This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations of
Ronald Patrick Smith

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Chapters | Access and download statistics

Working papers

  1. Dees, Stephane & Pesaran, Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:

    Cited by:

    1. Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:

  2. Ron Smith & Gylfi Zoega, 2007. "Global Factors, Unemployment Adjustment and the Natural Rate," Kiel Working Papers 1367, Kiel Institute for the World Economy. [Downloadable!]

    Cited by:

    1. Marika Karanassou & Hector Sala & Dennis Snower, 2008. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Kiel Working Papers 1441, Kiel Institute for the World Economy. [Downloadable!]

  3. M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling with a Global Perspective," IEPR Working Papers 06.43, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    2. M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2007. "What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 55-87. [Downloadable!]
    3. Assenmacher-Wesche, K. & Pesaran, M.H., 2008. "A VECX* Model of the Swiss Economy," Cambridge Working Papers in Economics 0809, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    4. Ron Smith & Gylfi Zoega, 2007. "Global Factors, Unemployment Adjustment and the Natural Rate," Kiel Working Papers 1367, Kiel Institute for the World Economy. [Downloadable!]
    5. Chudik , A. & Pesaran, M.H., 2007. "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:

  4. Paul Dunne & Maria del Carmen Garcia-Alonso & Paul Levine & Ron Smith, 2005. "Military Procurement, Industry Structure and Regional Conflict," Studies in Economics 0502, Department of Economics, University of Kent. [Downloadable!]

    Cited by:

    1. Javier Coto-Martinez & Maria del Carmen Garcia-Alonso & Paul Levine, 2005. "Taste for Variety and Optimum Product Diversity in an Open Economy," Studies in Economics 0508, Department of Economics, University of Kent. [Downloadable!]

  5. Paul Anand & Graham Hunter & Ron Smith, 2004. "Capabilities and Wellbeing: Evidence Based on the Sen-Nussbaum Approach to Welfare," Open Discussion Papers in Economics 47, The Open University, Faculty of Social Sciences, Department of Economics.

    Cited by:

    1. Wiebke Kuklys & Ingrid Robeyns, 2004. "Sens's Capability Approach to Welfare Economics," Discussion Papers on Strategic Interaction 2004-03, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
    2. Julia Johannsen & Manfred Zeller & Stephan Klasen, 2007. "The capability dilemma in operational poverty assessment," Ibero America Institute for Econ. Research (IAI) Discussion Papers 159, Ibero-America Institute for Economic Research. [Downloadable!]
    3. Kuklys, W. & Robeyns, I., 2004. "Sen’s Capability Approach to Welfare Economics," Cambridge Working Papers in Economics 0415, Faculty of Economics, University of Cambridge. [Downloadable!]

  6. M Pesaran & Yongcheol Shin & Ron P Smith, 2004. "Pooled mean group estimation of dynamic heterogeneous panels," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

    Cited by:

