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Citations of

Christophe Hurlin

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Christophe Hurlin & Elena Dumitrescu, 2012. "Testing for Granger Non-causality in Heterogeneous Panels," Working Papers halshs-00224434, HAL.

    Mentioned in:

    1. Some Recent Papers on Granger Causality
      by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2012-12-02 18:30:00

Working papers

  1. Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015. "Risk Measure Inference," Working Papers halshs-00877279, HAL.

    Cited by:

    1. Francq, Christian & Zakoian, Jean-Michel, 2015. "Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels," MPRA Paper 67195, University Library of Munich, Germany.
    2. Markus Holopainen & Peter Sarlin, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers 1501.04682, arXiv.org, revised Apr 2016.

  2. Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon, 2015. "Where the Risks Lie: A Survey on Systemic Risk," Working Papers halshs-01142014, HAL.

    Cited by:

    1. Paola Cerchiello & Paolo Giudici & Giancarlo Nicola, 2016. "Big data models of bank risk contagion," DEM Working Papers Series 117, University of Pavia, Department of Economics and Management.
    2. Xisong Jin & Francisco Nadal De Simone, 2016. "Tracking Changes in the Intensity of Financial Sector's Systemic Risk," BCL working papers 102, Central Bank of Luxembourg.
    3. Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 461-475.
    4. Aurelien Leroy & Yannick Lucotte, 2015. "Is there a competition-stability trade-off in European banking?," Bank of Lithuania Working Paper Series 19, Bank of Lithuania.
    5. Thomas Krause & T. Sondershaus & Lena Tonzer, 2016. "The Role of Complexity for Bank Risk during the Financial Crisis: Evidence from a Novel Dataset," IWH Discussion Papers 17, Halle Institute for Economic Research.
    6. Krause, Thomas & Sondershaus, Talina & Tonzer, Lena, 2016. "The Role of Complexity for Bank Risk during the Financial Crisis: Evidence from a Novel Dataset," IWH Discussion Papers 17/2016, Halle Institute for Economic Research (IWH).
    7. Bernardi Mauro & Roy Cerqueti & Arsen Palestini, 2016. "Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall," Papers 1608.02365, arXiv.org.
    8. Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2016. "The European sovereign debt crisis: What have we learned?," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 363-373.
    9. Michiel C.W. van de Leur & Andre Lucas, 2016. "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers 16-074/IV, Tinbergen Institute.
    10. Aldasoro, Iñaki & Faia, Ester, 2015. "Systemic Loops and Liquidity Regulation," CEPR Discussion Papers 10918, C.E.P.R. Discussion Papers.
    11. Pierre C. Boyer & Hubert Kempf, 2016. "Regulatory Arbitrage and the Efficiency of Banking Regulation," CESifo Working Paper Series 5878, CESifo Group Munich.

  3. Christophe Hurlin & Christophe Pérignon, 2013. "Systemic Risk Score: A Suggestion," Working Papers halshs-00867063, HAL.

    Cited by:

    1. Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," Borradores de Economia 800, Banco de la Republica de Colombia.
    2. Michal Skorepa & Jakub Seidler, 2014. "Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues," Research and Policy Notes 2014/01, Czech National Bank, Research Department.
    3. Peter Sarlin & Carlos León & Clara Machado & Andrés Murcia, 2016. "Assessing Systemic Importance With a Fuzzy Logic Inference System," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 121-153, 01.

  4. Sylvain Benoit & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2013. "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers halshs-00746272, HAL.

    Cited by:

    1. Christophe Boucher & Jón Daníelsson & Patrick Kouontchou & Bertrand Maillet, 2014. "Risk model-at-risk," Post-Print hal-01370130, HAL.
    2. S. Tavolaro & F. Visnovsky, 2014. "What is the information content of the SRISK measure as a supervisory tool?," Débats économiques et financiers 10, Banque de France.
    3. Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 461-475.
    4. Weiß, Gregor N.F. & Bostandzic, Denefa & Neumann, Sascha, 2014. "What factors drive systemic risk during international financial crises?," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 78-96.
    5. Kim, Myeong Hyeon & Kim, Baeho, 2014. "Systematic cyclicality of systemic bubbles: Evidence from the U.S. commercial banking system," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 281-297.
    6. Michiel C.W. van de Leur & Andre Lucas, 2016. "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers 16-074/IV, Tinbergen Institute.
    7. Pankoke, David, 2014. "Sophisticated vs. Simple Systemic Risk Measures," Working Papers on Finance 1422, University of St. Gallen, School of Finance.
    8. Olivier de Bandt & Jean-Cyprien Héam & Claire Labonne & Santiago Tavolaro, 2015. "La mesure du risque systémique après la crise financière," Revue économique, Presses de Sciences-Po, vol. 66(3), pages 481-500.
    9. Trapp, Rouven & Weiß, Gregor N.F., 2016. "Derivatives usage, securitization, and the crash sensitivity of bank stocks," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 183-205.
    10. Weiß, Gregor N.F. & Mühlnickel, Janina, 2014. "Why do some insurers become systemically relevant?," Journal of Financial Stability, Elsevier, vol. 13(C), pages 95-117.
    11. Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARs," Working Papers ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
    12. Bluhm, Marcel & Krahnen, Jan Pieter, 2014. "Systemic risk in an interconnected banking system with endogenous asset markets," SAFE Working Paper Series 48, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    13. Paul Kupiec & Levent Güntay, 2016. "Testing for Systemic Risk Using Stock Returns," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(2), pages 203-227, June.
    14. Löffler, Gunter & Raupach, Peter, 2013. "Robustness and informativeness of systemic risk measures," Discussion Papers 04/2013, Deutsche Bundesbank, Research Centre.
    15. Girardi, Giulio & Tolga Ergün, A., 2013. "Systemic risk measurement: Multivariate GARCH estimation of CoVaR," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3169-3180.
    16. Qiubin Huang & Jakob de Haan & Bert Scholtens, 2015. "Analyzing Systemic Risk in the Chinese Banking System," CESifo Working Paper Series 5513, CESifo Group Munich.
    17. Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof, 2014. "Are the Periods of Currency Collapse an Impediment to Entrepreneurship and Entrepreneurial Haven? Evidence from Regional Comparison," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 886-908.
    18. Madan, Dilip B. & Schoutens, Wim, 2013. "Systemic risk tradeoffs and option prices," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 222-230.
    19. Bierth, Christopher & Irresberger, Felix & Weiß, Gregor N.F., 2015. "Systemic risk of insurers around the globe," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 232-245.
    20. Alexandra Popescu & Camelia Turcu, 2014. "Systemic Sovereign Risk in Europe: an MES and CES Approach," Working Papers 2014.04, International Network for Economic Research - INFER.
    21. Jon Danielsson & Kevin R. James & Marcela Valenzuela & Ilknur Zer, 2015. "Can we prove a bank guilty of creating systemic risk?: a minority report," LSE Research Online Documents on Economics 65097, London School of Economics and Political Science, LSE Library.
    22. Mühlnickel, Janina & Weiß, Gregor N.F., 2015. "Consolidation and systemic risk in the international insurance industry," Journal of Financial Stability, Elsevier, vol. 18(C), pages 187-202.
    23. Yuanhua Feng & Lixin Sun, 2013. "A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets," Working Papers CIE 69, Paderborn University, CIE Center for International Economics.
    24. Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015. "Risk Measure Inference," Working Papers halshs-00877279, HAL.
    25. Alessandri, Piergiorgio & Masciantonio, Sergio & Zaghini, Andrea, 2014. "Everything you always wanted to know about systemic importance (but were afraid to ask)," CFS Working Paper Series 463, Center for Financial Studies (CFS).
    26. Eling, Martin & Pankoke, David, 2014. "Systemic Risk in the Insurance Sector: Review and Directions for Future Research," Working Papers on Finance 1421, University of St. Gallen, School of Finance.
    27. Natasha Agarwal et al, 2013. "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-021, Indira Gandhi Institute of Development Research, Mumbai, India.
    28. Kubitza, Christian & Gründl, Helmut, 2016. "Systemic risk: Time-lags and persistence," ICIR Working Paper Series 20/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

  5. Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers halshs-00630036, HAL.

    Cited by:

    1. Barrera-Chaupis, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
      [The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]
      ," MPRA Paper 60959, University Library of Munich, Germany.
    2. Maixé-Altés, J. Carles & Iglesias, Emma M., 2015. "Banking, Currency, Stock Market and Debt Crises: Revisiting Reinhart & Rogoff Debt Analysis in Spain, 1850-1995," MPRA Paper 68199, University Library of Munich, Germany.

  6. Herrera, Santiago & Hurlin, Christophe & Zaki, Chahir, 2012. "Why don't banks lend to Egypt's private sector ?," Policy Research Working Paper Series 6094, The World Bank.

    Cited by:

    1. Lucie Reznakova & Svatopluk Kapounek, 2014. "Is There a Credit Crunch in the Czech Republic?," MENDELU Working Papers in Business and Economics 2014-50, Mendel University in Brno, Faculty of Business and Economics.

  7. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to evaluate an Early Warning System ?," Working Papers halshs-00450050, HAL.

    Cited by:

    1. Marie Bessec, 2016. "Revisiting the transitional dynamics of business-cycle phases with mixed frequency data," Working Papers hal-01358595, HAL.
    2. Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014. "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print hal-01385975, HAL.
    3. Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," NCER Working Paper Series 75, National Centre for Econometric Research.
    4. Fabio Comelli, 2012. "Emerging Market Sovereign Bond Spreads; Estimation and Back-testing," IMF Working Papers 12/212, International Monetary Fund.
    5. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014. "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers 14-067/III, Tinbergen Institute.
    6. Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers halshs-00630036, HAL.
    7. Gabriela Dobrescu & Iva Petrova & Nazim Belhocine & Emanuele Baldacci, 2011. "Assessing Fiscal Stress," IMF Working Papers 11/100, International Monetary Fund.
    8. Janus, Thorsten & Riera-Crichton, Daniel, 2013. "International gross capital flows: New uses of balance of payments data and application to financial crises," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 16-28.
    9. Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM, 2011. "Modelling Financial Crises Mutation," LEO Working Papers / DR LEO 1238, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    10. Roy, Saktinil & Kemme, David M., 2012. "Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 270-294.
    11. Xavier De Scheemaekere & Kim Oosterlinck & Ariane Szafarz, 2012. "Addressing Economic Crises: The Reference-Class Problem," Working Papers CEB 12-024, ULB -- Universite Libre de Bruxelles.
    12. Candelon Bertrand & Ahmed Jameel & Straetmans Stefan, 2012. "Predicting and Capitalizing on Stock Market Bears in the U.S," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

  8. Christophe Hurlin & Christophe Pérignon, 2012. "Margin Backtesting," Working Papers halshs-00746274, HAL.

    Cited by:

    1. Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2012. "The Risk Map: A New Tool for Validating Risk Models," Working Papers halshs-00746273, HAL.
    2. Yannick Armenti & St\'ephane Cr\'epey, 2015. "Central Clearing Valuation Adjustment," Papers 1506.08595, arXiv.org, revised Apr 2016.
    3. Yannick Armenti & Stéphane Crépey, 2016. "Central Clearing Valuation Adjustment," Working Papers hal-01169169, HAL.
    4. Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2015. "CoMargin," Working Papers halshs-00979440, HAL.

  9. Christophe Hurlin & Elena Dumitrescu, 2012. "Testing for Granger Non-causality in Heterogeneous Panels," Working Papers halshs-00224434, HAL.

