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Revisiting Energy Consumption and GDP Causality : Importance of a Priori Hypothesis Testing, Disaggregated Data, and Heterogeneous Panels
Liddle, Brant - 2015
This paper disaggregates energy consumption and GDP data according to end-use to analyze a broad number of developed and developing countries grouped in panels by similar characteristics. Panel long-run causality is assessed with a relatively under-utilized approach recommend by Canning and...
Persistent link: https://www.econbiz.de/10013030525
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Remittance inflows and economic growth of Nepal : an error correction approach
Kunwar, Keshar Bahadur - In: The economic journal of Nepal : a quarterly publication … 38 (2015) 1/2, pp. 74-86
Persistent link: https://www.econbiz.de/10012023429
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Chapter 8 Growth Econometrics
Durlauf, Steven N.; Johnson, Paul A.; Temple, Jonathan R.W. - 2005
This paper provides a survey and synthesis of econometric tools that have been employed to study economic growth. While these tools range across a variety of statistical methods, they are united in the common goals of first, identifying interesting contemporaneous patterns in growth data and...
Persistent link: https://www.econbiz.de/10014023779
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Likelihood Ratio and Goodness of Fit Processes for Quantile Regression
Koenker, Roger; Machado, José A. F. - 1998
We consider several variants of a likelihood-ratio process for quantile regression designed to test composite hypotheses about the combined influence of several covariates over an entire range of conditional quantile functions. A closely related process is proposed as a goodness-of-fit criterion...
Persistent link: https://www.econbiz.de/10014068502
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Are long-run output growth rates falling?
Li, Mengheng; Mendieta-Muñoz, Ivan - 2018
-varying parameter models that incorporate both stochastic volatility and a Heckman-type two-step estimation procedure that deals with …
Persistent link: https://www.econbiz.de/10011823990
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Jointness of Growth Determinants
Doppelhofer, Gernot; Weeks, Melvyn - 2021
This paper introduces a new measure of dependence or jointness among explanatory variables. Jointness is based on the joint posterior distribution of variables over the model space, thereby taking model uncertainty into account. By looking beyond marginal measures of variable importance,...
Persistent link: https://www.econbiz.de/10013317072
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Change Detection and the Causal Impact of the Yield Curve
Hurn, Stan - 2016
Causal relationships in econometrics are typically based on the concept of predictability and are established in terms of tests for Granger causality. These causal relationships are susceptible to change, especially during times of financial turbulence, making the real-time detection of...
Persistent link: https://www.econbiz.de/10012977935
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Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect
Li, Guangjie (contributor) - 2009
parameter estimation and consistent model selection. Consistency in parameter estimation is achieved by using the tansformation … consistent estimation of the autoregressive coefficient when the wrong set of exogenous regressors are included. To estimate our …. -- dynamic panel data model with fixed effect ; incidental parameter problem ; consistency in estimation ; model selection …
Persistent link: https://www.econbiz.de/10003817214
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Immigration, Economic Growth and Unemployment in Greece : An Application of the ARDL Bounds Testing Approach to Cointegration
Tzougas, John - 2013
This study aims at investigating the nature of the causal relationship between immigration and two macroeconomic indicators, GDP per capita and unemployment, in Greece using annual data spanning the period between 1980 and 2007. Procedures are used to endogenously identify structural breaks in...
Persistent link: https://www.econbiz.de/10013078711
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2020
This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy Uncertainty (EPU) index constructed by Baker et al. (2016) in six of the biggest economies (Canada, France, Japan, US, Ireland, and Sweden) over the period from January 1985 to October 2019. In particular,...
Persistent link: https://www.econbiz.de/10012219127