    1. Michael McMahon & Gabriel Sterne & Jamie Thompson, . "The role of ICT in the global investment cycle," Bank of England working papers 257, Bank of England. [Downloadable!]
    2. Balázs Egert & Kirsten Lommatzsch & Amina Lahrèche-Révil, 2007. "Real Exchange Rates in Small Open OECD and Transition Economies: Comparing Apples with Oranges?," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    3. Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2003. "The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance," Vienna Economics Papers 0313, University of Vienna, Department of Economics. [Downloadable!]
    4. Nickell, Stephen & Redding, Stephen J & Swaffield, Joanna K, 2001. "Educational Attainment, Labour Market Institutions and the Structure of Production," CEPR Discussion Papers 3068, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    5. Kausik Chaudhuri, 2000. "Is Devaluation working? Evidence from India in phase of Economic Liberalization," Working Papers 2000-1, University of Sydney, Department of Economics. [Downloadable!]
    6. Luca Dedola & Eugenio Gaiotti & Luca Silipo, 2001. "Money demand in the euro area: do national differences matter?," Temi di discussione (Economic working papers) 405, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:
    7. Roger Perman & David I. Stern, 1999. "The Environmental Kuznets Curve: Implications of Non-Stationarity," Working Papers in Ecological Economics 9901, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program. [Downloadable!]
    8. Jan J.J. Groen & Frank R. Kleibergen, 1999. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers 99-055/4, Tinbergen Institute. [Downloadable!]
      Other versions:
    9. Gabor Vadas & Gergely Kiss, 2005. "The Role of the Housing Market in Monetary Transmission," Macroeconomics 0512010, EconWPA. [Downloadable!]
      Other versions:
    10. Paul Butzen & Catherine Fuss & Philip Vermeulen, 2001. "The interest rate and credit channels in Belgium: an investigation with micro-level firm data," Research series 2001-12, National Bank of Belgium. [Downloadable!]
      Other versions:
    11. Florian Pelgrin & Sebastian Schich, 2002. "Panel Cointegration Analysis of the Finance-Investment Link in OECD Countries," Documents de Travail de l'OFCE 2002-02, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    12. BARHOUMI Karim, 2005. "Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Empirical Investigation," Economics Bulletin, Economics Bulletin, vol. 3(26), pages 1-14. [Downloadable!]
    13. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    14. Bogetic, Zeljko & Fedderke, Johannes W., 2006. "Forecasting investment needs in South Africa's electricity and telecommunications sectors," Policy Research Working Paper Series 3829, The World Bank. [Downloadable!]
    15. Yongcheol Shin & Andy Snell, 2004. "Mean Group Tests for Stationarity in Heterogenous Panels," ESE Discussion Papers 107, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
      Other versions:
    16. Stephen Redding & Mercedes Vera-Martin, 2001. "Factor Endowments and Production in European Regions," CEP Discussion Papers 0501, Centre for Economic Performance, LSE. [Downloadable!]
      Other versions:
    17. Mechthild Schrooten, 2005. "Bringing Home the Money - What Determines Worker's Remittances to Transition Countries?," Discussion Paper Series a466, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    18. Loayza, Norman & Ranciere, Romain, 2002. "Financial Development, Financial Fragility, and Growth," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    19. Jörg Breitung, 2002. "A parametric approach to the estimation of cointegration vectors in panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-4, International Conferences on Panel Data. [Downloadable!]
    20. Kapteyn, A. & Kalwij, A. & Zaidi, A., 2000. "The myth of worksharing," Discussion Paper 23, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    21. Mechthild Schrooten & Sabine Stephan, 2004. "Does Macroeconomic Policy Affect Private Savings in Europe? : Evidence from a Dynamic Panel Data Model," Discussion Papers of DIW Berlin 431, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    22. Inmaculada Martínez-Zarzoso & Aurelia Bengochea-Morancho, 2003. "Testing for an environmental Kuznets curve in Latin-American countries," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 18(1), pages 3-26, June. [Downloadable!]
    23. Matthew Rafferty & Mark Funk, 2004. "Demand shocks and firm-financed R&D expenditures," Applied Economics, Taylor and Francis Journals, vol. 36(14), pages 1529-1536, August. [Downloadable!] (restricted)
    24. John Muellbauer, 2000. "Earnings, Unemployment, and Housing: Evidence from a Panel of British Regions," Econometric Society World Congress 2000 Contributed Papers 1608, Econometric Society. [Downloadable!]
      Other versions:
    25. Mechthild Schrooten & Sabine Stephan, 2003. "Private Savings in Eastern European EU-Accession Countries : Evidence from a Dynamic Panel Data Model," Discussion Papers of DIW Berlin 372, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    26. Mechthild Schrooten, 2006. "Workers' Remittances to Former Soviet States," Discussion Paper Series a476, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    27. Vollebergh, Herman R.J. & Dijkgraag, Elbert & Melenberg, Bertrand, 2005. "Environmental Kuznets curves for CO2 : heterogeneity versus homogeneity," Discussion Paper 25, Tilburg University, Center for Economic Research. [Downloadable!]
    28. Ruth, Karsten, 2004. "Interest rate reaction functions for the euro area Evidence from panel data analysis," Discussion Paper Series 1: Economic Studies 2004,33, Deutsche Bundesbank, Research Centre. [Downloadable!]
    29. Ulrich Kaiser & Hans Christian Kongsted, 2005. "Do Magazines' "Companion Websites" Cannibalize the Demand for the Print Version?," CAM Working Papers 2005-07, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
      Other versions:
    30. Joseph P. Byrne & E. Philip Davis, 2003. "Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries," Economics and Finance Discussion Papers 03-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
      Other versions:
    31. G. Bresson & J.L. Madre & A. Pirotte, 2004. "Is urban sprawl stimulated by economic growth ? A hierarchical Bayes estimation on the largest metropolitan areas in France," Working Papers ERMES 0404, ERMES, University Paris 2. [Downloadable!]
    32. Robert-Paul Berben & Teunis Brosens, 2005. "The Impact of Government Debt on Private Consumption in OECD Countries," DNB Working Papers 045, Netherlands Central Bank, Research Department. [Downloadable!]