    Cited by:

    1. João Sousa Andrade & Marta Simões & Adelaide Duarte, 2013. "Despesa Pública em Educação e Saúde e Crescimento Económico: Um Contributo para o Debate sobre as Funções Sociais do Estado," GEMF Working Papers 2013-18, GEMF - Faculdade de Economia, Universidade de Coimbra.
    2. Andreas Dietrich, 2009. "Does Growth Cause Structural Change, or Is it the Other Way Round? A Dynamic Panel Data Analyses for Seven OECD Countries," Jena Economic Research Papers 2009-034, Friedrich-Schiller-University Jena.
    3. Il Houng Lee & Murtaza H Syed & Liu Xueyan, 2013. "China’s Path to Consumer-Based Growth; Reorienting Investment and Enhancing Efficiency," IMF Working Papers 13/83, International Monetary Fund.
    4. Eric S. Lin & Hamid E. Ali, 2009. "Military Spending and Inequality: Panel Granger Causality Test," Journal of Peace Research, Peace Research Institute Oslo, vol. 46(5), pages 671-685, September.
    5. David J. Maddison & Katrin Rehdanz, 2008. "Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels," Working Papers FNU-163, Research unit Sustainability and Global Change, Hamburg University, revised Jul 2008.
    6. Ekrame Boubtane & Dramane Coulibaly & Christophe Rault, 2013. "Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01297094, HAL.
    7. Jinzhao Chen & Thérèse Quang, 2012. "International Financial Integration and Economic Growth: New Evidence on Threshold Effects," PSE Working Papers halshs-00710139, HAL.
    8. McDonald Bruce D & Eger Robert J, 2010. "The Defense-Growth Relationship: An Economic Investigation into Post-Soviet States," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 16(1), pages 1-28, September.
    9. Yusuf, Shahid & Nabeshima, Kaoru & Wei Ha, 2007. "What makes cities healthy ?," Policy Research Working Paper Series 4107, The World Bank.
    10. Mathilde Aubry & Jean Bonnet & Patricia Renou-Maissant, 2014. "Cycle économique et comportement entrepreneurial sur données régionales françaises," Post-Print halshs-01116883, HAL.
    11. Erkan Erdil & I. Hakan Yetkiner, 2004. "A Panel Data Approach for Income-Health Causality," Working Papers FNU-47, Research unit Sustainability and Global Change, Hamburg University, revised Apr 2004.
    12. Md. Samsul Alam & Sudharshan Reddy Paramati & Muhammad Shahbaz & Mita Bhattacharya, 2015. "Dynamics of Natural Gas Consumption, Output and Trade: Empirical Evidence from the Emerging Economies," Monash Economics Working Papers 21-15, Monash University, Department of Economics.
    13. Magali Dauvin, 2014. "Energy prices and the real exchange rate of commodity-exporting countries," International Economics, CEPII research center, issue 137, pages 52-72.
    14. Yusuf Ekrem AKBAS, 2015. "Financial development and economic growth in emerging market: bootstrap panel causality analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(604), A), pages 171-186, Autumn.
    15. Al Iriani, Mahmoud A. & Trabelsi, Mohamed, 2016. "The economic impact of phasing out energy consumption subsidies in GCC countries," Journal of Economics and Business, Elsevier, vol. 87(C), pages 35-49.
    16. Yusuf Ekrem Akbas & Mehmet Senturk & Canan Sancar, 2013. "Testing for Causality between the Foreign Direct Investment, Current Account Deficit, GDP and Total Credit: Evidence from G7," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 791-812, December.
    17. Blaise Gnimassoun & Valérie Mignon, 2014. "How macroeconomic imbalances interact? Evidence from a panel VAR analysis," EconomiX Working Papers 2014-5, University of Paris West - Nanterre la Défense, EconomiX.
    18. International Monetary Fund., 2014. "Canada; Selected Issues," IMF Staff Country Reports 14/28, International Monetary Fund.
    19. Herrerias, M.J. & Joyeux, R. & Girardin, E., 2013. "Short- and long-run causality between energy consumption and economic growth: Evidence across regions in China," Applied Energy, Elsevier, vol. 112(C), pages 1483-1492.
    20. Carl Grekou, 2015. "Currency misalignments and economic growth: the foreign currency-denominated debt channel," EconomiX Working Papers 2015-23, University of Paris West - Nanterre la Défense, EconomiX.
    21. Bayar, Yilmaz, 2016. "Economic Freedom and Unemployment in Emerging Market Economies," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 11(1), pages 5-12, June.
    22. Bilgili, Faik & Ozturk, Ilhan, 2015. "Biomass energy and economic growth nexus in G7 countries: Evidence from dynamic panel data," Renewable and Sustainable Energy Reviews, Elsevier, vol. 49(C), pages 132-138.
    23. Arshia Amiri, 2016. "Impact of child health on economic growth: New evidence based on Granger non-causality tests," Economics Bulletin, AccessEcon, vol. 36(2), pages 1127-1137.
    24. Habib Nawaz Khan & Muhammad Arshad Khan & Radzuan B. Razli & Afz’a Binti Sahfie & Gulap Shehzada & Katrina Lane Krebs & Nasrin Sarvghad, 2016. "Health Care Expenditure and Economic Growth in SAARC Countries (1995–2012): A Panel Causality Analysis," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 11(3), pages 639-661, September.
    25. Kirsi Mukkala & Hannu Tervo, 2012. "Regional airports and regional growth: which way does the causality run?," ERSA conference papers ersa12p642, European Regional Science Association.
    26. Sekkat, Khalid, 2016. "Exchange rate misalignment and export diversification in developing countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 1-14.
    27. Paramati, Sudharshan Reddy & Ummalla, Mallesh & Apergis, Nicholas, 2016. "The effect of foreign direct investment and stock market growth on clean energy use across a panel of emerging market economies," Energy Economics, Elsevier, vol. 56(C), pages 29-41.
    28. Hannu Tervo, 2011. "Cities, hinterlands and agglomeration shadows: spatial developments in Finland over 1880-2004," ERSA conference papers ersa10p147, European Regional Science Association.
    29. Destek, Mehmet Akif, 2016. "Natural gas consumption and economic growth: Panel evidence from OECD countries," Energy, Elsevier, vol. 114(C), pages 1007-1015.
    30. Serap Bedir & Aylin Soydan, 2016. "Implications of FDI for Current Account Balance: A Panel Causality Analysis," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(2), pages 58-71.
    31. Hsien-Hung Kung & Jennifer C. H. Min, 2013. "Military Spending and Economic Growth Nexus in Sixteen Latin and South American Countries: A Bootstrap Panel Causality Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 171-185, December.
    32. Wilson, Ross, 2015. "Does Governance Cause Growth? Evidence from China," Working Papers 2015:14, Lund University, Department of Economics.
    33. Carl Grekou & Romain Perez, 2014. "Child Mortality in sub-Saharan Africa: Why Public Health Spending Matters," EconomiX Working Papers 2014-28, University of Paris West - Nanterre la Défense, EconomiX.
    34. Zhou, X. & Li, Kui-Wai, 2010. "Causality between Openness and Indigenous Factors among World Economies," MPRA Paper 36421, University Library of Munich, Germany.
    35. Biresselioglu, Mehmet Efe & Yelkenci, Tezer, 2016. "Scrutinizing the causality relationships between prices, production and consumption of fossil fuels: A panel data approach," Energy, Elsevier, vol. 102(C), pages 44-53.
    36. Sinan Esen & Feyyaz Zeren & Halil Şimdi, 2015. "CDS and Stock Market: Panel Evidence Under Cross-Section Dependency," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(1), pages 31-46.
    37. Christophe Hurlin & Baptiste Venet, 2008. "Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test," Working Papers halshs-00319995, HAL.
    38. Shahbaz, Muhammad & Nasreen, Samia & Abbas, Faisal & Anis, Omri, 2015. "Does foreign direct investment impede environmental quality in high-, middle-, and low-income countries?," Energy Economics, Elsevier, vol. 51(C), pages 275-287.
    39. Weichun Chen & Judith A. Clarke & Nilanjana Roy, 2014. "Health and wealth: Short panel Granger causality tests for developing countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 23(6), pages 755-784, September.
    40. Claudiu Tiberiu Albulescu & Daniel Goyeau & Cornel Oros, 2015. "On the Long Run Money-Prices Relationship in CEE Countries," Economic Research Guardian, Weissberg Publishing, vol. 5(1), pages 73-96, June.
    41. Unal Tongur & Adem Yavuz Elveren, 2013. "Deunionization and Pay Inequality in OECD Countries: A Panel Granger Causality Approach," ERC Working Papers 1306, ERC - Economic Research Center, Middle East Technical University, revised May 2013.
    42. Li, Kui-Wai & Zhou, Xianbo, 2008. "The Commutative Effect and Casuality of Openness and Indigenous Factors Among World Economies," MPRA Paper 35298, University Library of Munich, Germany.
    43. Abdulkarim K. Alhowaish, 2016. "Is Tourism Development a Sustainable Economic Growth Strategy in the Long Run? Evidence from GCC Countries," Sustainability, MDPI, Open Access Journal, vol. 8(7), pages 605, June.
    44. Hannu Tervo, 2009. "Centres and Peripheries in Finland: Granger Causality Tests Using Panel Data," Spatial Economic Analysis, Taylor & Francis Journals, vol. 4(4), pages 377-390.
    45. Dogan, Eyup & Seker, Fahri, 2016. "Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy," Renewable Energy, Elsevier, vol. 94(C), pages 429-439.
    46. Terraza Virginie & Toque Carole, 2008. "Funds Rating: The Predictive Power," LSF Research Working Paper Series 08-08, Luxembourg School of Finance, University of Luxembourg.
    47. Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
    48. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2014. "The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test," Working Papers 201431, University of Pretoria, Department of Economics.
    49. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta, 2014. "Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test," Working Papers 201443, University of Pretoria, Department of Economics.
    50. Greenidge, Kevin & Drakes, Lisa & Craigwell, Roland, 2011. "A Note on Causality between Debt and Sovereign Credit Ratings using Panel Tests," MPRA Paper 40931, University Library of Munich, Germany.
    51. Genesove, David & Hansen, James, 2016. "The Role of Auctions and Negotiation in Housing Prices," CEPR Discussion Papers 11392, C.E.P.R. Discussion Papers.
    52. Heike Grimm & Johannes Jaenicke, 2015. "Testing the causal relationship between academic patenting and scientific publishing in Germany: Crowding-out or reinforcement?," The Journal of Technology Transfer, Springer, vol. 40(3), pages 512-535, June.
    53. Muhammad, Shahbaz & Tiwari, Aviral Kumar & Khan, Saleheen, 2012. "Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests," MPRA Paper 41607, University Library of Munich, Germany, revised 27 Sep 2012.
    54. Tomáš Evan & Ilya Bolotov, 2014. "The Weak Relation between Foreign Direct Investment and Corruption: A Theoretical and Econometric Study," Prague Economic Papers, University of Economics, Prague, vol. 2014(4), pages 474-492.
    55. Liddle, Brantley & Lung, Sidney, 2013. "The long-run causal relationship between transport energy consumption and GDP: Evidence from heterogeneous panel methods robust to cross-sectional dependence," Economics Letters, Elsevier, vol. 121(3), pages 524-527.
    56. Chen, Sen-Sung & Cheng, Shu-Ching & Pan, Guochen & Wu, Tsung-Pao, 2013. "The relationship between globalization and insurance activities: A panel data analysis," Japan and the World Economy, Elsevier, vol. 28(C), pages 151-157.
    57. Lauren Stagnol, 2015. "Designing a corporate bond index on solvency criteria," EconomiX Working Papers 2015-39, University of Paris West - Nanterre la Défense, EconomiX.
    58. Anna Laura Baraldi & Claudia Cantabene & Giulio Perani, 2014. "Reverse causality in the R&D-patents relationship: an interpretation of the innovation persistence," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 23(3), pages 304-326, April.
    59. Salahuddin, Mohammad & Alam, Khorshed & Ozturk, Ilhan, 2016. "The effects of Internet usage and economic growth on CO2 emissions in OECD countries: A panel investigation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 62(C), pages 1226-1235.
    60. Law, Siong Hook & Lim, Thong Cheen & Ismail, Normaz Wana, 2013. "Institutions and economic development: A Granger causality analysis of panel data evidence," Economic Systems, Elsevier, vol. 37(4), pages 610-624.
    61. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta, 2016. "The Causal Relationship Between Happiness and Smoking: A Bootstrap Panel Causality Test," Journal of Happiness Studies, Springer, vol. 17(3), pages 1327-1336, June.
    62. Lukasz Marc, 2014. "The Causal Links between Aid and Government Expenditures," Tinbergen Institute Discussion Papers 14-012/V, Tinbergen Institute.
