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Citations for "Spurious regression and residual-based tests for cointegration in panel data" by Kao, Chihwa
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Cited by (explanations , 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.): 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!]
Gian Maria Milesi-Ferretti & Philip R. Lane, 2001.
"Long-Term Capital Movements ,"
IMF Working Papers
01/107, International Monetary Fund.
[Downloadable!]
Other versions:
Philip Lane & Gian Maria Milesi-Ferretti, 2001.
"Long-Term Capital Movements ,"
CEG Working Papers
20018, Trinity College Dublin, Department of Economics.
[Downloadable!] Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2001.
"Long-Term Capital Movements ,"
CEPR Discussion Papers
2873, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Philip R. Lane & Gian Milesi-Ferretti, 2001.
"Long-Term Capital Movements ,"
NBER Working Papers
8366, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Philip Lane & Gian Maria Milesi-Ferretti, 2001.
"Long-Term Capital Movements ,"
Trinity Economics Papers
200112, Trinity College Dublin, Department of Economics.
[Downloadable!] Philip R. Lane & Gian Maria Milesi-Ferretti, 2002.
"Long-Term Capital Movements ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 2001, Volume 16, pages 73-136
National Bureau of Economic Research, Inc.
[Downloadable!] 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!]
Fischer, Christoph, 2007.
"An assessment of the trends in international price competitiveness among EMU countries ,"
Discussion Paper Series 1: Economic Studies
2007,08, Deutsche Bundesbank, Research Centre.
[Downloadable!]
António Afonso & Christophe Rault, 2008.
"What do we really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: César A. Calderón, 2004.
"Real exchange rates in the long and short run: a panel co-integration approach ,"
Revista de Analisis Economico – Economic Analysis Review ,
Ilades-Georgetown University, Economics Department, vol. 19(2), pages 41-83, December.
[Downloadable!]
Other versions: 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!]
Arthur Grimes & Andrew Aitken, 2005.
"What’s the Beef with House Prices? Economic Shocks and Local Housing Markets ,"
Urban/Regional
0509011, EconWPA.
[Downloadable!]
Other versions: Mariam Camarero & Cecilio Tamarit, .
"A panel cointegration approach to the estimation of the peseta real exchange rate ,"
Working Papers on International Economics and Finance
01-08, FEDEA.
[Downloadable!]
Other versions: Christiane Nickel & Katja Funke, 2006.
"Does Fiscal Policy Matter for the Trade Account? A Panel Cointegration Study ,"
IMF Working Papers
06/147, International Monetary Fund.
[Downloadable!]
Mark Funk, 2003.
"The Effects of Trade on Research and Development ,"
Open Economies Review ,
Springer, vol. 14(1), pages 29-42, January.
[Downloadable!] (restricted)
Christoph Fischer, 2004.
"Real currency appreciation in accession countries: Balassa-Samuelson and investment demand ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 140(2), pages 179-210, June.
[Downloadable!] (restricted)
Other versions:
Fischer, Christoph, 2002.
"Real currency appreciation in accession countries: Balassa-Samuelson and investment demand ,"
Discussion Paper Series 1: Economic Studies
2002,19, Deutsche Bundesbank, Research Centre.
[Downloadable!] Fischer, Christoph, 2002.
"Real currency appreciation in accession countries: Balassa-Samuelson and investment demand ,"
BOFIT Discussion Papers
8/2002, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Catherine Bac & Yannick le Pen, 2002.
"An International Comparison of Health Care Expenditure Determinants ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
C5-1, International Conferences on Panel Data.
[Downloadable!]
Breitung, J. & Pesaran, M.H., 2005.
"Unit Roots and Cointegration in Panels ,"
Cambridge Working Papers in Economics
0535, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions:
Joerg Breitung & M. Hashem Pesaran, 2005.
"Unit Roots and Cointegration in Panels ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Breitung, Jörg & Pesaran, M. Hashem, 2005.
"Unit roots and cointegration in panels ,"
Discussion Paper Series 1: Economic Studies
2005,42, Deutsche Bundesbank, Research Centre.
