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 …

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 …

performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case …, panel unit root tests derived under time invariant innovation variances lose control over actual significance levels while … hypothesis. -- Panel unit root tests ; variance breaks ; cross sectional dependence ; Fisher hypothesis …

pooled timeseries estimation on a forward-looking monetary model, resulting inparameter estimates which are in compliance … with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the …

We examine the economic and social determinants of suicide mortality in a panel of 25 OECD countries over the period …

We examine the economic and social determinants of suicide mortality in a panel of 25 OECD countries over the period …

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

forecast evaluation; provides additional Monte Carlo simulation results on GARCH model estimation and VaR prediction; extends …