    63. Ahmed, Khalid & Shahbaz, Muhammad & Kyophilavong, Phouphet, 2016. "Revisiting the emissions-energy-trade nexus: Evidence from the newly industrializing," MPRA Paper 68680, University Library of Munich, Germany, revised 05 Jan 2016.
    64. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
    65. Bhattacharya, Mita & Paramati, Sudharshan Reddy & Ozturk, Ilhan & Bhattacharya, Sankar, 2016. "The effect of renewable energy consumption on economic growth: Evidence from top 38 countries," Applied Energy, Elsevier, vol. 162(C), pages 733-741.
    66. Serap Coban, 2015. "Does the Financial Development Spur Export Performance? Evidence from Turkish Firm-Level Data," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 434-440.
    67. Wolde-Rufael, Yemane, 2014. "Electricity consumption and economic growth in transition countries: A revisit using bootstrap panel Granger causality analysis," Energy Economics, Elsevier, vol. 44(C), pages 325-330.
    68. Liddle, Brantley & Messinis, George, 2013. "Which comes first—urbanization or economic growth? Evidence from heterogeneous panel causality tests," MPRA Paper 53983, University Library of Munich, Germany.
    69. Jie Zhang & Jianhua Wang & Aiyong Zhu, 2012. "The relationship between real estate investment and economic growth in China: a threshold effect," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(1), pages 123-134, February.
    70. Ricardo Bebczuk & Tamara Burdisso & Jorge Carrera & Máximo Sangiácomo, 2011. "A New Look into Credit Procyclicality: International Panel Evidence," BCRA Working Paper Series 201155, Central Bank of Argentina, Economic Research Department.
    71. Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer, 2016. "A closer insight into the causality between short selling trades and volatility," Finance Research Letters, Elsevier, vol. 17(C), pages 48-54.
    72. Mathilde Aubry & Jean Bonnet & Patricia Renou-Maissant, 2015. "Entrepreneurship and the business cycle: the “Schumpeter” effect versus the “refugee” effect—a French appraisal based on regional data," Post-Print halshs-01101962, HAL.
    73. Jacobo Campo Robledo & Henry Antonio Mendoza Tolosa, 2014. "Gasto Público y Crecimiento Económico regional en Colombia (1984 - 2012)," DOCUMENTOS DE TRABAJO UCATOLICA 012425, UNIVERSIDAD CATOLICA DE COLOMBIA.
    74. Wilson, Ross, 2016. "Does Governance Cause Growth? Evidence from China," World Development, Elsevier, vol. 79(C), pages 138-151.
    75. Franco Fiordelisi & David Marques & Phil Molyneux, 2009. "Efficiency and Risk-Taking in European Banking," Working Papers 09004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    76. Galariotis, Emilios & Giouvris, Evangelos, 2015. "On the stock market liquidity and the business cycle: A multi country approach," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 44-69.
    77. Munshi Naser Ibne Afzal & Munshi Naser Ibne Afzal & Jeff Gow & Jeff Gow, 2016. "Electricity Consumption and Information and Communication Technology in the Next Eleven Emerging Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 381-388.
    78. Gui-Diby, Steve Loris & Renard, Mary-Françoise, 2015. "Foreign Direct Investment Inflows and the Industrialization of African Countries," World Development, Elsevier, vol. 74(C), pages 43-57.
    79. Danny Cassimon & Marin Ferry & Marc Raffinot & Bjorn Van Campenhout, 2013. "Dynamic fiscal impact of the debt relief initiatives on african heavily indebted poor countries (HIPCs)," Working Papers DT/2013/01, DIAL (Développement, Institutions et Mondialisation).
    80. Coffinet, Jérôme & Coudert, Virginie & Pop, Adrian & Pouvelle, Cyril, 2012. "Two-way interplays between capital buffers and credit growth: Evidence from French banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1110-1125.
    81. Solarin, Sakiru Adebola & Ozturk, Ilhan, 2016. "The relationship between natural gas consumption and economic growth in OPEC members," Renewable and Sustainable Energy Reviews, Elsevier, vol. 58(C), pages 1348-1356.
    82. Cavallari, Lilia & D'Addona, Stefano, 2013. "Trade margins and exchange rate regimes: new evidence from a panel VAR," MPRA Paper 51585, University Library of Munich, Germany.
    83. Juan Federico & Joan-Lluis Capelleras, 2015. "The heterogeneous dynamics between growth and profits: the case of young firms," Small Business Economics, Springer, vol. 44(2), pages 231-253, February.
    84. Boubtane, Ekrame & Coulibaly, Dramane & Rault, Christophe, 2011. "Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries," IZA Discussion Papers 5853, Institute for the Study of Labor (IZA).
    85. Ming Zhong & Tsangyao Chang & Samrat Goswami & Rangan Gupta, 2014. "The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test," Working Papers 201449, University of Pretoria, Department of Economics.
    86. Menard, Audrey-Rose & Weill, Laurent, 2016. "Understanding the link between aid and corruption: A causality analysis," Economic Systems, Elsevier, vol. 40(2), pages 260-272.
    87. Tani, Massimiliano & Joyeux, Roselyne, 2013. "Do Business Visits Cause Productivity Growth?," IZA Discussion Papers 7827, Institute for the Study of Labor (IZA).
    88. Dogan, Eyup & Sebri, Maamar & Turkekul, Berna, 2016. "Exploring the relationship between agricultural electricity consumption and output: New evidence from Turkish regional data," Energy Policy, Elsevier, vol. 95(C), pages 370-377.
    89. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta & Tsangyao Chang, 2013. "The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas," Working Papers 201349, University of Pretoria, Department of Economics.
    90. Marc Raffinot & Baptiste Venet, 2013. "Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market?," Working Papers DT/2013/03, DIAL (Développement, Institutions et Mondialisation).
    91. Mathilde Aubry & Jean Bonnet & Patricia Renou-Maissant, 2013. "Business cycle and entrepreneurial behavior using French regional data," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201304, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
    92. Feyza BALAN & Seda OZEKICIOGLU & Cuneyt KILIC, 2016. "Determining the causal relationships among entrepreneurship, educational attainment and per capita GDP in high-income OECD countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 243-256, Autumn.
    93. Ingianni, Andrea, 2012. "Intra-European Union trade openness and new members’ output convergence: A time-series analysis," Economics Discussion Papers 2012-5, School of Economics, Kingston University London.
    94. Somesh K. Mathur & Rahul Arora & Ishita Ghoshal & Sarbjit Singh, 2016. "Domestic Energy Consumption and Country’s Income Growth: A Quantitative Analysis of Developing and Developed Countries Using Panel Causality, Panel VECM, Panel Cointegration and SURE," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 87-116, June.
    95. Chang, Tsangyao & Cheng, Shu-Ching & Pan, Guochen & Wu, Tsung-pao, 2013. "Does globalization affect the insurance markets? Bootstrap panel Granger causality test," Economic Modelling, Elsevier, vol. 33(C), pages 254-260.
    96. Serap Bedir & Vildan Merve Yilmaz, 2016. "CO2 emissions and human development in OECD countries: granger causality analysis with a panel data approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(1), pages 97-110, April.
    97. Furuoka, Fumitaka, 2015. "Financial development and energy consumption: Evidence from a heterogeneous panel of Asian countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 430-444.
    98. Hatemi-J, Abdulnasser, 2011. "Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia," MPRA Paper 55527, University Library of Munich, Germany.
    99. Herzer, Dierk & Nunnenkamp, Peter, 2014. "Income inequality and health: Evidence from developed and developing countries," Economics Discussion Papers 2014-45, Kiel Institute for the World Economy (IfW).
    100. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2016. "The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test," Working papers 2016-17, University of Connecticut, Department of Economics.
    101. Cavallari, Lilia & D׳Addona, Stefano, 2015. "Exchange rates as shock absorbers: The role of export margins," Research in Economics, Elsevier, vol. 69(4), pages 582-602.
    102. Hüseyin Sen & Ayse Kaya & Baris Alpaslan, 2015. "Education, Health, and Economic Growth Nexus: A Bootstrap Panel Granger Causality Analysis for Developing Countries," The School of Economics Discussion Paper Series 1502, Economics, The University of Manchester.
    103. Ceyhun Can OZCAN, 2016. "International trade and tourism for Mediterranean countries: A panel causality analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(606), S), pages 203-212, Spring.
    104. Candelon, Bertrand & Joëts, Marc & Tokpavi, Sessi, 2013. "Testing for Granger causality in distribution tails: An application to oil markets integration," Economic Modelling, Elsevier, vol. 31(C), pages 276-285.
    105. Coulibaly, Dramane, 2015. "Remittances and financial development in Sub-Saharan African countries: A system approach," Economic Modelling, Elsevier, vol. 45(C), pages 249-258.
    106. Nebiye Yamak & Sinem Kocak & Fatma Kolcu, 2016. "Causal Relationship Between Relative Price Variability and Inflation in Turkey:Evidence from Panel Data," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 19(60), pages 183-198, June.
    107. Edoardo Gaffeo & Ronny Mazzocchi, 2014. "Competition in the banking sector and economic growth: panel-based international evidence," DEM Discussion Papers 2014/02, Department of Economics and Management.
    108. Rafik Abdesselam & Jean Bonnet & Patricia Renou-Maissant, 2013. "Typology of the French regional development: revealing the refugee/Schumpeter effects in new-firms startups," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201333, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
    109. Singh, Sunny & Bhattacharya, Kaushik, 2015. "Does easy availability of cash effect corruption? Evidence from panel of countries," MPRA Paper 65934, University Library of Munich, Germany.
    110. Roland Craigwell & Allan Wright, 2011. "Foreign direct investment and corruption in developing economies: Evidence from linear and non-linear panel Granger causality tests," Economics Bulletin, AccessEcon, vol. 31(3), pages 2272-2283.
    111. Kumar, Saten, 2015. "Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 1-17.
    112. Elbahnasawy, Nasr G., 2014. "E-Government, Internet Adoption, and Corruption: An Empirical Investigation," World Development, Elsevier, vol. 57(C), pages 114-126.
    113. Colombo, Emilio & Onnis, Luisanna & Tirelli, Patrizio, 2016. "Shadow economies at times of banking crises: Empirics and theory," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 180-190.
    114. Fernández-Leiceaga, Xoaquin & Lago-Peñas, Santiago & Álvarez-Corbacho, Xoaquín, 2013. "El Fondo de Compensación Interterritorial: Análisis y propuestas de reforma
      [The Spanish Inter-Territorial Compensation Fund: Analysis and reform proposals]
      ," MPRA Paper 51107, University Library of Munich, Germany.
    115. Stolbov, Mikhail, 2015. "Causality between credit depth and economic growth: Evidence from 24 OECD countries," BOFIT Discussion Papers 15/2015, Bank of Finland, Institute for Economies in Transition.
    116. Gabriel Gomes, 2014. "Is the oil currency – oil price nexus affected by dollar swings?," EconomiX Working Papers 2014-53, University of Paris West - Nanterre la Défense, EconomiX.
    117. Edward M Feasel & Nobuyuki Kanazawa, 2013. "Sentiment toward Trading Partners and International Trade," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(3), pages 309-327.
    118. Saša Obradović & Nemanja Lojanica & Olivera Janković, 2016. "In the context of growing regional disparities which exist both in developed and developing countries, the primary goal of this paper is to examine the influence of total economic activities on region," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 34(1), pages 161-186.
    119. Othman, Arshad Nuval & Masih, Mansur, 2015. "Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques," MPRA Paper 65224, University Library of Munich, Germany.
    120. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016. "Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis," Open Economies Review, Springer, vol. 27(2), pages 293-302, April.
    121. Erkan Erdil & I. Hakan Yetkiner, 2009. "The Granger-causality between health care expenditure and output: a panel data approach," Applied Economics, Taylor & Francis Journals, vol. 41(4), pages 511-518.
    122. Guo, Liang, 2016. "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 309-334.
    123. Mathur Somesh K. & Aggarwal Kanak & Sahu Sohini & G. Thorat Ishita, 2016. "Does Domestic Energy Consumption Affect GDP of a Country? A Panel Data Study," Global Economy Journal, De Gruyter, vol. 16(2), pages 229-273, June.