[Downloadable!] Jörg Breitung & M. Hashem Pesaran, 2005.
"Unit Roots and Cointegration in Panels ,"
IEPR Working Papers
05.32, Institute of Economic Policy Research (IEPR).
[Downloadable!] Westerlund, Joakim, 2006.
"Testing for Error Correction in Panel Data ,"
Research Memoranda
056, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Chihwa Kao & Long Liu, 2007.
"Consistent Estimation with Weak Instruments in Panel Data ,"
Center for Policy Research Working Papers
95, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Man-Keung Tang & Jaewoo Lee, 2003.
"Does Productivity Growth Lead to Appreciation of the Real Exchange Rate? ,"
IMF Working Papers
03/154, International Monetary Fund.
[Downloadable!]
Clemens J M Kool & Tom Van Veen & Bertrand Chandelon & Katharina Raabe, 2005.
"The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates ,"
Money Macro and Finance (MMF) Research Group Conference 2005
20, Money Macro and Finance Research Group.
[Downloadable!]
Other versions:
Bertrand Candelon & Clemens Kool & Katharina Raabe & Tom van Veen, 2005.
"The Feasibility of a Fixed Exchange Rate Regime for New EU-members: Evidence from Real Exchange Rates ,"
Working Papers
05-09, Utrecht School of Economics.
[Downloadable!] Candelon,Bertrand & Kool,Clemens & Raabe,Katharina & Veen,Tom,van, 2005.
"The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates ,"
Research Memoranda
010, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Ziesemer, Thomas, 2009.
"The Impact of the Credit Crisis on Poor Developing Countries: Growth, worker remittances, accumulation and migration ,"
UNU-MERIT Working Paper Series
026, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
[Downloadable!]
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!]
António Afonso & Christophe Rault, 2007.
"What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic ,"
Working Papers
2007/20, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
Marc-André Gosselin & Nicolas Parent, 2005.
"An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia ,"
Working Papers
05-38, Bank of Canada.
[Downloadable!]
Kalyoncu, Huseyin, 2006.
"International Intertemporal Solvency in OECD Countries: Evidence From Panel Unit Root ,"
MPRA Paper
855, University Library of Munich, Germany.
[Downloadable!]
Other versions: Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003.
"Dynamic Seemingly Unrelated Cointegrating Regression ,"
NBER Technical Working Papers
0292, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Masao Ogaki & Nelson Mark & Donggyu Sul, 2004.
"Dynamic Seemingly Unrelated Cointegrating Regression ,"
Working Papers
04-02, Ohio State University, Department of Economics.
[Downloadable!] Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005.
"Dynamic Seemingly Unrelated Cointegrating Regressions ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 72(3), pages 797-820, 07.
[Downloadable!] (restricted) McCarl, Bruce & Villavicencio, Xavier & Wu, Ximing, 2009.
"The Effect of Climate Change over Agricultural Factor Productivity: Some Econometric Considerations ,"
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
49452, Agricultural and Applied Economics Association.
[Downloadable!]
Ronald MacDonald, 2000.
"The role of the exchange rate in economic growth: a euro-zone perspective ,"
Research series
200005-5, National Bank of Belgium.
[Downloadable!]
J. Breitung, .
"The Local Power of Some Unit Root Tests for Panel Data ,"
Sonderforschungsbereich 373
1999-69, Humboldt Universitaet Berlin.
Jens J. Krüger, 2003.
"Productivity Dynamics Beyond-the-Mean in U.S. Manufacturing Industries ,"
Jenaer Schriften zur Wirtschaftswissenschaft
09/2003, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Christian Broda, 2002.
"Terms of trade and exchange rate regimes in developing countries ,"
Staff Reports
148, Federal Reserve Bank of New York.
[Downloadable!]
Jamie Emerson & Chihwa Kao, 2000.
"Testing for Structural Change of a Time Trend Regression in Panel Data ,"
Center for Policy Research Working Papers
15, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
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: Charalambos G. Tsangarides & Magnus Saxegaard & Stéphane Roudet, 2007.