    33. Roberto Golinelli & Sergio Pastorello, 2002. "Modelling the demand for M3 in the Euro area," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 371-401, December. [Downloadable!] (restricted)
    34. Jose Eduardo de A. Ferreira, 2006. "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics 0603, Department of Economics, University of Kent. [Downloadable!]
    35. Gour Gobinda Goswami & Sadaquat Junayed, 2006. "Pooled Mean Group Estimation of the Bilateral Trade Balance Equation: USA vis-à-vis her Trading Partners," International Review of Applied Economics, Taylor and Francis Journals, vol. 20(4), pages 515-526, September. [Downloadable!] (restricted)
    36. Ville Kaitila, 2005. "Integration and Conditional Convergence in the Enlarged EU Area," Economics Working Papers 031, European Network of Economic Policy Research Institutes. [Downloadable!]
      Other versions:
    37. Franz R. Hahn, 2004. "Long-run homogeneity of labour demand. Panel evidence from OECD countries," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1199-1203, June. [Downloadable!] (restricted)
      Other versions:
    38. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2003. "Do capital flows respond to risk and return?," Policy Research Working Paper Series 3059, The World Bank. [Downloadable!]
    39. Anders Sorensen & Hans Christian Kongsted & Mats Marcusson, 2003. "R&D, Public Innovation Policy, And Productivity: The Case Of Danish Manufacturing," Economics of Innovation and New Technology, Taylor and Francis Journals, vol. 12(2), pages 163-178, January. [Downloadable!] (restricted)
    40. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2000. "External sustainability : a stock equilibrium perspective," Policy Research Working Paper Series 2281, The World Bank. [Downloadable!]
    41. barhoumi karim, 2005. "Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon?," Economics Bulletin, Economics Bulletin, vol. 6(14), pages 1-12. [Downloadable!]
    42. Zeljko Bogetic & Johannes Fedderke, 2005. "Infrastructure and Growth in South Africa: Benchmarking, Productivity and Investment Needs, paper presented at Economic Society of South Africa (ESSA) Conference, Durban, 9/7-9/2005," Public Economics 0510006, EconWPA. [Downloadable!]
    43. Gavin Cameron & Kang Yong Tan & Prasanna Gai, 2006. "Sovereign Risk in the Classical Gold Standard Era," Economics Series Working Papers 258, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:
    44. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74. [Downloadable!]
      Other versions:
    45. Florian Pelgrin & Sebastian Schich, 2004. "National Saving-Investment Dynamics and International Capital Mobility," Working Papers 04-14, Bank of Canada. [Downloadable!]
    46. Antonia López Villavicencio, 2006. "Real equilibrium exchange rates. A panel data approach for advanced and emerging economies," Working Papers wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona. [Downloadable!]
    47. Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, EconWPA. [Downloadable!]
      Other versions:
    48. Balázs Égert & Peter Backé & Tina Zumer, 2006. "Credit growth in Central and Eastern Europe - new (over)shooting stars?," Working Paper Series 687, European Central Bank. [Downloadable!]
    49. Gavin Cameron, 2000. "The Sun Also Rises: Productivity Convergence Between Japan and the USA," Economics Series Working Papers 045, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:
    50. Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald McDonald, 2004. "The monetary approach to exchange rates in the CEECs," Macroeconomics 0401013, EconWPA. [Downloadable!]
      Other versions:
    51. Norman Gemmell & Richard Kneller, 2003. "Fiscal Policy, Growth and Convergence in Europe," Treasury Working Paper Series 03/14, New Zealand Treasury. [Downloadable!]
      Other versions:
    52. Gavin Cameron & John Muellbauer, 2001. "Earnings, unemployment, and housing in Britain," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 203-220. [Downloadable!]
    53. Monastiriotis, Vassilis, 2000. "City Size And Production Diversity: Patterns Of Specialisation And Diversity In The Us Cities, 1969-1997," ERSA conference papers ersa00p230, European Regional Science Association. [Downloadable!]
    54. Edith Madsen, 2003. "Testing for unit roots in panels by using a mixture model," CAM Working Papers 2003-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    55. Gianluigi Ferrucci, . "Empirical determinants of emerging market economies' sovereign bond spreads," Bank of England working papers 205, Bank of England. [Downloadable!]
    56. Bwo-Nung Huang & Chin-wei Yang & Ming-jeng Hwang, 2004. "New Evidence on Demand for Cigarettes: A Panel Data Approach," The International Journal of Applied Economics, Department of General Business, Southeastern Louisiana University, vol. 1(1), pages 81-97, September. [Downloadable!]
    57. Ludwig, Alexander & Sløk, Torsten, 2004. "The relationship between stock prices, house prices and consumption in OECD," Sonderforschungsbereich 504 Publications 04-12, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    58. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis. [Downloadable!]
    59. César Calderón & Luis Servén, 2002. "The Output Cost of Latin America’s Infrastructure Gap," Working Papers Central Bank of Chile 186, Central Bank of Chile. [Downloadable!]
    60. Desirée Van Welsum, 2004. "In Search of ‘Offshoring’: Evidence from U.S. Imports of Services," Birkbeck Working Papers in Economics and Finance 0402, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    61. Mabel Cabezas B. & Jorge Selaive C. & Gonzalo Becerra M., 2004. "Determinants of Non-Mining Exports: A Regional Perspective," Working Papers Central Bank of Chile 296, Central Bank of Chile. [Downloadable!]
    62. Peter Rowland & José Luis Torres, . "Determinants of Spread and Creditworthiness for Emerging Market Sovereign Debt:A Panel Data Study," Borradores de Economia 295, Banco de la Republica de Colombia. [Downloadable!]
      Other versions:
    63. G. Bresson & K. Logossah, 2003. "Hétérogénéité de l'offre et de la demande touristiques des communes de la Martinique : une estimation non paramétrique sur données de panel," Working Papers ERMES 0310, ERMES, University Paris 2. [Downloadable!]
    64. Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999. "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics 9904, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    65. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
      Other versions:
    66. Siong Hook Law & Panicos Demetriades, 2004. "Capital inflows, trade openness and financial development in Developing Countries," Money Macro and Finance (MMF) Research Group Conference 2004 38, Money Macro and Finance Research Group. [Downloadable!]