  10. Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Working Papers halshs-00671658, HAL.

    Cited by:

    1. Ana-Maria Fuertes & Jose Olmo, 2016. "On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 9(3), pages 10, September.
    2. Christophe Boucher & Jón Daníelsson & Patrick Kouontchou & Bertrand Maillet, 2014. "Risk model-at-risk," Post-Print hal-01370130, HAL.
    3. Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik, 2014. "A new set of improved Value-at-Risk backtests," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 29-41.
    4. Manuela Braione & Nicolas K. Scholtes, 2016. "Forecasting Value-at-Risk under Different Distributional Assumptions," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 3, January.
    5. Rachida Hennani, 2015. "Can the Lasota(1977)’s model compete with the Mackey-Glass(1977)’s model in nonlinear modelling of financial time series?," Working Papers 15-09, LAMETA, Universtiy of Montpellier, revised Jun 2015.
    6. Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel, 2016. "Evaluating Value-at-Risk forecasts: A new set of multivariate backtests," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 121-132.

  11. Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2012. "The Risk Map: A New Tool for Validating Risk Models," Working Papers halshs-00746273, HAL.

    Cited by:

    1. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
    2. Christophe Boucher & Jón Daníelsson & Patrick Kouontchou & Bertrand Maillet, 2014. "Risk model-at-risk," Post-Print hal-01370130, HAL.
    3. Hamid, Alain & Heiden, Moritz, 2015. "Forecasting volatility with empirical similarity and Google Trends," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 62-81.
    4. Sharif Mozumder & Arafatur Rahman, 2016. "Market Risk Of Investment In Us Subprime Crisis: Comparison Of A Pure Diffusion And A Pure Jump Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 1650013-01 .
    5. Tsukahara, Fábio Yasuhiro & Kimura, Herbert & Sobreiro, Vinicius Amorim & Zambrano, Juan Carlos Arismendi, 2016. "Validation of default probability models: A stress testing approach," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 70-85.
    6. Sylvain Benoit & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2013. "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers halshs-00746272, HAL.

  12. Elena-Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2011. "Testing interval forecasts: a GMM-based approach," Working Papers halshs-00618467, HAL.

    Cited by:

    1. Li, Yushu & Andersson, Jonas, 2014. "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers 2014/12, Department of Business and Management Science, Norwegian School of Economics.
    2. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.

  13. Candelon Bertrand & Hurlin Christophe & Tokpavi Sessi, 2011. "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2013. "Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach," EconomiX Working Papers 2013-28, University of Paris West - Nanterre la Défense, EconomiX.
    2. Bertrand Maillet & Sessi Tokpavi & Benoit Vaucher, 2015. "Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach," Post-Print hal-01243408, HAL.
    3. Xing, Xin & Hu, Jinjin & Yang, Yaning, 2014. "Robust minimum variance portfolio with L-infinity constraints," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 107-117.

  14. Candelon Bertrand & Dumitrescu Elena-Ivona & Hurlin Christophe, 2010. "How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods," Research Memorandum 046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Pablo Hernández de Cos & Enrique Moral-Benito & Gerrit B. Koester & Christiane Nickel, 2014. "Signalling fiscal stress in the euro area: A country-specific early warning system," Working Papers 1418, Banco de España;Working Papers Homepage.
    2. Ari, Ali, 2012. "Early warning systems for currency crises: The Turkish case," Economic Systems, Elsevier, vol. 36(3), pages 391-410.
    3. Mohammad Karimi & Marcel-Cristian Voia, 2011. "Empirics of Currency Crises: A Duration Analysis Approach," Carleton Economic Papers 11-11, Carleton University, Department of Economics.
    4. Li, Haixi, 2012. "An Optimal Design of Early Warning Systems: A Bayesian Quickest Change Detection Approach," MPRA Paper 37302, University Library of Munich, Germany.

  15. Candelon Bertrand & Dumitrescu Elena-Ivona & Hurlin Christophe, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Freitag L., 2014. "Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis," Research Memorandum 038, Maastricht University, Graduate School of Business and Economics (GSBE).
    2. Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers halshs-00630036, HAL.
    3. Freitag L., 2014. "Procyclicality and path dependence of sovereign credit ratings: The example of Europe," Research Memorandum 020, Maastricht University, Graduate School of Business and Economics (GSBE).
    4. Adrian Pagan, 2013. "Patterns and Their Uses," NCER Working Paper Series 96, National Centre for Econometric Research.
    5. Li, Haixi, 2012. "An Optimal Design of Early Warning Systems: A Bayesian Quickest Change Detection Approach," MPRA Paper 37302, University Library of Munich, Germany.
    6. Dogus Emin & Aysegul Aytac, 2016. "The challenge of predicting currency crises: how do definition and probability threshold choice make a difference?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 195-213, August.
    7. Anna Pestova, 2015. "Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia," HSE Working papers WP BRP 94/EC/2015, National Research University Higher School of Economics.
    8. Maixé-Altés, J. Carles & Iglesias, Emma M., 2015. "Banking, Currency, Stock Market and Debt Crises: Revisiting Reinhart & Rogoff Debt Analysis in Spain, 1850-1995," MPRA Paper 68199, University Library of Munich, Germany.
    9. Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM, 2011. "Modelling Financial Crises Mutation," LEO Working Papers / DR LEO 1238, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

  16. Candelon Bertrand & Colletaz Gilbert & Hurlin Christophe, 2009. "Network Effects and Infrastructure Productivity in Developing Countries," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Hu, Zongyi & Tang, Liwei, 2013. "Exploring the relation between urbanization and residential CO2 emissions in China: a PTR approach," MPRA Paper 55379, University Library of Munich, Germany.
    2. Pierre-Richard Agénor & Devrim Yilmaz, 2012. "Simple Dynamics of Public Debt with Productive Public Goods," Centre for Growth and Business Cycle Research Discussion Paper Series 165, Economics, The Univeristy of Manchester.
    3. Emilio Congregado & Antonio Golpe & André Stel, 2014. "The role of scale economies in determining firm size in modern economies," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(2), pages 431-455, March.

  17. Julien Fouquau & Ghislaine Destais & Christophe Hurlin, 2009. "Energy demand models: a threshold panel specification of the 'Kuznets curve'," Post-Print halshs-00439387, HAL.

    Cited by:

    1. Yu Hao & Yi-Ming Wei, 2014. "When does the turning point in China's CO2 emissions occur? Results based on the Green Solow Model," CEEP-BIT Working Papers 73, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    2. Duarte, Rosa & Pinilla, Vicente & Serrano, Ana, 2013. "Is there an environmental Kuznets curve for water use? A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 31(C), pages 518-527.
    3. Ahamada, Ibrahim & Coulibaly, Dramane, 2011. "How does financial development influence the impact of remittances on growth volatility?," Economic Modelling, Elsevier, vol. 28(6), pages 2748-2760.
    4. Wang, Yu Shan, 2013. "Oil price effects on personal consumption expenditures," Energy Economics, Elsevier, vol. 36(C), pages 198-204.
    5. Lee, Chien-Chiang & Chiu, Yi-Bin, 2013. "Modeling OECD energy demand: An international panel smooth transition error-correction model," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 372-383.
    6. Lena Dräger & Jan-Oliver Menz & Ulrich Fritsche, 2011. "Perceived Inflation under Loss Aversion," Macroeconomics and Finance Series 201105, Hamburg University, Department Wirtschaft und Politik.
    7. Roula Inglesi-Lotz & Jessika Bohlmann, 2014. "Environmental Kuznets curve in South Africa: To confirm or not to confirm?," EcoMod2014 6378, EcoMod.

  18. Christophe Hurlin & Baptiste Venet, 2008. "Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test," Working Papers halshs-00319995, HAL.

    Cited by:

    1. Gunther Schnabl & Stephan Freitag, 2012. "Determinants of Global and Intra-European Imbalances," Global Financial Markets Working Paper Series 25-2011, Friedrich-Schiller-University Jena.
    2. Baraldi, Anna Laura & Cantabene, Claudia & Perani, Giulio, 2013. "Reverse causality in the R&D – patents relationship: an interpretation of the innovation persistence," MPRA Paper 47684, University Library of Munich, Germany.
    3. Leyla Yusifzada & Aytan Mammadova, 2015. "Financial intermediation and economic growth," William Davidson Institute Working Papers Series wp1091, William Davidson Institute at the University of Michigan.
    4. Marcelo P. Dabós & Ernesto Gantman, 2010. "The Fading Link? A New Empirical Analysis of the Relationship Between Financial Development and Economic Growth," Working Papers 2010-013, Becker Friedman Institute for Research In Economics.
    5. Schnabl, Gunther & Freitag, Stephan, 2010. "Reverse causality in global current accounts," Working Paper Series 1208, European Central Bank.
    6. Danny Cassimon & Marin Ferry & Marc Raffinot & Bjorn Van Campenhout, 2013. "Dynamic fiscal impact of the debt relief initiatives on african heavily indebted poor countries (HIPCs)," Working Papers DT/2013/01, DIAL (Développement, Institutions et Mondialisation).
    7. Cândida Ferreira, 2013. "Bank market concentration and bank efficiency in the European Union: a panel Granger causality approach," International Economics and Economic Policy, Springer, vol. 10(3), pages 365-391, September.
    8. Sahoo, Pravakar & Dash, Ranjan Kumar, 2013. "Financial sector development and domestic savings in South Asia," Economic Modelling, Elsevier, vol. 33(C), pages 388-397.
    9. Hongfeng Peng & Xiaoyu Tan & Yanli Li & Liqin Hu, 2016. "Economic Growth, Foreign Direct Investment and CO 2 Emissions in China: A Panel Granger Causality Analysis," Sustainability, MDPI, Open Access Journal, vol. 8(3), pages 233, March.
    10. Cândida Ferreira, 2012. "Bank market concentration and efficiency in the European Union: a panel granger causality approach," Working Papers Department of Economics 2012/03, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
    11. Ricardo Bebczuk & Tamara Burdisso & Jorge Carrera & Máximo Sangiácomo, 2011. "A New Look into Credit Procyclicality: International Panel Evidence," BCRA Working Paper Series 201155, Central Bank of Argentina, Economic Research Department.
    12. Marc Raffinot & Baptiste Venet, 2013. "Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market?," Working Papers DT/2013/03, DIAL (Développement, Institutions et Mondialisation).
    13. Tani, Massimiliano & Joyeux, Roselyne, 2013. "Do Business Visits Cause Productivity Growth?," IZA Discussion Papers 7827, Institute for the Study of Labor (IZA).
    14. Juan Federico & Joan-Lluis Capelleras, 2015. "The heterogeneous dynamics between growth and profits: the case of young firms," Small Business Economics, Springer, vol. 44(2), pages 231-253, February.
    15. Cândida Ferreira, 2013. "Bank performance and economic growth: evidence from Granger panel causality estimations," Working Papers Department of Economics 2013/21, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
    16. Jye-Shyan Wang & Chih-Fu Cheng & Wen-Jhan Jane, 2014. "Buying success or redistributing payment: bidirectional causality in Korean Professional Baseball League," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 247-260, December.
    17. Weichun Chen & Judith A. Clarke & Nilanjana Roy, 2014. "Health and wealth: Short panel Granger causality tests for developing countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 23(6), pages 755-784, September.
    18. Ilir MITEZA, 2012. "Fiscal Deficits, Current Deficits and Investment: A Panel Causality Framework of 20 OECD countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1), pages -.
    19. Nabi, Mahmoud Sami & Suliman, Mohamed Osman, 2008. "The Institutional Environment and the Banking - Growth Nexus: Theory and Investigation for MENA," MPRA Paper 11854, University Library of Munich, Germany.
    20. I-Chun Tsai & Chien-Wen Peng, 2012. "A panel data analysis for housing affordability in Taiwan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(2), pages 335-350, April.
    21. Alimi, R. Santos, 2014. "DOLS Cointegration Vector Estimation of the Effect of Inflation and Financial Deepening on Output Growth in Nigeria," MPRA Paper 57182, University Library of Munich, Germany.
    22. Jochen Hartwig, 2008. "Has health capital formation cured ‘Baumol’s Disease’? – Panel Granger causality evidence for OECD countries," KOF Working papers 08-206, KOF Swiss Economic Institute, ETH Zurich.
    23. Gunther Schnabl & Stephan Freitag, 2012. "Reverse Causality in Global and Intra-European Imbalances," Review of International Economics, Wiley Blackwell, vol. 20(4), pages 674-690, 09.

  19. B. Moreno-Dodson & Christophe Hurlin, 2008. "Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries," Post-Print halshs-00364785, HAL.