"Estimation of Equilibrium Exchange Rates in the WAEMU: A Robustness Approach ,"
IMF Working Papers
07/194, International Monetary Fund.
[Downloadable!]
Kurt A. Hafner, 2005.
"International Patent Pattern and Technology Diffusion ,"
cege â Center for European, Governance and Economic Development Research Discussion Papers
44, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)..
[Downloadable!]
Yum K. Kwan, 2006.
"The Direct Substitution Between Government and Private Consumption in East Asia ,"
NBER Working Papers
12431, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Sven Blank & Claudia M. Buch, 2007.
"International Bank Portfolios: Short- and Long-Run Responses to the Business Cycle ,"
IAW Discussion Papers
29, Institut für Angewandte Wirtschaftsforschung (IAW).
[Downloadable!]
Other versions: Panicos O. Demetriades & Gregory A. James & Kevin Lee, 2008.
"The End of Financial Repression? A Cross-Country Analysis of Investment ,"
Discussion Papers in Economics
08/7, Department of Economics, University of Leicester.
[Downloadable!]
Robert J. Sonora & Josip Tica, 2009.
"Harrod, Balassa and Samuelson (Re)Visit Eastern Europe ,"
EFZG Working Papers Series
0907, Faculty of Economics and Business, University of Zagreb.
[Downloadable!]
Tsung-Wu Ho, 2002.
"Searching Stationarity in the Real Exchange Rates: Application of the SUR Estimator ,"
Open Economies Review ,
Springer, vol. 13(3), pages 275-289, July.
[Downloadable!] (restricted)
Arndt, Christian & Buch, Claudia M. & Schnitzer, Monika, 2007.
"FDI and Domestic Investment: An Industry-Level View ,"
CEPR Discussion Papers
6464, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: 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!]
Ang, James & Madsen, Jakob, 2009.
"Can Second-Generation Endogenous Growth Models Explain The Productivity Trends and Knowledge Production In the Asian Miracle Economies? ,"
MPRA Paper
17543, University Library of Munich, Germany.
[Downloadable!]
Balázs Égert, & László Halpern & Ronald MacDonald, 2005.
"Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues ,"
William Davidson Institute Working Papers Series
wp793, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions: Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"Nonstationary Panel Data Analysis: An Overview of Some Recent Developments ,"
Cowles Foundation Discussion Papers
1221, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:
Peter C.B. Phillips & Hyungsik R. Moon, .
"Nonstationary Panel Data Analysis: An Overview of Some Recent Developments ,"
University of California at Santa Barbara, Economics Working Paper Series
17-98, Department of Economics, UC Santa Barbara.
Peter Phillips & Hyungsik Moon, 2000.
"Nonstationary panel data analysis: an overview of some recent developments ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 19(3), pages 263-286.
[Downloadable!] (restricted) Luciano Gutierrez, 2002.
"On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111 ,"
Econometrics
0211003, EconWPA, revised 20 May 2003.
[Downloadable!]
Pierre L. Siklos, 2008.
"Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility ,"
Working Papers
182008, Hong Kong Institute for Monetary Research.
[Downloadable!]
F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
04/261, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
Other versions:
De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets ,"
Journal of Banking & Finance ,
Elsevier, vol. 31(1), pages 259-278, January.
[Downloadable!] (restricted) Balazs Egert & Tomasz Kozluk & Douglas Sutherland, 2009.
"Infrastructure and Growth: Empirical Evidence ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Jakob B. Madsen, 2007.
"Economic Growth, Tfp Convergence And World Exports Of Ideas: A Century Of Evidence ,"
Monash Economics Working Papers
01/07, Monash University, Department of Economics.
[Downloadable!]
Shigeyuki Hamori, 2008.
"Empirical Analysis of the Money Demand Function in Sub-Saharan Africa ,"
Economics Bulletin ,
AccessEcon, vol. 15(4), pages 1-15.
[Downloadable!]
Luciano Gutierrez, 2005.
"Tests for cointegration in panels with regime shifts ,"
Econometrics
0505007, EconWPA.
[Downloadable!]
E Philip Davis & Yuwei Hu, 2004.
