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Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration

Yang, Kai; Lee, Lung-fei - In: Journal of econometrics 221 (2021) 2, pp. 337-367

Persistent link: https://www.econbiz.de/10012618869

GVAR: a case of spurious cross-sectional cointegration

Kłębowski, Piotr - In: Central European journal of economic modelling and … 13 (2021) 2, pp. 175-187

Persistent link: https://www.econbiz.de/10012619985

The dynamic linkages between current account deficit and budget balance deficit in the South Asian region

Rajakaruna, Iwanthika; Suardi, Sandy - In: Journal of Asian economics 77 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013276077

How the exchange rate regime affects adjustment to large oil price swings in oil exporting countries

Almozaini, Majed S. - In: Global economy journal : GEJ 21 (2021) 3, pp. 2150015-1-2150015-45

Persistent link: https://www.econbiz.de/10013174926

The Econometric analysis of non-stationary spatial panel data

Beenstock, Michael; Felzenshtain, Daniyel - 2019

-- 6 Spatial Vector Autoregressions -- 7 Unit Root and Cointegration Tests for Spatially Dependent Panel Data -- 8 … Cointegration in Non-Stationary Panel Data -- 9 Spatial Vector Error Correction -- 10 Strong and Weak Cross-Section Dependence in … spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests …

Persistent link: https://www.econbiz.de/10012398573

Regime dependent causality relationship between energy consumption and GDP growth : evidence from OECD countries

Emirmahmutoglu, Furkan; Denaux, Zulal; Omay, Tolga; … - In: Applied economics 53 (2021) 19, pp. 2230-2241

Persistent link: https://www.econbiz.de/10012501154

Does Energy Efficiency Promote Economic Growth? : Evidence from a Multi-Country and Multi-Sector Panel Data Set

Rajbhandari, Ashish - 2017

This paper examines the causal relationship between energy efficiency and economic growth based on panel data for 56 … high- and middle-income countries from 1978 to 2012. Using a panel vector autoregression approach, the study finds evidence …

Persistent link: https://www.econbiz.de/10012246038

Dynamic interactions between stock markets and the real economy : evidence from emerging markets

Laopodis, Nikiforos; Papastamou, Andreas - In: International journal of emerging markets 11 (2016) 4, pp. 715-746

Persistent link: https://www.econbiz.de/10011588284

Integrating the neighbors : a dynamic panel analysis of the EU-ENP countries' trade relations

Anagnostou, Ageliki; Kallioras, Dimitris; Petrakos, Giōrgos - In: Comparative economic studies 58 (2016) 1, pp. 17-42

Persistent link: https://www.econbiz.de/10011665217

Structural and cyclical determinants of bank interest-rate pass-through in the Eurozone

Leroy, Aurélien; Lucotte, Yannick - In: Comparative economic studies 58 (2016) 2, pp. 196-225

Persistent link: https://www.econbiz.de/10011665257