  7. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    Published as:

    Cited by:

    1. Jerry Coakley & Stuart Snaith, 2005. "Testing for symmetry and proportionality in a European panel," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 745-752, July. [Downloadable!] (restricted)
      Other versions:
    2. Pesaran, M.H. & Tosetti, E., 2007. "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    3. Abdullah Noman, 2008. "Testing for PPP in the mean-group panel rgression framework: further evidence," Economics Bulletin, Economics Bulletin, vol. 6(20), pages 1-12. [Downloadable!]

  8. J Paul Dunne & Ron Smith & Dirk Willenbockel, 2004. "Models of Military Expenditure and Growth: A Critical Review," Discussion Papers 0408, University of the West of England, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Luca Pieroni, 2007. "How Strong is the Relationship between Defence Expenditure and Private Consumption? Evidence from the United States," Discussion Papers 0705, University of the West of England, Department of Economics. [Downloadable!]
    2. Paul Dunne & Eftychia Nikolaidou, 2005. "Military Spending and Economic Growth in Greece, Portugal and Spain," Discussion Papers 0510, University of the West of England, Department of Economics. [Downloadable!]
    3. Katarina Keller & Panu Poutvaara & Andreas Wagener, 2006. "Military Draft and Economic Growth in OECD Countries," IZA Discussion Papers 2022, Institute for the Study of Labor (IZA). [Downloadable!]
    4. Kalyoncu, Huseyin & Yucel, Fatih, 2005. "An analytical approach on defense expenditure and economic growth: the case of Turkey and Greece," MPRA Paper 4262, University Library of Munich, Germany, revised 2006. [Downloadable!]
    5. Luca Pieroni & Giorgio d'Agostino & Marco Lorusso, 2008. "Can We Declare Military Keynesianism Dead?," Discussion Papers 0804, University of the West of England, Department of Economics. [Downloadable!]
    6. Paul Dunne & Duncan Watson, 2005. "Manufacturing Growth, Technological Progress, and Military Expenditure," Discussion Papers 0511, University of the West of England, Department of Economics. [Downloadable!]

  9. J Paul Dunne & Maria Garcia Alonso & Paul Levine & Ron Smith, 2003. "Concentration in the International Arms Industry¤," Discussion Papers 0301, University of the West of England, Department of Economics. [Downloadable!]

    Cited by:

    1. Maria Garcia-Alonso & Paul Levine, 2004. "Strategic Procurement, Openness and Market Structure," Department of Economics Discussion Papers 0904, Department of Economics, University of Surrey. [Downloadable!]
      Other versions:
    2. Paul Dunne & Maria del Carmen Garcia-Alonso & Paul Levine & Ron Smith, 2005. "Military Procurement, Industry Structure and Regional Conflict," Studies in Economics 0502, Department of Economics, University of Kent. [Downloadable!]

  10. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002. "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-3, International Conferences on Panel Data. [Downloadable!]

    Cited by:

    1. George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    2. Kapetanios, G. & Pesaran, M.H., 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics 0520, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    3. Pesaran, M.H. & Tosetti, E., 2007. "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    4. M. Hashem Pesaran, 2003. "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    5. M. Hashem Pesaran, 2004. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    6. Jushan Bai & Chihwa Kao, 2005. "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers 75, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    7. Guglielmo Maria Caporale & Mario Cerrato, 2004. "Panel Data Tests Of Ppp: A Critical Overview," Economics and Finance Discussion Papers 04-18, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
      Other versions:
    8. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
      Other versions:

  11. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach," Computing in Economics and Finance 2001 140, Society for Computational Economics.

    Cited by:

    1. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]

  12. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Small sample properties of panel time-series estimators with I(1) errors," Computing in Economics and Finance 2001 191, Society for Computational Economics.