"Is There A Link Between Pension-Fund Assets And Economic Growth? - A Cross-Country Study ,"
Public Policy Discussion Papers
04-23, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: Yingqi Wei & Caroline Elliott, 2009.
"The Impact of Regulatory Intervention in the UK Store Card Industry ,"
Working Papers
005954, Lancaster University Management School, Economics Department.
[Downloadable!]
Zapata, Hector O. & Paudel, Krishna P., 2005.
"Nonstationarity in the Specification of the Environmental Kuznets Curve ,"
2005 Annual meeting, July 24-27, Providence, RI
19270, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Roberto A. De Santis & Robert Anderton, 2004.
"On the determinants of euro area FDI to the United States: the knowledge- capital- Tobin's Q framework ,"
Working Paper Series
329, European Central Bank.
[Downloadable!]
Felicitas Nowak-Lehmann D. & Inmaculada Martínez-Zarzoso & Stephan Klasen & Dierk Herzer, 2008.
"Aid and Trade - A Donor´s Perspective ,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
171, Ibero-America Institute for Economic Research.
[Downloadable!]
Other versions: Jorge Carrera & Romain Restout, 2008.
"Long Run Determinants of Real Exchange Rates in Latin America ,"
Post-Print
halshs-00276402_v1, HAL.
[Downloadable!]
Other versions: Kristian Hartelius & Kenichiro Kashiwase & Laura E. Kodres, 2006.
"Emerging Market Spread Compression: Is it Real or is it Liquidity? ,"
IMF Working Papers
08/10, International Monetary Fund.
[Downloadable!]
Clifford Attfield, 2004.
"Stochastic Trends, Demographics and Demand Systems ,"
Bristol Economics Discussion Papers
04/563, Department of Economics, University of Bristol, UK.
[Downloadable!]
Jakob Madsen, 2008.
"Semi-endogenous versus Schumpeterian growth models: testing the knowledge production function using international data ,"
Journal of Economic Growth ,
Springer, vol. 13(1), pages 1-26, March.
[Downloadable!] (restricted)
Other versions: Philip R. Lane & Gian Maria Milesi-Ferretti, 2000.
"The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates ,"
Working Papers
062000, Hong Kong Institute for Monetary Research.
[Downloadable!]
Other versions:
Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2000.
"The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates ,"
CEPR Discussion Papers
2511, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Gian Maria Milesi-Ferretti & Philip R. Lane, 2000.
"The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates ,"
IMF Working Papers
00/123, International Monetary Fund.
Philip R. Lane & Gian Maria Milesi-Ferretti, 2004.
"The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates ,"
The Review of Economics and Statistics ,
MIT Press, vol. 86(4), pages 841-857, 02.
[Downloadable!] (restricted) Mitze, Timo & Alecke, Björn & Untiedt, Gerhard, 2008.
"Trade, FDI and Cross-Variable Linkages: A German (Macro-)Regional Perspective ,"
MPRA Paper
12245, University Library of Munich, Germany.
[Downloadable!]
Wagner, Martin, 2006.
"The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? ,"
Economics Series
197, Institute for Advanced Studies.
[Downloadable!]
Other versions:
Martin Wagner & Georg Müller-Fürstenberger, 2004.
"The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? ,"
Diskussionsschriften
dp0418, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!] Wagner, Martin, 2008.
"The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? ,"
Resource and Energy Economics ,
Elsevier, vol. 30(3), pages 388-408, August.
[Downloadable!] (restricted) 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!]
Francisco Maeso-Fernandez & Chiara Osbat & Bernd Schnatz, 2004.
"Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel cointegration perspective ,"
Working Paper Series
353, European Central Bank.
[Downloadable!]
Jaewoo Lee & Gian Maria Milesi-Ferretti & Luca Antonio Ricci, 2008.
"Real Exchange Rates and Fundamentals: A Cross-Country Perspective ,"
IMF Working Papers
08/13, International Monetary Fund.
[Downloadable!]
Mathias Hoffmann, 2004.
"Saving, investment and the net foreign asset position ,"
Money Macro and Finance (MMF) Research Group Conference 2003
45, Money Macro and Finance Research Group.
