world market excess returns) for net oil export and net oil import groups. We set … the volatility of world market excess return as the threshold variable and the percentage changes of crude oil price and …
Persistent link: https://www.econbiz.de/10009718901
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Cross-country evidence on the relation between equity prices and the current account
Berg, Tim Oliver - 2009
the period 1980 - 2007. Based on a panel vector autoregression, I compare the effects of equity price shocks to those … fluctuations, equity prices, panel vector autoregression …
Persistent link: https://www.econbiz.de/10010384487
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Worldwide Acreage and Yield Response to International Price Change and Volatility : A Dynamic Panel Data Analysis for Wheat, Rice, Corn, and Soybeans
Haile, Mekbib; Kalkuhl, Matthias; von Braun, Joachim - 2015
This article estimates a worldwide aggregate supply response for key agricultural commodities — wheat, rice, corn, and soybeans — by employing a newly-developed multi-country, crop-calendar-specific, seasonally disaggregated model with price changes and price volatility applied accordingly....
Persistent link: https://www.econbiz.de/10014135846