    Cited by:

    1. Jerry Coakley & Stuart Snaith, 2005. "Testing for symmetry and proportionality in a European panel," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 745-752, July. [Downloadable!] (restricted)
      Other versions:
    2. Jerry Coakley & Stuart Snaith, 2004. "Testing for Long Run Relative PPP in Europe," Money Macro and Finance (MMF) Research Group Conference 2004 34, Money Macro and Finance Research Group. [Downloadable!]
    3. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002. "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-3, International Conferences on Panel Data. [Downloadable!]
    4. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group. [Downloadable!]
    5. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004. "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 201-218. [Downloadable!]
      Other versions:
    6. Österholm, Pär, 2004. "Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods," Working Paper Series 2004:13, Uppsala University, Department of Economics. [Downloadable!]
    7. Herwartz, Helmut & Xu, Fang, 2006. "Panel data model comparison for empirical saving-investment relations," Economics working papers 2006,06, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]

  13. Pesaran, M. H. & Smith, Ron P., 1998. "Structural Analysis of Cointegrating VARs," Cambridge Working Papers in Economics 9811, Faculty of Economics, University of Cambridge.
    Published as:

    Cited by:

    1. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    2. Coutts, K. & Norman, N.R., 2001. "Global Influences on UK Manufacturing Prices," Cambridge Working Papers in Economics 0117, Faculty of Economics, University of Cambridge. [Downloadable!]
    3. Don Bredin & Gerard O'Reilly, 2004. "An analysis of the transmission mechanism of monetary policy in Ireland," Applied Economics, Taylor and Francis Journals, vol. 36(1), pages 49-58, January. [Downloadable!] (restricted)
    4. Claus Brand & Nuno Cassola, 2004. "A money demand system for euro area M3," Applied Economics, Taylor and Francis Journals, vol. 36(8), pages 817-838, May. [Downloadable!] (restricted)
    5. Pesaran, M.H. & Weiner, S.M., 2001. "Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Cambridge Working Papers in Economics 0119, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    6. Ventzislav Ivanov & Lutz Kilian, 2005. "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 9(1), pages 1219-1219. [Downloadable!] (restricted)
    7. Clinton Watkins & Michael McAleer, 2003. "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
      Other versions:
    8. Ivanov, Ventzislav & Kilian, Lutz, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    9. Michael R. Wickens & Roberto Motto, 2001. "Estimating shocks and impulse response functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387. [Downloadable!]
    10. Chowdhury, Khorshed, 2007. "Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?," Economics Working Papers wp07-11, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
    11. Adebiyi, Michael Adebayo, 2007. "An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003)," MPRA Paper 3817, University Library of Munich, Germany. [Downloadable!]
    12. Abdul Qayyum, 2005. "Modelling the Demand for Money in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(3), pages 233-252. [Downloadable!]
      Other versions:
    13. Claus Brand & Nuno Cassola, 2000. "A money demand system for Euro area M3," Working Paper Series 39, European Central Bank. [Downloadable!]
    14. Aristeidis Samitas & Dimitris Kenourgios, 2005. "Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies," Finance 0512022, EconWPA. [Downloadable!]
      Other versions:
    15. Guglielmo Maria Caporale & Alaa M. Soliman, 2005. "The Asymmetric Effects Of A Common Monetary Policy In Europe," Economics and Finance Discussion Papers 05-20, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    16. Pahlavani, Mosayeb, 2005. "Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach," Economics Working Papers wp05-25, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
    17. Albert H. De Wet & Renee Van Eyden & Rangan Gupta, 2008. "Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model," Working Papers 200826, University of Pretoria, Department of Economics. [Downloadable!]
    18. Andersson, Björn, 1999. "On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity," Working Paper Series 1999:18, Uppsala University, Department of Economics. [Downloadable!]
    19. Igor MASTEN, 2002. "How Important Is the Shock-Absorbing Role of the Real Exchange Rate?," Economics Working Papers ECO2002/06, European University Institute. [Downloadable!]
    20. Martin B. Schmidt, 2003. "Money and prices: evidence from the G7 countries," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1799-1809, November. [Downloadable!] (restricted)
    21. Riccardo Bonci & Francesco Columba, 2007. "The Effects Of Monetary Policy Shocks On Flow Of Funds:The Italian Case," Money Macro and Finance (MMF) Research Group Conference 2006 75, Money Macro and Finance Research Group. [Downloadable!]
    22. Derek W. Bunn & Carlo Fezzi, 2007. "Interaction of European Carbon Trading and Energy Prices," Working Papers 2007.63, Fondazione Eni Enrico Mattei. [Downloadable!]
    23. Coutts, K. & Norman, N.R., 2001. "Global Influences on UK Manufacturing Prices 1970-2000," Department of Economics - Working Papers Series 819, The University of Melbourne. [Downloadable!]
      Other versions:
    24. Toseef Azid & Muhammad Jamil & Aneela Kousar, 2005. "Impact of Exchange rate Volatility on Growth and Economic Performance: A Case Study of Pakistan, 1973-2003," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 749-775. [Downloadable!]
    25. Abdul Rashid, 2005. "Public / Private Investment Linkages: A Multivariate Cointegration Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 805-817. [Downloadable!]
    26. Shyh-Wei Chen, 2007. "Exactly what is the link between export and growth in Taiwan? new evidence from the Granger causality test," Economics Bulletin, Economics Bulletin, vol. 6(7), pages 1-10. [Downloadable!]
    27. José R Sánchez-Fung, 2000. "Money Demand, PPP and Macroeconomic Dynamics in a Small Developing Economy," Studies in Economics 0015, Department of Economics, University of Kent. [Downloadable!]
    28. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis," Economics Working Papers wp05-15, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
    29. M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 49-87. [Downloadable!] (restricted)
      Other versions:
    30. Allison Zhou & Carl Bonham & Byron Gangnes, 2007. "Modeling the supply and demand for tourism: a fully identified VECM approach," Working Papers 200717, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    31. Martin Schmidt, 2003. "U.S. Saving and Investment: Policy Implications," Open Economies Review, Springer, vol. 14(4), pages 381-395, October. [Downloadable!] (restricted)
    32. Pahlavani, M., 2005. "Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(4), pages 37-56. [Downloadable!]