[Downloadable!]
Jushan Bai & Chihwa Kao & Serena Ng, 2007.
"Panel Cointegration with Global Stochastic Trends ,"
Center for Policy Research Working Papers
90, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Other versions: Égert, Balázs, 2004.
"Assessing equilibrium exchange rates in CEE acceding countries: Can we have DEER with BEER without FEER? A critical survey of the literature ,"
BOFIT Discussion Papers
1/2004, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Yinusa, D. Olalekan, 2009.
"Macroeconomic Fluctuations and Deposit Dollarization in Sub-Saharan Africa: Evidence from Panel Data ,"
MPRA Paper
16259, University Library of Munich, Germany, revised 2009.
[Downloadable!]
Su, Jen-Je, 2003.
"A Note On Spurious Regression In Panels With Cross-Section Dependence ,"
Discussion Papers
23712, Massey University, Department of Applied and International Economics.
[Downloadable!]
Yixiao Sun, 2003.
"Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series ,"
University of California at San Diego, Economics Working Paper Series
2003-06, Department of Economics, UC San Diego.
[Downloadable!]
Chang, Yoosoon, 2004.
"Taking a New Contour: A Novel Approach to Panel Unit Root Tests ,"
Working Papers
2004-05, Rice University, Department of Economics.
[Downloadable!]
Florian Pelgrin & Sebastian Schich, 2004.
"National Saving-Investment Dynamics and International Capital Mobility ,"
Working Papers
04-14, Bank of Canada.
[Downloadable!]
Roberto Basile & Mauro Costantini & Sergio Destefanis, 2005.
"Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions ,"
ISAE Working Papers
53, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
Other versions:
Roberto Basile & Sergio Destefanis & Mauro Costantini, 2005.
"Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions ,"
ERSA conference papers
ersa05p171, European Regional Science Association.
[Downloadable!] Roberto Basile, Mauro Costantini, Sergio Destefanis, 2005.
"Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions ,"
CELPE Discussion Papers
94, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy.
[Downloadable!] 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: Khediri, S. & Ncibi, N., 2005.
"L’impact de l’infrastructure sur la croissance economique de long terme dans les pays de MENA : analyse de les secteurs d´electricite et des telephones en dix pays, 1975-1999 ,"
Regional and Sectoral Economic Studies ,
Euro-American Association of Economic Development, vol. 5(2).
[Downloadable!]
Pär Österholm & Mikael Carlsson & Johan Lyhagen, 2007.
"Testing for Purchasing Power Parity in Cointegrated Panels ,"
IMF Working Papers
07/287, International Monetary Fund.
[Downloadable!]
Other versions: Nuria Bosch & Marta Espasa & Pilar Sorribas, 2002.
"La capacidad redistributiva y estabilizadora del presupuesto del gobierno central español ,"
Hacienda Pública Española ,
IEF, vol. 160(1), pages 47-76, march.
[Downloadable!]
Eberhardt, Markus & Teal, Francis, 2009.
"Analysing Heterogeneity in Global Production Technology and TFP: The Case of Manufacturing ,"
MPRA Paper
10690, University Library of Munich, Germany.
[Downloadable!]
Evren Erdogan Cosar, 2002.
"Price and Income Elasticities of Turkish Export Demand : A Panel Data Application ,"
Central Bank Review ,
Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(2), pages 19-53.
[Downloadable!]
Ziesemer, Thomas, 2008.
"Worker remittances, migration, accumulation and growth in poor developing countries ,"
UNU-MERIT Working Paper Series
063, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
[Downloadable!]
Westerlund, Joakim & Basher, Syed A., 2007.
"Mixed Signals Among Tests for Panel Cointegration ,"
MPRA Paper
3261, University Library of Munich, Germany.
[Downloadable!]
Other versions: George Hondroyiannis, 2009.
"Fertility Determinants and Economic Uncertainty:An Assessment Using European Panel Data ,"
Working Papers
96, Bank of Greece.
[Downloadable!]
Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007.
"Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend ,"
Center for Policy Research Working Papers
92, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005.
