Revisiting the Great Ratios Hypothesis
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- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023. "Revisiting the Great Ratios Hypothesis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 1023-1047, October.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," BCAM Working Papers 2203, Birkbeck Centre for Applied Macroeconomics.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," Globalization Institute Working Papers 415, Federal Reserve Bank of Dallas, revised 14 Apr 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," CESifo Working Paper Series 9625, CESifo.
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Cited by:
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021.
"Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels,"
Globalization Institute Working Papers
409, Federal Reserve Bank of Dallas, revised 08 Nov 2023.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023. "Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels," Papers 2311.02196, arXiv.org.
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More about this item
Keywords
Great ratios; debt; consumption; and investment to GDP ratios; arbitrage conditions; heterogeneous panels; episodic cointegration; two-way long-run causality; error cross-sectional dependence;All these keywords.
JEL classification:
- B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-04-11 (Banking)
- NEP-ECM-2022-04-11 (Econometrics)
- NEP-MAC-2022-04-11 (Macroeconomics)
- NEP-ORE-2022-04-11 (Operations Research)
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