  14. Pesaran, M. H. & Shin, Y. & Smith, R. P., 1997. "Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9721, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Bronwyn H. Hall & Jacques Mairesse, 2000. "Univariate Panel Data Models and GMM Estimators: An Exploration Using Real and Simulated Data," Econometric Society World Congress 2000 Contributed Papers 1114, Econometric Society. [Downloadable!]
    2. Bronwyn H. Hall & Jacques Mairesse & Lee Branstetter & Bruno Crepon, 1999. "Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms," Finance 9902005, EconWPA. [Downloadable!]
      Other versions:
    3. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
    4. Mark J Manning, . "Exploring the relationship between credit spreads and default probabilities," Bank of England working papers 225, Bank of England. [Downloadable!]
    5. Bronwyn H. Hall & Jacques Mairesse & Benoit Mulkay & Jacques Mairesse, 1999. "Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years," Econometrics 9902001, EconWPA. [Downloadable!]
      Other versions:
    6. Dario Focarelli, 2002. "Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area," Temi di discussione (Economic working papers) 440, Bank of Italy, Economic Research Department. [Downloadable!]

  15. Jerry Coakley & Farida Kulasa & Ron Smith, 1996. "Saving, Investment and Capital Mobility in LDCs," Archive Discussion Papers 9610, Birkbeck, Department of Economics.
    Published as:

    Cited by:

    1. Holmes, Mark J, 2003. "Are the Trade Deficits of Less Developed Countries Stationary?. Evidence for African Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(3). [Downloadable!] (restricted)
    2. Ziesemer,Thomas, 2005. "Unstable Debt/GDP Dynamics as an Early Warning Indicator," Research Memoranda 016, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology. [Downloadable!]
    3. Adolfo Sachsida & Marcelo Abi-Ramia Caetano, 1999. "The Feldstein-Horioka Puzzle Revisited," International Trade 9904001, EconWPA. [Downloadable!]
      Other versions:
    4. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group. [Downloadable!]
    5. Maurel Mathilde, 2004. "Financial integration, exchange rate regimes in CEECs, and joining the EMU : Just do it..," Cahiers de la Maison des Sciences Economiques j04027a, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
    6. João Sousa Andrade, 2007. "L’Intégration Européenne et la Soutenabilité Externe de l’Union Européenne: une application de la thèse de Feldstein-Horioka," GEMF Working Papers 2007-05, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]

  16. Lee, K. & Psaran, M.H. & Smith, R., 1995. "Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model," Cambridge Working Papers in Economics 9531, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Kraiwinee Bunyaratavej & Eugene Hahn, 2007. "An Integrative Approach to Measuring Economic Convergence: The Case of the European Union," Global Economy Journal, International Trade and Finance Association, vol. 5(2), pages 8. [Downloadable!]
    2. Mikael Linden, 2000. "Testing Growth Convergence with Time Series Data—a non-parametric approach," International Review of Applied Economics, Taylor and Francis Journals, vol. 14(3), pages 361-370, July. [Downloadable!] (restricted)
    3. D Robertson & J Symons, 2000. "Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation," CEP Discussion Papers 0473, Centre for Economic Performance, LSE. [Downloadable!]