"Panel Cointegration Testing in the Presence of Common Factors ,"
Research Memoranda
050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Nicholas Apergis & Ioannis Filippidis & Claire Economidou, 2007.
"Financial Deepening and Economic Growth Linkages: A Panel Data Analysis ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 143(1), pages 179-198, April.
[Downloadable!] (restricted)
Eberhardt, Markus & Teal, Francis, 2009.
"A Common Factor Approach to Spatial Heterogeneity in Agricultural Productivity Analysis ,"
MPRA Paper
15810, University Library of Munich, Germany.
[Downloadable!]
Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2002.
"The Euro-Dollar exchange rate: Is it fundamental? ,"
European Economy Group Working Papers
16, European Economy Group.
[Downloadable!]
Other versions: Gwanghoon Lee, 2005.
"International R&D Spillovers Revisited ,"
Open Economies Review ,
Springer, vol. 16(3), pages 249-262, July.
[Downloadable!] (restricted)
Win Chou & Dominica Lee, 2005.
"Panel Cointegration Analysis of Audit Pricing Model ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 24(4), pages 423-439, June.
[Downloadable!] (restricted)
Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald McDonald, 2004.
"The monetary approach to exchange rates in the CEECs ,"
Macroeconomics
0401013, EconWPA.
[Downloadable!]
Other versions:
Crespo-Cuaresma, Jesús & Fidrmuc, Jarko & McDonald, Ronald, 2003.
"The monetary approach to exchange rates in the CEECs ,"
BOFIT Discussion Papers
14/2003, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Jesus Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2005.
"The monetary approach to exchange rates in the CEECs ,"
The Economics of Transition ,
The European Bank for Reconstruction and Development, vol. 13(2), pages 395-416, 04.
[Downloadable!] (restricted) Mishra, Ashok K. & Moss, Charles B. & Erickson, Kenneth W., 2004.
"Effect Of Debt Solvency On Farmland Values: A Panel Cointegration Approach ,"
2004 Annual meeting, August 1-4, Denver, CO
20261, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Wagner, Martin & Hlouskova, Jaroslava, 2007.
"The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study ,"
Economics Series
210, Institute for Advanced Studies.
[Downloadable!]
Deniz Dilan Karaman Örsal, 2007.
"Comparison of Panel Cointegration Tests ,"
SFB 649 Discussion Papers
SFB649DP2007-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Badi H. Baltagi & Chihwa Kao & Long Liu, 2007.
"Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals ,"
Center for Policy Research Working Papers
93, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Fidrmuc, Jarko, 2006.
"Money Demand and Disinflation in Selected CEECs during the Accession to the EU ,"
Discussion Papers in Economics
1232, University of Munich, Department of Economics.
[Downloadable!]
Other versions: Jeffrey G. Williamson, 2000.
"Land, Labor and Globalization in the Pre-Industrial Third World ,"
NBER Working Papers
7784, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Abdulnasser Hatemi-J & Manuchehr Irandoust, 2004.
"Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis ,"
Empirica ,
Springer, vol. 31(1), pages 55-67, March.
[Downloadable!] (restricted)
Felicitas Nowak-Lehmann D. & Inmaculada Martínez-Zarzoso & Dierk Herzer & Stephan Klasen & Axel Dreher, 2009.
"In Search for a Long-run Relationship between Aid and Growth: Pitfalls and Findings ,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
196, Ibero-America Institute for Economic Research.
[Downloadable!]
Francisco Ramon-Ballester & Torsten Wezel, 2007.
"International financial linkages of Latin American banks - the effects of political risk and deposit dollarisation ,"
Working Paper Series
744, European Central Bank.
[Downloadable!]
Eberhardt, Markus & Teal, Francis, 2009.
"Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics ,"
MPRA Paper
15813, University Library of Munich, Germany.
[Downloadable!]
Yoichi, Matsubayashi & Shigeyuki, Hamori, 2009.
"Empirical Analysis of Import Demand Behavior of Least Developed Countries ,"
MPRA Paper
17266, University Library of Munich, Germany.
[Downloadable!]
Other versions: Herrera, Santiago & Perry, Guillermo, 2001.
