Similar Search Results

A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model

Agiwal, Varun; Kumar, Jitendra; Shangodoyin, Dahud Kehinde - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 133-149

paper discusses a panel autoregressive model with multiple breaks present in all parameters, i.e. in the autoregressive …

Persistent link: https://www.econbiz.de/10012655765

Decomposing supply shocks in the US electricity industry : evidence from a time-varying Bayesian panel vector autoregression model

Apergēs, Nikolaos; Polemis, Michael - In: The journal of energy markets 13 (2020) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10012662202

A simple wavelet-based test for serial correlation in panel data models

Li, Yushu; Andersson, Fredrik N. G. - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2351-2363

Persistent link: https://www.econbiz.de/10012585570

Bank lending in Switzerland : driven by business models and exposed to uncertainty

Beutler, Toni; Gubler, Matthias; Hauri, Simona; … - In: International review of financial analysis 78 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013255872

Panel cointegration, quantile regressions, asymmetric adjustments and crises : the case of EU current accounts

Coleman, Simeon; Cuestas, Juan Carlos - In: Economic systems 45 (2021) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10013272977

Markov switching panel with endogenous synchronization effects

Agudze, Komla M.; Billio, Monica; Casarin, Roberto; … - 2021

Persistent link: https://www.econbiz.de/10013179346

Nonlinear panel data analysis

Arellano, Manuel; Bonhomme, Stéphane - In: Annual review of economics 3 (2011), pp. 395-424

Persistent link: https://www.econbiz.de/10009354881

Variable selection in panel models with breaks

Smith, Simon C.; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 212 (2019) 1, pp. 323-344

Persistent link: https://www.econbiz.de/10012303949

Bank lending in Switzerland: capturing crosssectional heterogeneity and asymmetry over time

Beutler, Toni; Gubler, Matthias; Hauri, Simona; … - 2020

We study the bank lending channel in Switzerland over three decades using unbalanced quarterly bank-individual data spanning 1987 to 2016. In contrast to the usual empirical approach, we take an agnostic stance on which bank characteristic drives the heterogenous lending response to interest...

Persistent link: https://www.econbiz.de/10012264674

Bank lending in Switzerland : capturing cross-sectional heterogeneity and asymmetry over time

Beutler, Toni; Gubler, Matthias; Hauri, Simona; … - 2020

Persistent link: https://www.econbiz.de/10012301650