  17. Pasaran, M.H. & Smith, R., 1995. "New Directions in Applied Macroeconomic Modelling," Cambridge Working Papers in Economics 9525, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Anita Ghatak, 1998. "Vector autoregression modelling and forecasting growth of South Korea," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(5), pages 579-592, October. [Downloadable!] (restricted)

  18. Pesaran, H. & Smith, R. & Im, K.S., 1995. "Dynamic Linear Models for Heterogeneous Panels," Cambridge Working Papers in Economics 9503, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    2. Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte, 2002. "Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-4, International Conferences on Panel Data. [Downloadable!]
      Other versions:
    3. Ray Barrell & Stephane Dées, 2005. "World trade and global integration in production processes - a re-assessment of import demand equations," Working Paper Series 503, European Central Bank. [Downloadable!]
    4. Kåre Johansen, . "Nonlinear Wage Responses to Internal and External Factors," Working Paper Series 0902, Department of Economics, Norwegian University of Science and Technology, revised 25 Aug 2002. [Downloadable!]
    5. M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR). [Downloadable!]
      Other versions:
    6. Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002. "Unemployment in the European Union: A Dynamic Reappraisal," IZA Discussion Papers 531, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    7. Joseph P. Byrne & E. Philip Davis, 2003. "Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries," Economics and Finance Discussion Papers 03-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
      Other versions:
    8. Marta Simões, 2004. "The Education-growth Nexus Across OECD Countries: Schooling Levels and Parameter Heterogeneity," DEGIT Conference Papers c009_029, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
    9. Mikael Linden, 2000. "Testing Growth Convergence with Time Series Data—a non-parametric approach," International Review of Applied Economics, Taylor and Francis Journals, vol. 14(3), pages 361-370, July. [Downloadable!] (restricted)
    10. Loayza, Norman & Ranciere, Romain, 2004. "Financial development, financial fragility, and growth," Policy Research Working Paper Series 3431, The World Bank. [Downloadable!]
      Other versions:
    11. Til Schuermann & Kevin J. Stiroh, 2006. "Visible and hidden risk factors for banks," Staff Reports 252, Federal Reserve Bank of New York. [Downloadable!]
    12. Jose Eduardo de A. Ferreira, 2006. "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics 0603, Department of Economics, University of Kent. [Downloadable!]
    13. Franz R. Hahn, 2004. "Long-run homogeneity of labour demand. Panel evidence from OECD countries," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1199-1203, June. [Downloadable!] (restricted)
      Other versions:
    14. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2003. "Do capital flows respond to risk and return?," Policy Research Working Paper Series 3059, The World Bank. [Downloadable!]
    15. Lindh, Thomas & Malmberg, Bo, 1999. "Age Distributions and the Current Account -A Changing Relation?," Working Paper Series 1999:21, Uppsala University, Department of Economics. [Downloadable!]
      Other versions:
    16. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2000. "External sustainability : a stock equilibrium perspective," Policy Research Working Paper Series 2281, The World Bank. [Downloadable!]
    17. César Calderón & Norman Loayza & Luis Servén, 2001. "International Portfolio Diversification: The Role of Risk and Return," Working Papers Central Bank of Chile 94, Central Bank of Chile. [Downloadable!]
    18. Matteo Lanzafame, 2006. "The Nature of Regional Unemployment in Italy," ERSA conference papers ersa06p155, European Regional Science Association. [Downloadable!]
      Other versions:
    19. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, . "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
      Other versions:
    20. Joseph P. Byrne & Julia Darby & Ronald MacDonald, 2006. "US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis," Working Papers 2006_9, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    21. Jennifer Roberts, 1999. "Sensitivity of elasticity estimates for OECD health care spending: analysis of a dynamic heterogeneous data field," Health Economics, John Wiley & Sons, Ltd., vol. 8(5), pages 459-472.
    22. Richard Holt, 2004. "Two Cheers for the Aggregated (S, s) Model!," ESE Discussion Papers 56, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    23. Matthew Higgins & Egon Zakrajsek, 2000. "Purchasing power parity: three stakes through the heart of the unit root null," Finance and Economics Discussion Series 2000-22, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    24. Monica Auteri & Mauro Costantini, 2004. "Is social protection a necessity or a luxury good? New multivariate cointegration panel data results," Applied Economics, Taylor and Francis Journals, vol. 36(17), pages 1887-1898, September. [Downloadable!] (restricted)
    25. Dario Focarelli, 2002. "Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area," Temi di discussione (Economic working papers) 440, Bank of Italy, Economic Research Department. [Downloadable!]
    26. Nathaniel T Wilcox, 2003. "Heterogeneity and Learning Principles," Levine's Bibliography 666156000000000435, UCLA Department of Economics. [Downloadable!]
    27. Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999. "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics 9904, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:

  19. Hashem, M. & Smith, R., 1993. "Alternative Approaches to Estimating Long-Run Energy Demand Elasticities: An Application to Asian Developing Countries," Cambridge Working Papers in Economics 9308, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Gang Liu, 2004. "Estimating Energy Demand Elasticities for OECD Countries. A Dynamic Panel Data Approach," Discussion Papers 373, Research Department of Statistics Norway. [Downloadable!]
    2. Chomitz, Kenneth M., 2000. "Evaluating carbon offsets from forestry and energy projects," Policy Research Working Paper Series 2357, The World Bank. [Downloadable!]

