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Essays in applied panel data econometrics
Kremer, Stephanie - 2011
Persistent link: https://www.econbiz.de/10009503994
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Stock markets, banks and long run economics growth : a panel cointegration-based analysis
Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013
and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
Persistent link: https://www.econbiz.de/10010223077
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Stock markets, banks and long run economic growth : a panel cointegration-based analysis
Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - In: De economist : Netherlands economic review ; quarterly … 162 (2014) 1, pp. 19-40
Persistent link: https://www.econbiz.de/10010393608
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ICT adoption and stock market development in Africa : an application of the panel ARDL bounds testing procedure
Igwilo, Jerry Ikechukwu; Sibindi, Athenia Bongani - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-15
the causal relationship between ICT adoption and stock market development in Africa. The study examined a panel of 11 … African stock exchanges for the period 2008-2017 and employed the panel ARDL bounds testing procedure to test for … development nexus by employing a panel study. Hitherto, studies were mainly country-specific in nature. The findings of the …
Persistent link: https://www.econbiz.de/10012799415
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Information communications technology penetration and stock markets : growth nexus : from cross country panel evidence
Pradhan, Rudra Prakash; Mallik, Girijasankar; Bagchi, … - In: International journal of services technology and management 24 (2018) 4, pp. 307-337
Persistent link: https://www.econbiz.de/10011925551
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10009745589
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Time Variation in Macro-Financial Linkages
Prieto, Esteban - 2016
We analyze the contribution of credit spread, house and stock price shocks to GDP growth in the US based on a Bayesian VAR with time-varying parameters estimated over 1958-2012. Our main findings are: (i) The contribution of financial shocks to GDP growth fluctuates from about 20 percent in...
Persistent link: https://www.econbiz.de/10012988788
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013
We analyze the contribution of credit spread, house and stock price shocks to GDP growth in the US based on a Bayesian VAR with time-varying parameters estimated over 1958-2012. Our main findings are: (i) The contribution of financial shocks to GDP growth fluctuates from about 20 percent in...
Persistent link: https://www.econbiz.de/10009739598
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454
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Dividend growth and equity premium predictability
Zhu, Min; Chen, Rui; Du, Ke; Wang, You-Gan - In: International review of economics & finance : IREF 56 (2018), pp. 125-137
Persistent link: https://www.econbiz.de/10012033679