, including a generalized method of moments (GMM) and random coefficient (RC) estimation, are employed on panel data covering the … estimation period 1977:1-2003:4 using three measures of volatility. In contrast to recent studies employing panel data, we do not … find a single instance in which volatility has a negative and significant impact on trade …

in a large panel data set. The evidence shows that capital account policies are contemporaneously correlated across … correlated with the imposition of capital account restrictions. -- Capital Controls ; Strategic Interaction ; Panel Data Analysis …

developed panel cointegration techniques to a structural long-run real exchange rate equation. Using annual data for 67 …

dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …

In this paper we propose a simple extension to the panel case of the covariate-augmented Dickey Fuller (CADF) test for … with respect to other popular panel approaches. A procedure to compute the asymptotic p-values of Hansen’s CADF test is … hypothesis and the presence of a unit root in international industrial production indices. -- unit root ; panel data …

rate regimes facilitate current account adjustments. Using a FGLS estimator with fixed effects and panel corrected standard …, the author performs a dynamic panel estimation using a System GMM estimator fully developed in Blundell and Bond (1998 …

conflict and disaster. We exploit a large panel dataset that includes official development aid, and information about the … youth cohort as exogenous instrument for conflict. -- Disaster ; Conflict ; Aid Allocation ; Longitudinal Panel Methods …

panel regressions. Effects on productivity growth, capital and labor inputs as well as innovation activities are …

decreases in economic growth. A GMM panel regression is used to analyze the effects of the average yearly heat index and …