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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
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Testing for unit roots in panel data using a wavelet ratio method
Li, Yushu; Shukur, Ghazi - In: Computational economics 41 (2013) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10009705033
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An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021
Recent developments in inflation and M3 velocity in the euro area have raised serious doubts about the reliability of M3 growth as a pillar of the ECB's monetary policy strategy. We develop a very flexible and comprehensive state-space framework for modeling the velocity of circulation. Our...
Persistent link: https://www.econbiz.de/10012395397
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Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
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Fiscal sustainability in EMU countries : a continued fiscal commitment?
Paniagua, Jordi; Sapena, Juan; Tamarit Escalona, Cecilio R. - In: Journal of international financial markets, … 50 (2017), pp. 85-97
Persistent link: https://www.econbiz.de/10011896262
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On PPP, unit roots and panels
Wagner, Martin - In: Empirical economics : a journal of the Institute for … 35 (2008) 2, pp. 229-249
Persistent link: https://www.econbiz.de/10003758003
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741143
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003604648
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
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On PPP, unit roots and panels
Wagner, Martin - 2005
This paper re-assesses the panel (unit root test) evidence for PPP on four monthly data sets. We discuss and illustrate … that commonly-used first generation panel unit root tests are inappropriate for PPP analysis since they are constructed for … cross-sectionally uncorrelated panels. Given that real exchange rate panel data sets are - almost by construction - highly …
Persistent link: https://www.econbiz.de/10009730396