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What do we really know about fiscal sustainability in the EU? A panel data diagnostic

Afonso, António; Rault, Christophe - 2007

cointegration analysis. Specifically, we use panel unit root tests of the first and second generation allowing in some cases for … structural breaks. We also apply modern panel cointegration techniques developed by Pedroni (1999, 2004), generalized by Banerjee …

Persistent link: https://www.econbiz.de/10011604866

Financial development and economic growth: Evidence from a panel of 16 African and non-African low-income countries

Bist, Jagadish Prasad - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-17

unit root and panel cointegration analysis in 16 selected low-income countries for the period of 20 years from 1995 to 2014 … exists a cross-sectional dependence across the countries. The Pedroni's panel cointegration analysis provides clear support …

Persistent link: https://www.econbiz.de/10011988841

What do we really know about fiscal sustainability in the EU?: a panel data diagnostic

Afonso, António; Rault, Christophe - 2008

We assess the sustainability of public finances in the EU15 using stationarity and cointegration analysis. Specifically … apply modern panel cointegration techniques developed by Pedroni (1999, 2004), generalized by Banerjee and Carrion …

Persistent link: https://www.econbiz.de/10010264310

Financial development and economic growth in selected Asian economies: A dynamic panel ARDL test

Sharma, Supran Kumar - In: Contemporary Economics 14 (2020) 2, pp. 201-218

financial development and economic growth. The results of panel cointegration analysis suggest that there is two …-way cointegration relationship from GDP to GCF and BM in short-run as well as in long-run however, the relationship is one-way, that is …

Persistent link: https://www.econbiz.de/10014544438

LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics

Solberger, Martin; Zhou, Xingwu - 2013

Persistent link: https://www.econbiz.de/10010199464

A lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification

Zhou, Xingwu; Solberger, Martin - 2013

Persistent link: https://www.econbiz.de/10010199465

The behavior of Turkish exchange rates: A panel data perspective

Adiguzel, Ugur; Sahbaz, Ahmet; Ozcan, Ceyhun Can; … - In: Economic Modelling 42 (2014) C, pp. 177-185

This paper investigates the behavior of Turkish exchange rates within the context of purchasing power parity (PPP) hypothesis by means of recent developments in the panel unit root testing procedures for ten Turkish real exchange rates during January 2002–May 2012. The unit root test which...

Persistent link: https://www.econbiz.de/10010931054

The Nature of Shocks to Turkish exchange rates: what panel approach says?

Ozcan, Ceyhun Can; Sahbaz, Ahmet; Ad, Ugur; Nazlioglu, Saban - International Institute of Social and Economic Sciences - 2014

This paper investigates the behavior of Turkish exchange rates within the context of purchasing power parity (PPP) hypothesis, -employing ten Turkish real exchange rates during January 2002-May 2012-, by means of recent developments in panel unit root testing procedures. When we account for...

Persistent link: https://www.econbiz.de/10011210373

Revisiting the Government Revenue-Expenditure Nexus: Evidence from 15 OECD Countries Based on the Panel Data Approach

Chang, Tsangyao; Chiang, Gengnan - In: Czech Journal of Economics and Finance (Finance a uver) 59 (2009) 2, pp. 165-172

This paper utilizes panel unit root, panel cointegration, and panel Granger causality test techniques to examine the …

Persistent link: https://www.econbiz.de/10005256665

Assessing the Twin Deficits Hypothesis in Selected OECD Countries: An Empirical Investigation

Nargelecekenler, Mehmet; Giray, Filiz - In: Business and Economics Research Journal 4 (2013) 4, pp. 1-1

-operation and Development (OECD) over the period 1990-2007. We use recently developed panel cointegration tests with structural …

Persistent link: https://www.econbiz.de/10010840115