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Interactions between financial markets and macroeconomic variables in EU : a nonlinear modeling approach
Albu, Lucian-Liviu; Lupu, Radu; Călin, Adrian Cantemir - 2015
There is a general acceptance of the fact that a significant direct relationship between financial markets and macroeconomic variables exists, especially by considering the assertion that developed financial markets correspond to high GDP levels. This paper provides an investigation of the...
Persistent link: https://www.econbiz.de/10011480254
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Does forecasting the oil with nonlinear models produce nonlinear forecasts?
Petre, Caraiani - 2018
Persistent link: https://www.econbiz.de/10012302299
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Asymmetric effects in the Polish monetary policy rule
Sznajderska, Anna - In: Economic modelling 36 (2014), pp. 547-556
Persistent link: https://www.econbiz.de/10010416364
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A spatial panel data version of the knowledge capital model
Bekesi, Daniel; Hammer, Christoph; Koch, Matthias; … - 2011
This paper attempts to analyze the impact of knowledge and knowledge spillovers on regional total factor productivity (TFP) in Europe. Regional patent stocks are used as a proxy for knowledge, and TFP is measured in terms of a superlative index. We follow Fischer et. al (2008) by using a...
Persistent link: https://www.econbiz.de/10011541631
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Labor productivity growth in EU28 : spatial panel analysis
Olejnik, Alicja; Olejnik, Jakub - 2015
the important structure of the age-productivity relation of Human Capital. The study is fundamentally based on the theory … of Fingleton's model which analyses the spatial process of productivity growth on the on the foundations of the theory of … spatial panel model with fixed effects. The model presented provides evidence of the importance of increasing returns to scale …
Persistent link: https://www.econbiz.de/10011479474
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Testing Tobler's law in spatial panels : a test for spatial dependence robust against common factors
Millo, Giovanni - 2010
of it being able to tell the presence of spatial-type dependence in the errors of a typical spatial panel irrespective of …
Persistent link: https://www.econbiz.de/10011575881
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Heterogeneity in regional consumption due to current income shocks : testing the permanent income hypothesis for German panel data
Mitze, Timo - 2010 - First incomplete version: February 2010
of a dynamic panel data model for German states between 1970 and 2006. Our preferred specification relates changes in …-run perspective in a co-integration model. Here we specify a Panel-ECM and look at its short run adjustment to judge about the share … earlier literature. Since we employ different estimators including (pooled) mean group estimation, we are also able to check …
Persistent link: https://www.econbiz.de/10011575929
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Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies
Hunter, John; Wu, Feng - In: Economic modelling 36 (2014), pp. 557-565
Persistent link: https://www.econbiz.de/10010416359
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The social face of renewables: econometric analysis of the relationship between renewables and employment
Proença, Sara; Fortes, Patricia - In: Energy reports 6 (2020) 1, pp. 581-586
between renewable energy deployment and job creation, by employing econometric methods from panel data analysis. The research …
Persistent link: https://www.econbiz.de/10012177392
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A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe
Fischer, Manfred M.; Lesage, James P. - 2013
-time dynamic panel relationship between growth rates and initial levels of income as well as endowments of physical, knowledge and … step uses the club assignments in a dynamic space-time panel data model to assess long-run dynamic direct and spillover …
Persistent link: https://www.econbiz.de/10011685263