    Cited by:

    1. Blanca Moreno-Dodson & Nihal Bayraktar, 2011. "How Public Spending Can Help You Grow : An Empirical Analysis for Developing Countries," World Bank Other Operational Studies 10107, The World Bank.
    2. Abebe Alebachew & Getnet Alemu, 2010. "The Amhara Regional Report : Public Finance Review," World Bank Other Operational Studies 12339, The World Bank.
    3. Emmanuel Pinto Moreira, 2009. "Linking Fiscal Policy and Growth in PER Reports : An Operational Framework for Low-Income Countries," World Bank Other Operational Studies 11125, The World Bank.
    4. Chekol Kidane & Getnet Alemu, 2010. "Benishangul-Gumuz Regional State : Public Finance Review," World Bank Other Operational Studies 12340, The World Bank.

  20. F. ARESTOFF & Christophe HURLIN, 2008. "Estimates of Government Net Capital Stocks for 26 Developing Countries," LEO Working Papers / DR LEO 562, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

    Cited by:

    1. Gelb, Alan & Tordo, Silvana & Halland, Havard & Arfaa, Noora & Smith, Gregory, 2014. "Sovereign wealth funds and long-term development finance : risks and opportunities," Policy Research Working Paper Series 6776, The World Bank.
    2. International Monetary Fund., 2013. "Republic of Kazakhstan; Selected Issues," IMF Staff Country Reports 13/291, International Monetary Fund.
    3. Corinne C Delechat & John W Clark JR & Pranav Gupta & Malangu Kabedi-Mbuyi & Mesmin Koulet-Vickot & Carla Macario & Toomas Orav & Manuel Rosales Torres & Rene Tapsoba & Dmitry Zhdankin & Susan Yang, 2015. "Harnessing Resource Wealth for Inclusive Growth in Fragile States," IMF Working Papers 15/25, International Monetary Fund.

  21. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.

    Cited by:

    1. Elena Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2013. "Testing Interval Forecasts: a GMM-Based Approach," Post-Print hal-01385898, HAL.
    2. Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012. "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Documentos de Trabajo del ICAE 2012-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    3. Brechmann Eike Christain & Czado Claudia, 2013. "Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 307-342, December.
    4. Christophe Boucher & Jón Daníelsson & Patrick Kouontchou & Bertrand Maillet, 2014. "Risk model-at-risk," Post-Print hal-01370130, HAL.
    5. El Bouhadi, Abdelhamid & Achibane, Khalid, 2009. "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper 19482, University Library of Munich, Germany.
    6. Zhang, Bangzheng & Wei, Yu & Yu, Jiang & Lai, Xiaodong & Peng, Zhenfeng, 2014. "Forecasting VaR and ES of stock index portfolio: A Vine copula method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 112-124.
    7. Manabu Asai, 2013. "Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(5), pages 469-480, 08.
    8. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
    9. Bontemps, Christian, 2013. "Moment-Based Tests for Discrete Distributions," IDEI Working Papers 772, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2014.
    10. Evers, Corinna & Rohde, Johannes, 2014. "Model Risk in Backtesting Risk Measures," Hannover Economic Papers (HEP) dp-529, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    11. Hamid, Alain & Heiden, Moritz, 2015. "Forecasting volatility with empirical similarity and Google Trends," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 62-81.
    12. Krämer, Walter & Wied, Dominik, 2015. "A simple and focused backtest of value at risk," Economics Letters, Elsevier, vol. 137(C), pages 29-31.
    13. Ana-Maria Fuertes & Jose Olmo, 2016. "On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 9(3), pages 10, September.
    14. Ludwig, Alexander, 2014. "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 125-146.
    15. Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik, 2014. "A new set of improved Value-at-Risk backtests," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 29-41.
    16. Bontemps, Christian, 2014. "Simple moment-based tests for value-at-risk models and discrete distribution," TSE Working Papers 14-535, Toulouse School of Economics (TSE).
    17. Shelton Peiris & Manabu Asai & Michael McAleer, 2016. "Estimating and forecasting generalized fractional Long memory stochastic volatility models," Documentos de Trabajo del ICAE 2016-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    18. Candelon, Bertrand & Joëts, Marc & Tokpavi, Sessi, 2013. "Testing for Granger causality in distribution tails: An application to oil markets integration," Economic Modelling, Elsevier, vol. 31(C), pages 276-285.
    19. Metiu, Norbert, 2012. "Sovereign risk contagion in the Eurozone," Economics Letters, Elsevier, vol. 117(1), pages 35-38.
    20. Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Finance, Presses universitaires de Grenoble, vol. 33(1), pages 79-112.
    21. Koliai, Lyes, 2016. "Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 1-22.
    22. Elena-Ivona DUMITRESCU & Christophe HURLIN & Jaouad MADKOUR, 2011. "Testing Interval Forecasts: A New GMM-based Test," LEO Working Papers / DR LEO 1549, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    23. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
    24. Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov, 2016. "The new hybrid value at risk approach based on the extreme value theory," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 29-52, June.
    25. Ludwig, Alexander, 2013. "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics 02/13, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
    26. Liu, Shouwei & Tse, Yiu-Kuen, 2015. "Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach," Journal of Econometrics, Elsevier, vol. 189(2), pages 437-446.
    27. Asai, M. & McAleer, M.J. & Medeiros, M.C., 2010. "Asymmetry and Long Memory in Volatility Modelling," Econometric Institute Research Papers EI 2010-60, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    28. Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2013. "High-Frequency Risk Measures," Working Papers halshs-00859456, HAL.
    29. Bertrand Candelon & Marc Joëts & Sessi Tokpavi, 2012. "Testing for crude oil markets globalization during extreme price movements," Post-Print hal-01386081, HAL.
    30. Thor Pajhede, 2015. "Backtesting Value-at-Risk: A Generalized Markov Framework," Discussion Papers 15-18, University of Copenhagen. Department of Economics.
    31. Araújo Santos, P. & Fraga Alves, M.I., 2012. "A new class of independence tests for interval forecasts evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3366-3380.
    32. Elena-Ivona DUMITRESCU, 2011. "Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests," LEO Working Papers / DR LEO 262, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    33. Rachida Hennani, 2015. "Can the Lasota(1977)’s model compete with the Mackey-Glass(1977)’s model in nonlinear modelling of financial time series?," Working Papers 15-09, LAMETA, Universtiy of Montpellier, revised Jun 2015.
    34. Christophe Hurlin & Christophe Pérignon, 2012. "Margin Backtesting," Working Papers halshs-00746274, HAL.
    35. Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel, 2016. "Evaluating Value-at-Risk forecasts: A new set of multivariate backtests," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 121-132.
    36. Leccadito, Arturo & Boffelli, Simona & Urga, Giovanni, 2014. "Evaluating the accuracy of value-at-risk forecasts: New multilevel tests," International Journal of Forecasting, Elsevier, vol. 30(2), pages 206-216.

  22. Christophe Hurlin, 2007. "Testing Granger Non-Causality in Heterogeneous Panel Data Models," Post-Print halshs-00268218, HAL.

    Cited by:

    1. Francesco Bosello & Shouro Dasgupta, 2015. "Development, Climate Change Adaptation, and Maladaptation: Some Econometric Evidence," Working Papers 2015.97, Fondazione Eni Enrico Mattei.
    2. David Maddison & Katrin Rehdanz, 2008. "Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels," Kiel Working Papers 1437, Kiel Institute for the World Economy.
    3. Arshia Amiri, 2016. "Impact of child health on economic growth: New evidence based on Granger non-causality tests," Economics Bulletin, AccessEcon, vol. 36(2), pages 1127-1137.
    4. Zhou, X. & Li, Kui-Wai, 2010. "Causality between Openness and Indigenous Factors among World Economies," MPRA Paper 36421, University Library of Munich, Germany.
    5. Li, Kui-Wai & Zhou, Xianbo, 2008. "The Commutative Effect and Casuality of Openness and Indigenous Factors Among World Economies," MPRA Paper 35298, University Library of Munich, Germany.

  23. Christophe HURLIN, 2007. "Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients," LEO Working Papers / DR LEO 1547, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

    Cited by:

    1. Tomáš Evan & Ilya Bolotov, 2014. "The Weak Relation between Foreign Direct Investment and Corruption: A Theoretical and Econometric Study," Prague Economic Papers, University of Economics, Prague, vol. 2014(4), pages 474-492.
    2. Arshia Amiri & Ulf-g Gerdtham & Bruno Ventelou, 2012. "HIV/AIDS-GDP Nexus? Evidence from panel-data for African countries," Economics Bulletin, AccessEcon, vol. 32(1), pages 1060-1067.
    3. Shu-Chen Chang & Teng-Yu Chang, 2012. "Threshold Effects of Economic Growth on Air Pollution under Regimes of Corruption," Economics Bulletin, AccessEcon, vol. 32(1), pages 1046-1059.
    4. Daniel Koshiyama & Denilson Alencastro & Adelar Fochezatto, "undated". "International Trade and Economic Growth in Latin America: a Granger Causality Analysis with Panel Data," EcoMod2007 23900046, EcoMod.
    5. Danny Cassimon & Marin Ferry & Marc Raffinot & Bjorn Van Campenhout, 2013. "Dynamic fiscal impact of the debt relief initiatives on african heavily indebted poor countries (HIPCs)," Working Papers DT/2013/01, DIAL (Développement, Institutions et Mondialisation).
    6. Mehmet Aldonat Beyzatlar & Müge Karacal & Ý. Hakan Yetkiner, 2012. "The Granger-Causality between Transportation and GDP: A Panel Data Approach," Working Papers 1203, Izmir University of Economics.
    7. Juan Federico & Joan-Lluis Capelleras, 2015. "The heterogeneous dynamics between growth and profits: the case of young firms," Small Business Economics, Springer, vol. 44(2), pages 231-253, February.
    8. Marc Raffinot & Baptiste Venet, 2013. "Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market?," Working Papers DT/2013/03, DIAL (Développement, Institutions et Mondialisation).

  24. Christophe Hurlin & Sessi Tokpavi, 2007. "Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes," Post-Print halshs-00357001, HAL.

    Cited by:

  25. Christophe Hurlin & R. Kierzenkowski, 2007. "Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule," Post-Print halshs-00257320, HAL.

    Cited by:

    1. Eric Wong & Andrew Tsang & Steven Kong, 2014. "How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong," Working Papers 032014, Hong Kong Institute for Monetary Research.
    2. Lucie Reznakova & Svatopluk Kapounek, 2014. "Is There a Credit Crunch in the Czech Republic?," MENDELU Working Papers in Business and Economics 2014-50, Mendel University in Brno, Faculty of Business and Economics.
    3. Poghosyan, Tigran, 2011. "Slowdown of credit flows in Jordan in the wake of the global financial crisis: Supply or demand driven?," Economic Systems, Elsevier, vol. 35(4), pages 562-573.
    4. Claessens, Stijn & Sakho, Yaye Seynabou, 2013. "Assessing firms'financing constraints in Brazil," Policy Research Working Paper Series 6624, The World Bank.
    5. Eric Wong & Andrew Tsang & Steven Kong, 2016. "How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks ¡V Evidence from Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 19(1), pages 120-149.
    6. Kierzenkowski, R. & Oung, V., 2007. "L’évolution des crédits à l’habitat en France : une grille d’analyse en termes de cycles," Working papers 172, Banque de France.

  26. Christophe Hurlin & Sessi Tokpavi, 2007. "Une Evaluation des Procédures de Backtesting," Working Papers halshs-00159846, HAL.

    Cited by:

    1. Elena Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Post-Print hal-01385901, HAL.
    2. CARPANTIER, Jean - François, 2010. "Commodities inventory effect," CORE Discussion Papers 2010040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Elena-Ivona DUMITRESCU, 2011. "Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests," LEO Working Papers / DR LEO 262, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    4. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2012. "Commodities volatility and the theory of storage," CORE Discussion Papers 2012037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. El Bouhadi, Abdelhamid & Achibane, Khalid, 2009. "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper 19482, University Library of Munich, Germany.

  27. Christophe Hurlin & Sessi Tokpavi, 2007. "Backtesting Value-at-Risk Accuracy: A New Simple Test," Post-Print halshs-00357066, HAL.

    Cited by:

    1. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
    2. Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel, 2016. "Evaluating Value-at-Risk forecasts: A new set of multivariate backtests," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 121-132.

  28. Christophe Hurlin & Valérie Mignon, 2007. "Second Generation Panel Unit Root Tests," Working Papers halshs-00159842, HAL.