"Tropical bubbles : asset prices in Latin America, 1980-2001 ,"
Policy Research Working Paper Series
2724, The World Bank.
[Downloadable!]
Noman, Abdullah, 2008.
"Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence ,"
MPRA Paper
7825, University Library of Munich, Germany.
[Downloadable!]
Riemer P. Faber & Maarten C.W. Janssen, 2008.
"On the Effects of Suggested Prices in Gasoline Markets ,"
Tinbergen Institute Discussion Papers
08-116/1, Tinbergen Institute.
[Downloadable!]
Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006.
"The Asymptotics for Panel Models with Common Shocks ,"
Center for Policy Research Working Papers
77, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Megumi Kubota, .
"Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence ,"
Discussion Papers
09/24, Department of Economics, University of York.
[Downloadable!]
Eberhardt, Markus & Bond, Stephen, 2009.
"Cross-section dependence in nonstationary panel models: a novel estimator ,"
MPRA Paper
17692, University Library of Munich, Germany, revised 14 Oct 2009.
[Downloadable!]
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!]
Westerlund, Joakim, 2005.
"New Simple Tests for Panel Cointegration ,"
Working Papers
2005:8, Lund University, Department of Economics.
Bask , Mikael & Fidrmuc , Jarko, 2006.
"Fundamentals and technical trading: behaviour of exchange rates in the CEECs ,"
Research Discussion Papers
10/2006, Bank of Finland.
[Downloadable!]
Other versions: 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 Group Munich.
[Downloadable!]
Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007.
"Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News ,"
ERC Working Papers
0707, ERC - Economic Research Center, Middle East Technical University, revised Dec 2007.
[Downloadable!]
Persyn, Damiaan, 2008.
"Trade as a Wage Disciplining Device ,"
IZA Discussion Papers
3786, Institute for the Study of Labor (IZA).
[Downloadable!]
Lena Vogel & Jan-Oliver Menz & Ulrich Fritsche, 2009.
"Prospect Theory and Inflation Perceptions - An Empirical Assessment ,"
Macroeconomics and Finance Series
200903, Hamburg University, Department Wirtschaft und Politik.
[Downloadable!]
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!]
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!]
Di Iorio, Francesca & Fachin, Stefano, 2007.
"Testing for cointegration in dependent panels via residual-based bootstrap methods ,"
MPRA Paper
3139, University Library of Munich, Germany, revised 11 Dec 2008.
[Downloadable!]
Salotti, Simone, 2008.
"Global imbalances and household savings: the role of wealth ,"
MPRA Paper
17729, University Library of Munich, Germany, revised 2009.
[Downloadable!]
Urbain, Jean-Pierre & Westerlund, Joakim, 2006.
"Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration ,"
Research Memoranda
057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Simón Sosvilla-Rivero & Emma García, .
"Purchasing Power Parity Revisited ,"
Working Papers
2003-20, FEDEA.
[Downloadable!]
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!]
Jakob B. Madsen, 2009.
"Growth And Capital Deepening Since 1870: Is It All Technological Progress? ,"
Monash Economics Working Papers
10/09, Monash University, Department of Economics.
[Downloadable!]
Diallo , Ibrahima Amadou, 2008.
"Exchange Rate Volatility and Investment, A Panel Data Cointegration Approach ,"
MPRA Paper
13130, University Library of Munich, Germany.
[Downloadable!]
Other versions: Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004.
"Unobserved Heterogeneity in Panel Time Series Models ,"
Birkbeck Working Papers in Economics and Finance
0403, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Imed Drine & Christophe Rault, 2005.
"Testing for inflation convergence between the Euro Zone and its CEE partners ,"
William Davidson Institute Working Papers Series
wp768, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Badi H. Baltagi & Chihwa Kao, 2000.
"Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey ,"
Center for Policy Research Working Papers
16, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006.
"Bayesian Inference in a Cointegrating Panel Data Model ,"
Discussion Papers in Economics
06/2, Department of Economics, University of Leicester.
[Downloadable!]
Other versions:
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This page was last updated on 2010-1-4.
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