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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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Dynamic panel modeling of climate change
Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28
standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal …
Persistent link: https://www.econbiz.de/10012265695
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Corruption and economic growth : does the size of the government matter?
Afonso, António; Rodrigues, Eduardo de Sá Fortes Leitão - 2021
Corruption is often a source of contentious debate, covering different areas of knowledge, such as philosophy and sociology. In this paper we assess the effects of corruption on economic activity and highlight the relevance of the size of the government. We use dynamic models and the Generalized...
Persistent link: https://www.econbiz.de/10012504814
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Dynamic panel modeling of climate change
Phillips, Peter C. B. - 2018
Persistent link: https://www.econbiz.de/10011948750
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Do tourism, economic complexity and globalization affect economic growth? : new empirical evidence in the context of TALC theory and accounting for cross sectional dependence
Panagiotou, Thomas; Katrakilides, K. - In: Economics and Business Letters : EBL 12 (2023) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10014448406
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The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J. - 1998
residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …
Persistent link: https://www.econbiz.de/10011299983
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The effects of variance breaks on homogenous panel unit root tests
Herwartz, Helmut; Siedenburg, Florian - 2009
Noting that many economic variables display occasional shifts in their second order moments, we investigate the 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...
Persistent link: https://www.econbiz.de/10003887238
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International migration with heterogeneous agents : theory and evidence
Brücker, Herbert (contributor);  … - 2006
investigation of the cointegration relationships of German migration stocks and flows since 1967. We find that (i) panel-unit root … migration stocks and the explanatory variables are all I(1) variables, and (ii) the hypothesis of cointegration cannot be … rejected for the stock model. -- international migration ; temporary migration ; panel cointegration …
Persistent link: https://www.econbiz.de/10003376850
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International migration with heterogeneous agents : theory and evidence
Brücker, Herbert; Schröder, Philipp J. H. - 2007
-Migrationsmodellen zu bestätigen. -- International migration ; temporary migration ; panel cointegration …
Persistent link: https://www.econbiz.de/10003873385
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The Monetary Exchange Rate Model as a Long-Run Phenomenon
Groen, Jan J. - 2005
with the underlying theory. Based on a panel version of the Engle and Granger [Engle, R.F., Granger C.W.J., 1987. Co-integration … level there is cointegration between the exchange rate and the macroeconomic fundamentals of this monetary model …
Persistent link: https://www.econbiz.de/10014141544