    Cited by:

    1. Cécile Couharde & Issiaka Coulibaly & David Guerreiro & Valérie Mignon, 2012. "Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?," Working Papers 2012-13, CEPII research center.
    2. Filatriau Olivier & Frédéric Reynès, 2012. "A new estimate of discouraged and additional worker effects on labor participation by sex and age in oecd countries," Documents de Travail de l'OFCE 2012-09, Observatoire Francais des Conjonctures Economiques (OFCE).
    3. Haluk Erlat, 2009. "Persistence in Turkish Real Exchange Rates: Panel Approaches," FIW Working Paper series 029, FIW.
    4. Jean-Luc Gaffard, 2012. "Crise de la théorie et crise de la politique économique : des modèles d’équilibre général stochastique aux modèles de dynamique hors de l’équilibre," Sciences Po publications 2012-10, Sciences Po.
    5. Antonia Lopez Villavicencio, 2006. "Real Equilibrium Exchange Rates: a Panel Data Approach for Advanced and Emerging Economies," Economie Internationale, CEPII research center, issue 108, pages 59-81.
    6. Sophie Béreau & Antonia López Villavicencio & Valérie Mignon, 2012. "Currency misalignments and growth: a new look using nonlinear panel data methods," Applied Economics, Taylor & Francis Journals, vol. 44(27), pages 3503-3511, September.
    7. Chi Lau & Ka Fung & Lee Pugalis, 2014. "Is health care expenditure across Europe converging? Findings from the application of a nonlinear panel unit root test," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 137-156, December.
    8. Dimelis, Sophia P. & Papaioannou, Sotiris K., 2011. "ICT growth effects at the industry level: A comparison between the US and the EU," Information Economics and Policy, Elsevier, vol. 23(1), pages 37-50, March.
    9. Korhan Gokmenoglu, 2013. "Re-Examination Of Wagner’S Law For Oecd Countries," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 28-37, February.
    10. Johann Bröthaler & Michael Getzner, 2015. "The Tax-Spend Debate and Budgetary Policy in Austria," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 21(3), pages 299-315, August.
    11. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2008. "Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries," Energy Economics, Elsevier, vol. 30(3), pages 919-936, May.
    12. Herwartz, Helmut & Siedenburg, Florian, 2009. "The effects of variance breaks on homogenous panel unit root tests," Economics Working Papers 2009,07, Christian-Albrechts-University of Kiel, Department of Economics.
    13. José-Antonio Monteiro & Madina Kukenova, 2008. "Does Lax Environmental Regulation Attract FDI When Accounting For "Third-Country" Effects?," IRENE Working Papers 08-01, IRENE Institute of Economic Research.
    14. Sarafidis, Vasilis & Wansbeek, Tom, 2010. "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper 20367, University Library of Munich, Germany.
    15. Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2009. "Asset price misalignments and the role of money and credit," Working Paper Series 1068, European Central Bank.
    16. Joëts, Marc & Mignon, Valérie, 2012. "On the link between forward energy prices: A nonlinear panel cointegration approach," Energy Economics, Elsevier, vol. 34(4), pages 1170-1175.
    17. Wang, Shaoping & Wang, Peng & Yang, Jisheng & Li, Zinai, 2010. "A generalized nonlinear IV unit root test for panel data with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 157(1), pages 101-109, July.
    18. Peter Farkas & Laszlo Matyas, 2015. "Testing for Unit Roots in Panel Data with Boundary Crossing Counts," CEU Working Papers 2015_5, Department of Economics, Central European University, revised 03 Nov 2015.
    19. Yushu Li & Ghazi Shukur, 2013. "Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 59-69, January.
    20. Lean Hooi Hooi & Russell Smyth, 2007. "Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks," Applied Economics, Taylor & Francis Journals, vol. 39(16), pages 2109-2120.
    21. N. Vasudeva Murthy, 2009. "The Feldstein–Horioka puzzle in Latin American and Caribbean countries: a panel cointegration analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(2), pages 176-188, April.
    22. Oliver Hossfeld, 2010. "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," Working Papers 2010.3, International Network for Economic Research - INFER.
    23. Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2013. "Testing for the existence of a bubble in the stock market," Wismar Discussion Papers 01/2013, Hochschule Wismar, Wismar Business School.
    24. 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.
    25. Amat Adarov & Mario Holzner & Luka Sikic, 2016. "Backwardness, Industrialisation and Economic Development in Europe," wiiw Balkan Observatory Working Papers 123, The Vienna Institute for International Economic Studies, wiiw.
    26. Herwartz, H. & Siedenburg, F., 2008. "Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 137-150, September.
    27. Helmut Herwartz & Hans-Eggert Reimers, 2006. "Panel non stationary tests of the Fisher hypothesis in a world wide context. An analysis of 114 economies during the period 1960-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3), pages -.
    28. Galimberti, Jaqueson Kingeski & Cupertino, César Medeiros, 2009. "Explaining earnings persistence: a threshold autoregressive panel unit root approach," MPRA Paper 14237, University Library of Munich, Germany.

  29. Christophe Hurlin, 2007. "What would Nelson and Plosser find had they used panel unit root tests?," Working Papers halshs-00156685, HAL.

    Cited by:

    1. Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2016. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 133-150, 04.
    2. Mathias Klein, 2015. "Inequality and household debt: a panel cointegration analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(2), pages 391-412, May.
    3. Evangelia Papapetrou & Dimitrios Bakas, 2012. "Unemployment in Greece: evidence from Greek regions," Working Papers 146, Bank of Greece.
    4. Dimelis, Sophia P. & Papaioannou, Sotiris K., 2011. "ICT growth effects at the industry level: A comparison between the US and the EU," Information Economics and Policy, Elsevier, vol. 23(1), pages 37-50, March.
    5. Sophie Béreau & Antonia López Villavicencio & Valérie Mignon, 2012. "Currency misalignments and growth: a new look using nonlinear panel data methods," Applied Economics, Taylor & Francis Journals, vol. 44(27), pages 3503-3511, September.
    6. Cem Ertur & Antonio Musolesi, 2015. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," SEEDS Working Papers 0415, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Feb 2015.
    7. Hsueh, Shun-Jen & Tsao, Yao Chun & Tu, Chien-Heng & Chiu, Yung-Ho & Liu, Shu-Bing, 2014. "Can M&A activities act as a predictor of the performance of economic growth or stock prices?," Economic Modelling, Elsevier, vol. 42(C), pages 430-438.
    8. Uslu, Çağrı Levent & Aydoğan, Ebru Tomris & Ketenci, Natalya, 2015. "Economic Growth, Financial Development, and Trade Openness in Emerging Markets: Panel Approach," MPRA Paper 64722, University Library of Munich, Germany.
    9. Hooi Hooi Lean & Russell Smyth, 2012. "Will policies to promote renewable electricity generation be effective? Evidence from panel stationarity and unit root tests for 115 countries," Monash Economics Working Papers 15-12, Monash University, Department of Economics.
    10. Kappler Marcus, 2011. "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(2), pages 247-265, April.
    11. Joëts, Marc & Mignon, Valérie, 2012. "On the link between forward energy prices: A nonlinear panel cointegration approach," Energy Economics, Elsevier, vol. 34(4), pages 1170-1175.
    12. Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014. "A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests," Papers 1403.3627, arXiv.org.
    13. Aviral Tiwari & Amrit Chaudhari & K. Suresh, 2012. "Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(1), pages 3-11, September.
    14. Cem Ertur & Antonio Musolesi, 2015. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," SEEDS Working Papers 1915, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Dec 2015.
    15. Hsueh, Shun-Jen & Hu, Yu-Hau & Tu, Chien-Heng, 2013. "Economic growth and financial development in Asian countries: A bootstrap panel Granger causality analysis," Economic Modelling, Elsevier, vol. 32(C), pages 294-301.
    16. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009. "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Working Papers hal-00422522, HAL.
    17. Cuneyt KILIC & Yýlmaz BAYAR & Feyza ARICA, 2014. "Effects of Currency Unions on Foreign Direct Investment Inflows: The European Economic and Monetary Union Case," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 8-15.
    18. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2012. "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," Post-Print hal-00956938, HAL.
    19. Kiliç, Cuneyt & Arica, Feyza, 2014. "Economic Freedom, Inflation Rate and their Impact on Economic Growth: A Panel Data Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 160-176, March.
    20. Mishra, Vinod & Sharma, Susan & Smyth, Russell, 2009. "Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries," Energy Policy, Elsevier, vol. 37(6), pages 2318-2326, June.

  30. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi, 2007. "Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities," Working Papers halshs-00162440, HAL.

    Cited by:

    1. Karmakar, Madhusudan & Paul, Samit, 2016. "Intraday risk management in International stock markets: A conditional EVT approach," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 34-55.

  31. Christophe Hurlin & Sessi Tokpavi, 2007. "Un Test de Validité de la Value-at-Risk," Post-Print halshs-00257309, HAL.

    Cited by:

    1. Elena-Ivona DUMITRESCU, 2011. "Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests," LEO Working Papers / DR LEO 262, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    2. Elena Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Post-Print hal-01385901, HAL.

  32. Gilbert Colletaz & Christophe Hurlin, 2007. "Modèles Non Linéaires et Prévisions," Working Papers halshs-00156692, HAL.

    Cited by:

    1. EL BOUHADI, Hamid & OUAHID, Driss, 2014. "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines
      [Dating structural changes in time series : the case of the Moroccan macroeconomic serie
      ," MPRA Paper 68168, University Library of Munich, Germany.

  33. Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2007. "The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach," Working Papers halshs-00156688, HAL.

    Cited by:

    1. Loesse Esso, 2012. "Re-examining the saving-investment nexus: threshold cointegration and causality evidence from the ECOWAS," Economic Change and Restructuring, Springer, vol. 45(3), pages 193-220, August.
    2. Lee, Chien-Chiang & Chiu, Yi-Bin & Chang, Chi-Hung, 2013. "Insurance demand and country risks: A nonlinear panel data analysis," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 68-85.
    3. Michael Graff & Kam-Ki Tang & Jie Zhang, . "Demography, Financial Openness, National Savings and External Balance," MRG Discussion Paper Series 2008, School of Economics, University of Queensland, Australia.
    4. Kumar, Saten & Rao, B. Bhaskara, 2009. "A Time Series Approach to the Feldstein-Horioka Puzzle with Panel Data from the OECD Countries," MPRA Paper 18464, University Library of Munich, Germany.
    5. Chakroun, Mohamed, 2009. "Health care expenditure and GDP: An international panel smooth transition approach," MPRA Paper 14322, University Library of Munich, Germany.
    6. Po-Chin Wu & Sheng-Chieh Pan & Xue-Ling Tai, 2015. "Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 597-613, August.
    7. Duarte, Rosa & Pinilla, Vicente & Serrano, Ana, 2013. "Is there an environmental Kuznets curve for water use? A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 31(C), pages 518-527.
    8. Wu, Po-Chin & Liu, Shiao-Yen & Chen, Che-Ying, 2016. "Re-examining risk premiums in the Fama–French model: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 154-171.
    9. Yi-Chi Chen & Chang-Ching Lin, 2010. "Threshold Effects in Cigarette Addiction: An Application of the Threshold Model in Dynamic Panels," Economics Bulletin, AccessEcon, vol. 30(4), pages 3128-3142.
    10. JUDE, Cristina & LEVIEUGE, Gregory, 2013. "Growth effect of FDI in developing economies: The role of institutional quality," MPRA Paper 49321, University Library of Munich, Germany.
    11. Eggoh C. Jude, 2010. "Financial Development And Growth: A Panel Smooth Regression Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 35(1), pages 15-33, March.
    12. Rao, B. Bhaskara & Tamazian, Artur & Kumar, Saten, 2010. "Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks," Economic Modelling, Elsevier, vol. 27(5), pages 1269-1273, September.
    13. Eslamloueyan, Karim & Jafari, Mahboubeh, 2014. "Financial crisis and saving–investment dynamics in the presence of cross-sectional dependence: The case of East Asia," China Economic Review, Elsevier, vol. 30(C), pages 209-220.
    14. Ketenci, Natalya, 2012. "The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members," Economic Modelling, Elsevier, vol. 29(2), pages 262-270.
    15. Koté, Lassine & Sorgho, Zakaria & Ouedraogo, Carine, 2015. "La Mobilité des Capitaux en Afrique de l'Ouest: Investigations sur des pays de la CEDEAO
      [Mobility of Capital in West Africa: Study case of ECOWAS Countries]
      ," MPRA Paper 65196, University Library of Munich, Germany.
    16. Bruneau, Catherine & Delatte, Anne-Laure & Fouquau, Julien, 2014. "Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 38-51.
    17. Ma, Wei & Li, Haiqi, 2016. "Time-varying saving–investment relationship and the Feldstein–Horioka puzzle," Economic Modelling, Elsevier, vol. 53(C), pages 166-178.
    18. Nicolas Debarsy & Cem Ertur, 2009. "Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model," Post-Print halshs-00414133, HAL.
    19. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013. "Network Effects and Infrastructure Productivity in Developing Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 887-913, December.
    20. Saten Kumar & Rahul Sen & Sadhana Srivastava, 2014. "Does Economic Integration Stimulate Capital Mobility? An Analysis of Four Regional Economic Communities in Africa," Working Papers 2014-05, Auckland University of Technology, Department of Economics.
    21. Bulent Guloglu & Saban Nazlioglu, 2013. "Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, vol. 1(1), pages 1-20, January.
    22. Wu, Po-Chin & Liu, Shiao-Yen & Hsiao, Juei-Ming & Huang, Tsai-Yuan, 2016. "Nonlinear and time-varying growth-tourism causality," Annals of Tourism Research, Elsevier, vol. 59(C), pages 45-59.
    23. Xiaosheng Li & Xia Yan & Qingxian An & Ke Chen & Zhen Shen, 2016. "The coordination between China’s economic growth and environmental emission from the Environmental Kuznets Curve viewpoint," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 83(1), pages 233-252, August.
    24. Yi-Bin Chiu, 2012. "Deforestation and the Environmental Kuznets Curve in Developing Countries: A Panel Smooth Transition Regression Approach," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 60(2), pages 177-194, 06.
    25. Ahamada, Ibrahim & Coulibaly, Dramane, 2011. "How does financial development influence the impact of remittances on growth volatility?," Economic Modelling, Elsevier, vol. 28(6), pages 2748-2760.
    26. Joshua Aizenman & Nan Geng, 2009. "Adjustment of State Owned and Foreign-Funded Enterprises in China to Economic Reforms,1980s-2007: a logistic smooth transition regression (LSTR) approach," NBER Working Papers 15274, National Bureau of Economic Research, Inc.
    27. Ketenci, Natalya, 2014. "The Feldstein –Horioka Puzzle and structural breaks: Evidence from the largest countries of Asia," MPRA Paper 54660, University Library of Munich, Germany.
    28. Christophe Tavéra & Jean-Christophe Poutineau & Jean-Sébastien Pentecôte & Isabelle Cadoret & Arthur Charpentier, 2015. "The “mother of all puzzles” at thirty: A meta-analysis," International Economics, CEPII research center, issue 141, pages 80-96.
    29. Zubarev, Andrei & Trunin, Pavel, 2013. "The Feldstein-Horioka paradox: modern aspects," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, pages 54—73-54—73, August.
    30. Natalya Ketenci, 2015. "Capital mobility in the panel GMM framework: Evidence from EU members," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 12(1), pages 3-19, July.
    31. Lena Dräger & Jan-Oliver Menz & Ulrich Fritsche, 2011. "Perceived Inflation under Loss Aversion," Macroeconomics and Finance Series 201105, Hamburg University, Department Wirtschaft und Politik.
    32. Tsai-Yuan Huang & Po-Chin Wu & Ching-Wen Yan, 2014. "Revisiting the redistribution effects of intergovernmental fiscal transfers: evidence from Taiwan," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 17(4), pages 341-359, December.
    33. Timur Han Gur & Lutfi Erden & Ibrahim Ozkan, 2011. "An Empirical Investigation on the Determinants of the Saving-Investment Interaction," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(3), pages 343-353, September.
    34. Rashid Ameer, 2014. "Financial Constraints, Debt Overhang And Corporate Investment: A Panel Smooth Transition Regression Approach," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 10(2), pages 55-80.
    35. Lutfi Erden & Ibrahim Ozkan & Burak Gunalp, 2009. "What Do Productivity Shocks Tell Us About the Saving-Investment Relationship?," Prague Economic Papers, University of Economics, Prague, vol. 2009(3), pages 195-208.
    36. Ibarra, Raul & Trupkin, Danilo R., 2016. "Reexamining the relationship between inflation and growth: Do institutions matter in developing countries?," Economic Modelling, Elsevier, vol. 52(PB), pages 332-351.
    37. Chu, Kam Hon, 2012. "The Feldstein-Horioka Puzzle and Spurious Ratio Correlation," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 292-309.
    38. Gauvin, Ludovic & McLoughlin, Cameron & Reinhardt, Dennis, 2014. "Policy uncertainty spillovers to emerging markets – evidence from capital flows," Bank of England working papers 512, Bank of England.
    39. Lee, Chien-Chiang & Chiu, Yi-Bin, 2011. "Electricity demand elasticities and temperature: Evidence from panel smooth transition regression with instrumental variable approach," Energy Economics, Elsevier, vol. 33(5), pages 896-902, September.
    40. Tolga Omay, 2014. "A Survey about Smooth Transition Panel Data Analysis," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), vol. 1(1), pages 18-29.
    41. Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," NBER Working Papers 19985, National Bureau of Economic Research, Inc.
    42. Po-Chin Wu & Shiao-Yen Liu & Sheng-Chieh Pan, 2014. "Does Misery Index Matter for the Persistence of Health Spending? Evidence from OECD Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 118(2), pages 893-910, September.
    43. Jian Chai & Ting Liang & Xiaoyang Zhou & Yunxiao Ye & Limin Xing & Kin Keung Lai, 2016. "Natural Gas Consumption of Emerging Economies in the Industrialization Process," Sustainability, MDPI, Open Access Journal, vol. 8(11), pages 1089, October.
    44. Lee, Chien-Chiang & Chiu, Yi-Bin, 2013. "Modeling OECD energy demand: An international panel smooth transition error-correction model," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 372-383.
    45. Wu, Po-Chin & Liu, Shiao-Yen & Pan, Sheng-Chieh, 2013. "Nonlinear bilateral trade balance-fundamentals nexus: A panel smooth transition regression approach," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 318-329.
    46. Delatte, Anne-Laure & Fouquau, Julien, 2009. "The Determinants of International Reserves in the Emerging Countries: a Non-Linear Approach," MPRA Paper 16311, University Library of Munich, Germany.
    47. Chiu, Yi-Bin & Sun, Chia-Hung D., 2016. "The role of savings rate in exchange rate and trade imbalance nexus: Cross-countries evidence," Economic Modelling, Elsevier, vol. 52(PB), pages 1017-1025.
    48. Eslamloueyan, Karim & Jafari, Mahbobeh, 2010. "Capital mobility, openness, and saving-investment relationship in Asia," Economic Modelling, Elsevier, vol. 27(5), pages 1246-1252, September.
    49. Ketenci, Natalya, 2013. "The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach," Research in Economics, Elsevier, vol. 67(1), pages 76-87.
    50. Andrea Fracasso & Giuseppe Vittucci Marzetti, 2014. "International R&D Spillovers, Absorptive Capacity and Relative Backwardness: A Panel Smooth Transition Regression Model," International Economic Journal, Taylor & Francis Journals, vol. 28(1), pages 137-160, March.
    51. Kumar, Saten, 2015. "Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 1-17.
    52. Omay, Tolga & Öznur Kan, Elif, 2010. "Re-examining the threshold effects in the inflation-growth nexus with cross-sectionally dependent non-linear panel: Evidence from six industrialized economies," Economic Modelling, Elsevier, vol. 27(5), pages 996-1005, September.
    53. Natalya Ketenci, N., 2010. "The Feldstein Horioka Puzzle by groups of OECD members: the panel approach," MPRA Paper 25848, University Library of Munich, Germany.
    54. Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in sovereign risk pricing the role of cds index contracts," Sciences Po publications 2014-08, Sciences Po.
    55. Ketenci, Natalya, 2014. "Capital Mobility in Russia," MPRA Paper 59013, University Library of Munich, Germany.
    56. Holmes, Mark J. & Otero, Jesús, 2014. "Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 1-11.
    57. Jian Chai & Limin Xing & Quanying Lu & Ting Liang & Kin Keung Lai & Shouyang Wang, 2016. "The Non-Linear Effect of Chinese Financial Developments on Energy Supply Structures," Sustainability, MDPI, Open Access Journal, vol. 8(10), pages 1021, October.
    58. Pavel Trunin & Andrey Zubarev, 2013. "The Feldstein-Horioka Puzzle: Modern Aspects," Working Papers 0070, Gaidar Institute for Economic Policy, revised 2013.
    59. Po-Chin Wu & Shiao-Yen Liu & Sheng-Chieh Pan, 2014. "Nonlinear relationship between health care expenditure and its determinants: a panel smooth transition regression model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 713-729, November.
    60. Lee, Chien-Chiang & Chiu, Yi-Bin, 2012. "The impact of real income on insurance premiums: Evidence from panel data," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 246-260.
    61. Seghir, Majda & Damette, Olivier, 2013. "Natural resource curse: a non linear approach in a panel of oil exporting countries," MPRA Paper 51604, University Library of Munich, Germany.
    62. Pan, Jiun-Nan & Huang, Jr-Tsung & Chiang, Tsun-Feng, 2015. "Empirical study of the local government deficit, land finance and real estate markets in China," China Economic Review, Elsevier, vol. 32(C), pages 57-67.

  34. Christophe Hurlin & Valérie Mignon, 2006. "Une synthèse des tests de cointégration sur données de panel," Working Papers halshs-00070887, HAL.

    Cited by:

    1. Christophe Blot & Fabien Labondance, 2013. "Politique monétaire unique, taux bancaires et prix immobiliers dans la zone euro," Post-Print hal-01243419, HAL.
    2. Gaétan de Rassenfosse & Bruno Van Pottelsberghe, 2008. "On the Price Elasticity of Demand for Patents," Working Papers ECARES 2008_031, ULB -- Universite Libre de Bruxelles.
    3. Coulibaly, Issiaka & Gnimassoun, Blaise, 2013. "Optimality of a monetary union: New evidence from exchange rate misalignments in West Africa," Economic Modelling, Elsevier, vol. 32(C), pages 463-482.
    4. Magali Dauvin, 2013. "Energy prices and the real exchange rate of commodity-exporting countries," EconomiX Working Papers 2013-33, University of Paris West - Nanterre la Défense, EconomiX.
    5. Diallo, Ibrahima Amadou, 2008. "Exchange Rate Volatility and Investment, A Panel Data Cointegration Approach," MPRA Paper 13130, University Library of Munich, Germany.
    6. Makrame Gaaliche & Montassar Zayati Gaaliche, 2014. "The causal relationship between remittances and poverty reduction in developing country: using a non-stationary dynamic panel data," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 1, pages -, June.
    7. Wadjamsse B. Djezou, 2014. "The Democracy and Economic Growth Nexus: Empirical Evidence from Côte d’Ivoire," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 11(2), pages 251-266, December.
    8. Claudiu Tiberiu Albulescu & Daniel Goyeau & Cornel Oros, 2015. "On the Long Run Money-Prices Relationship in CEE Countries," Post-Print hal-01257389, HAL.
    9. Christophe Blot & Marion Cochard, 2008. "L'énigme des exportations revisitée. Que faut-il retenir des données de panel ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 67-100.
    10. Dedewanou Finagnon Antoine, 2016. "Analyse comparative des déterminants de la croissance des pays de l’UEMOA et des pays à forte croissance," Research papers & Policy papers 1602, OCP Policy Center.
    11. Grekou, Carl, 2015. "Revisiting the nexus between currency misalignments and growth in the CFA Zone," Economic Modelling, Elsevier, vol. 45(C), pages 142-154.
    12. Jean Fouré & Agnès Bénassy-Quéré & Lionel Fontagné, 2012. "The Great Shift : Macroeconomic projections For the World Economy at the 2050 Horizon," PSE - G-MOND WORKING PAPERS hal-00962464, HAL.
    13. Gnimassoun, Blaise & Coulibaly, Issiaka, 2014. "Current account sustainability in Sub-Saharan Africa: Does the exchange rate regime matter?," Economic Modelling, Elsevier, vol. 40(C), pages 208-226.
    14. Blaise Gnimassoun, 2012. "Taux de change et mésalignements du franc CFA avant et après l’introduction de l’euro," EconomiX Working Papers 2012-3, University of Paris West - Nanterre la Défense, EconomiX.
    15. Okey, Mawussé Komlagan Nézan, 2009. "Consommation d’énergies et croissance du PIB dans les pays de l’UEMOA : Une analyse en données de panel
      [Energy consumption and GDP growth in WAEMU countries : A panel data analysis]
      ," MPRA Paper 15521, University Library of Munich, Germany, revised 02 Jun 2009.
    16. Rémi Generoso, 2012. "Transferts de fonds et résilience des pays d'Afrique de l'Ouest face à la variabilité des précipitations : une perspective macroéconomique," Working Papers hal-00830021, HAL.
    17. Souhir Chlibi & Fredj Jawadi & Mohamed Sellami, 2016. "Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches," Open Economies Review, Springer, vol. 27(3), pages 541-559, July.
    18. Niang, Abdou-Aziz & Pichery, Marie-Claude & Edjo, Marcellin, 2010. "Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence," MPRA Paper 23452, University Library of Munich, Germany.
    19. Philippe Egoume Bossogo & Ankouvi Nayo, 2011. "Feeling The Elephant’s Weight; The Impact of Côte d’Ivoire’s Crisis on WAEMU Trade," IMF Working Papers 11/80, International Monetary Fund.

