theoretical literature, and analyses the contagious nature of currency crises empirically. Using 30 years of panel data from 20 …

We analyse banking crises using a panel of macroeconomic and financial data for more than 100 developing countries from …

Panel Smooth Transition Regressions(PSTR). The following findings are established. First, the nexus between economic growth …

maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … group-p, the panel-t, the group-t statistics of Pedroni (1999) and the standardized LR-bar statistic of Larsson er al. (2001 …) are considered. The simulation results indicate that the panel-t and standardized LR-bar statistic have the best size and …

We use dynamic panel analysis to examine whether credit rating agencies achieve what they claim to achieve, namely …

on panel data, the paper analyses the link of corporate sustainability performance with sustainability innovation and the … effect of being a family firm using panel estimation techniques. The paper discusses the results of the analysis, which point …

The purpose of this paper is to propose a new likelihood-based panel cointegration test in the presence of a linear … & Lütkepohl (2000) for trend-adjusted data to the panel data framework, and is called the panel SL test. The idea is first to take …

instability of euro area money demand. Our results obtained from panel estimation indicate that the observed instability of …

We introduce a dynamic panel threshold model to shed new light on the impact of inflation on long-term economic growth …. The empirical analysis is based on a large panel-data set including 124 countries during the period from 1950 to 2004. For …