  20. Pesaran, M.H. & Smith, R., 1993. "The Natural Rate Hypothesis and its Testable Implications," Cambridge Working Papers in Economics 9314, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Salemi, Michael K, 1999. "Estimating the Natural Rate of Unemployment and Testing the Natural Rate Hypothesis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 1-25, Jan.-Feb.. [Downloadable!]
    2. David Gray, 2004. "Persistent Regional Unemployment Differentials Revisited," Regional Studies, Taylor and Francis Journals, vol. 38(2), pages 167-176, April. [Downloadable!] (restricted)

  21. Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
    Published as:

    Cited by:

    1. Stuart J. Fowler & Bichaka Fayissa, 2007. "Public Capital Spending Shocks and the Price of Investment: Evidence from a Panel of Countries," Working Papers 200702, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]
    2. Michael McMahon & Gabriel Sterne & Jamie Thompson, . "The role of ICT in the global investment cycle," Bank of England working papers 257, Bank of England. [Downloadable!]
    3. Herwartz, Helmut & Reimers, Hans-Eggert, 2006. "Modelling the Fisher hypothesis: World wide evidence," Economics working papers 2006,04, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    4. Arpaia, Alfonso & Pichelmann, Karl, 2007. "Nominal and real wage flexibility in EMU," MPRA Paper 4364, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    5. Luca Nunziata, 2002. "Unemployment, Labour Market Institutions and Shocks," Economics Papers 2002-W16, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    6. Miguel León-Ledesma, 2000. "R&D Spillovers and Export Performance: Evidence from the OECD Countries," Studies in Economics 0014, Department of Economics, University of Kent. [Downloadable!]
    7. Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Roman Kraeussl, 2003. "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series 2003/18, Center for Financial Studies. [Downloadable!]
      Other versions:
    9. Abdoul Aziz Wane, 2004. "Growth and Convergence in WAEMU Countries," IMF Working Papers 04/198, International Monetary Fund. [Downloadable!]
    10. Karsten Ruth, 2007. "Interest rate reaction functions for the euro area," Empirical Economics, Springer, vol. 33(3), pages 541-569, November. [Downloadable!] (restricted)
    11. Emanuela Marrocu & Raffaele Paci & Roberto Pala, 2000. "Estimation of total factor productivity for regions and sectors in Italy. A panel cointegration approach," Working Paper CRENoS 200016, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
    12. Lavan Mahadeva & Gabriel Sterne, . "The role of short-run inflation targets and forecasts in disinflation," Bank of England working papers 167, Bank of England. [Downloadable!]
    13. Aart Kraay & Jaume Ventura, 2002. "Current Accounts in the Long and Short Run," NBER Working Papers 9030, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Fabio Canova & Matteo Ciccarelli, 2002. "Estimating Multi-country VAR models," Economics Working Papers 920, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008. [Downloadable!]
    15. Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte, 2002. "Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-4, International Conferences on Panel Data. [Downloadable!]
      Other versions:
    16. Marek Jarocinski, 2006. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers 124, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    17. Jim Engle-Warnick & Nurlan Turdaliev, 2006. "An Experimental Test of Taylor-Type Rules with Inexperienced Central Bankers," CIRANO Working Papers 2006s-05, CIRANO. [Downloadable!]
      Other versions:
    18. Luca Nunziata & Stefano Staffolani, 2001. "On Short-Term Contracts Regulations," Economics Papers 2001-W7, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
      Other versions:
    19. Luca Dedola & Eugenio Gaiotti & Luca Silipo, 2001. "Money demand in the euro area: do national differences matter?," Temi di discussione (Economic working papers) 405, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:
    20. Mette Christensen, 2007. "Integrability of Demand Accounting for Unobservable Heterogeneity: A Test on Panel Data," The School of Economics Discussion Paper Series 0713, Economics, The University of Manchester. [Downloadable!]
    21. Gabriele Tondl, 1999. "What Determined the Uneven Growth of Europe´s Southern Regions? An Empirical Study with Panel Data," Working Papers geewp04, Vienna University of Economics and B.A. Research Group: Growth and Employment in Europe: Sustainability and Competitiveness. [Downloadable!]
    22. G. Urga & P. A. Geroski & S. Lazarova & C. F. Walters, 2003. "Are differences in firm size transitory or permanent?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 47-59. [Downloadable!]
      Other versions:
    23. Nigel Driffield & Max Munday & Annette Roberts, 2002. "Foreign Direct Investment, Transactions Linkages, and the Performance of the Domestic Sector," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 9(3), pages 335-351, November. [Downloadable!] (restricted)
    24. Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo, 2004. "Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms," Working Papers 05-02, Utrecht School of Economics. [Downloadable!]
      Other versions:
    25. Yongsung Chang & Sun-Bin Kim, 2003. "From individual to aggregate labor supply : a quantitative analysis based on a heterogeneous agent macroeconomy," Working Paper 03-05, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    26. George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    27. Giovanni S.F. B