  35. Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770, HAL.

    Cited by:

    1. Jean Fouré & Agnès Bénassy-Quéré & Lionel Fontagné, 2012. "The Great Shift : Macroeconomic projections For the World Economy at the 2050 Horizon," PSE - G-MOND WORKING PAPERS hal-00962464, HAL.
    2. Igue, Charlemagne Babatoundé, 2013. "Intermédiation financière et croissance économique : une approche basée sur le concept d’efficacité-X appliquée à la zone UEMOA," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(1), pages 7-37, Mars.
    3. Gabriel Gomes, 2016. "On the impact of dollar movements on oil currencies," Working Papers 2016-11, CEPII research center.
    4. Gaetan de Rassenfosse & Bruno van Pottelsberghe de la Potterie, 2012. "On the Price Elasticity of Demand for Patents," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(1), pages 58-77, 02.
    5. Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
    6. Candelon, Bertrand & Kool, Clemens & Raabe, Katharina & van Veen, Tom, 2007. "Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 87-107, March.
    7. Mpabe Bodjongo, Mathieu Juliot, 2012. "Infrastructures institutionnelles et développement financier en zone CEMAC
      [Institutional infrastructures and financial development in zone CEMAC]
      ," MPRA Paper 37824, University Library of Munich, Germany.
    8. Bangake, Chrysost & Eggoh, Jude C., 2011. "The Feldstein-Horioka puzzle in African countries: A panel cointegration analysis," Economic Modelling, Elsevier, vol. 28(3), pages 939-947, May.
    9. Grekou, Carl, 2015. "Revisiting the nexus between currency misalignments and growth in the CFA Zone," Economic Modelling, Elsevier, vol. 45(C), pages 142-154.
    10. Koté, Lassine & Sorgho, Zakaria & Ouedraogo, Carine, 2015. "La Mobilité des Capitaux en Afrique de l'Ouest: Investigations sur des pays de la CEDEAO
      [Mobility of Capital in West Africa: Study case of ECOWAS Countries]
      ," MPRA Paper 65196, University Library of Munich, Germany.
    11. Christophe Blot & Marion Cochard, 2008. "L'énigme des exportations revisitée : que faut-il retenir des données de panel ?," Sciences Po publications info:hdl:2441/6404, Sciences Po.
    12. Magali Dauvin, 2014. "Energy prices and the real exchange rate of commodity-exporting countries," International Economics, CEPII research center, issue 137, pages 52-72.
    13. El Alaoui, Aicha, 2015. "Impact of women’s education on the economic growth: An empirical analysis applied to Morocco, Algeria, Tunisia, and Egypt," MPRA Paper 69787, University Library of Munich, Germany.
    14. Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
    15. Jinzhao Chen, 2015. "Interprovincial Competitiveness and Economic Growth: Evidence from Chinese Provincial Data (1992–2008)," Pacific Economic Review, Wiley Blackwell, vol. 20(3), pages 388-414, 08.
    16. Olivier Peron & Serge Rey, 2012. "Trade and convergence of per capita income in the Indian Ocean Zone, 1950–2008," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(3), pages 657-683, December.
    17. Christophe Blot & Fabien Labondance, 2013. "Politique monétaire unique taux bancaires et prix immobiliers dans la zone euro," Sciences Po publications info:hdl:2441/7o52iohb7k6, Sciences Po.
    18. Oussama Zouabi & Mohamed Kadria, 2016. "The direct and indirect effect of climate change on citrus production in Tunisia: a macro and micro spatial analysis," Climatic Change, Springer, vol. 139(2), pages 307-324, November.
    19. Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
    20. Zouabi, Oussama & Kahia, Montassar, 2014. "The direct effect of climate change on the cereal production in Tunisia: A micro-spatial analysis," MPRA Paper 64441, University Library of Munich, Germany.
    21. Francis Bismans & Christelle Mougeot, 2009. "Austrian business cycle theory: Empirical evidence," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 22(3), pages 241-257, September.
    22. Chrysost Bangaké & Jude Eggoh, 2010. "International Capital Mobility in African Countries: Do the legal origins matter?," Economics Bulletin, AccessEcon, vol. 30(1), pages 73-83.
    23. Heni Boubaker & Nadia Sghaier, 2014. "How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?," Working Papers 2014-282, Department of Research, Ipag Business School.
    24. Marion Leturcq, 2009. "Would you civil union me? Civil unions and taxes in France: Did the reform of income taxation raise the rate of civil unions?," PSE Working Papers halshs-00566846, HAL.
    25. GHARDACH, jaouad, 2014. "The Exchange Rate Pass-Through To Import Prices: A Panel Evidence From Developing Countries," MPRA Paper 64938, University Library of Munich, Germany.
    26. Sabbah Gueddoudj, 2013. "Fluctuations Economiques et Dynamiques de la Constitution de Provisions Pour Créances Douteuses des Banques Luxembourgeoises," BCL working papers 81, Central Bank of Luxembourg.
    27. Bangake, Chrysost & Eggoh, Jude C., 2012. "Pooled Mean Group estimation on international capital mobility in African countries," Research in Economics, Elsevier, vol. 66(1), pages 7-17.
    28. Chrysost BANGAKE & Comlanvi Jude EGGOH, 2010. "Further Evidence on Finance-Growth Causality: A Panel Data Analysis," LEO Working Papers / DR LEO 671, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    29. Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs," Economics Bulletin, AccessEcon, vol. 32(4), pages 2779-2800.
    30. Niang, Abdou-Aziz & Pichery, Marie-Claude & Edjo, Marcellin, 2010. "Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence," MPRA Paper 23452, University Library of Munich, Germany.
    31. Gabriel Gomes, 2014. "Is the oil currency – oil price nexus affected by dollar swings?," EconomiX Working Papers 2014-53, University of Paris West - Nanterre la Défense, EconomiX.
    32. Smimou, K. & Khallouli, W., 2015. "Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?," Emerging Markets Review, Elsevier, vol. 25(C), pages 125-153.
    33. Rémi Generoso, 2012. "Transferts de fonds et résilience des pays d'Afrique de l'Ouest face à la variabilité des précipitations : une perspective macroéconomique," Working Papers hal-00830021, HAL.
    34. KAFANDO, Namalguebzanga, 2014. "L'industrialisation de l'Afrique: l'importance des facteurs structurels et du régime de change
      [The industrialization of Africa: the importance of structural factors and exchange rate regime]
      ," MPRA Paper 68736, University Library of Munich, Germany.
    35. Okey, Mawussé Komlagan Nézan, 2009. "Consommation d’énergies et croissance du PIB dans les pays de l’UEMOA : Une analyse en données de panel
      [Energy consumption and GDP growth in WAEMU countries : A panel data analysis]
      ," MPRA Paper 15521, University Library of Munich, Germany, revised 02 Jun 2009.
    36. Blaise Gnimassoun, 2012. "Taux de change et mésalignements du franc CFA avant et après l’introduction de l’euro," EconomiX Working Papers 2012-3, University of Paris West - Nanterre la Défense, EconomiX.

  36. Christophe Hurlin & Sessi Tokpavi, 2006. "Backtesting VaR Accuracy: A New Simple Test," Working Papers halshs-00068384, HAL.

    Cited by:

    1. Herwartz, Helmut, 2009. "Exact inference in diagnosing Value-at-Risk estimates -- A Monte Carlo device," Economics Letters, Elsevier, vol. 103(3), pages 160-162, June.
    2. Herwartz, Helmut, 2008. "Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device," Economics Working Papers 2008,16, Christian-Albrechts-University of Kiel, Department of Economics.

  37. Gilbert Colletaz & Christophe Hurlin, 2006. "Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach," Working Papers halshs-00008056, HAL.

    Cited by:

    1. Danilo Trupkin & Raul Ibarra, 2011. "The Relationship between Inflation and Growth:A Panel Smooth Transition Regression Approach for Developed and Developing Countries," Documentos de Trabajo/Working Papers 1107, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo..
    2. Alexandru Minea & Patrick Villieu, 2008. "Un réexamen de la relation non linéaire entre déficits budgétaires et croissance économique," Revue économique, Presses de Sciences-Po, vol. 59(3), pages 561-570.
    3. Julien FOUQUAU & Christophe HURLIN & Isabelle RABAUD, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," LEO Working Papers / DR LEO 1610, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    4. Jude Eggoh, 2012. "Inflation Effects on Finance-Growth Link: A Panel Smooth Threshold Approach," International Economic Journal, Taylor & Francis Journals, vol. 26(4), pages 711-725, June.
    5. Lee, Chien-Chiang & Chiu, Yi-Bin, 2012. "The impact of real income on insurance premiums: Evidence from panel data," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 246-260.
    6. Nihal BAYRAKTAR & Emmanuel PINTO MOREIRA, "undated". "The Composition of Public Expenditure and Growth: A Small-scale Intertemporal Model for Low-Income Countries," EcoMod2008 23800009, EcoMod.
    7. Djedje Hermann Yohou & Michaël Goujon & Wautabouna Ouattara, 2015. "Heterogeneous Aid Effects on Tax Revenues: Accounting for Government Stability in WAEMU Countries," Working Papers halshs-01138159, HAL.
    8. Jian Chai & Limin Xing & Quanying Lu & Ting Liang & Kin Keung Lai & Shouyang Wang, 2016. "The Non-Linear Effect of Chinese Financial Developments on Energy Supply Structures," Sustainability, MDPI, Open Access Journal, vol. 8(10), pages 1021, October.
    9. Po-Chin Wu & Shiao-Yen Liu & Sheng-Chieh Pan, 2014. "Nonlinear relationship between health care expenditure and its determinants: a panel smooth transition regression model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 713-729, November.
    10. Anne-Laure Delatte & Julien Fouquau, 2011. "The determinants of international reserves in the emerging countries: a nonlinear approach," Applied Economics, Taylor & Francis Journals, vol. 43(28), pages 4179-4192.
    11. Jude C. Eggoh & Patrick Villieu, 2013. "Un réexamen de la non-linéarité entre le développement financier et la croissance économique," Revue d'économie politique, Dalloz, vol. 123(2), pages 211-236.
    12. López-Villavicencio, Antonia & Mignon, Valérie, 2011. "On the impact of inflation on output growth: Does the level of inflation matter?," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 455-464, September.
    13. Cécile Couharde & Serge Rey & Audrey Sallenave, 2015. "External debt and real exchange rates’adjustment in the euro area: New evidence from a nonlinear NATREX model," EconomiX Working Papers 2015-20, University of Paris West - Nanterre la Défense, EconomiX.
    14. Wu, Po-Chin & Liu, Shiao-Yen & Pan, Sheng-Chieh, 2013. "Nonlinear bilateral trade balance-fundamentals nexus: A panel smooth transition regression approach," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 318-329.
    15. Lena Dräger & Jan-Oliver Menz & Ulrich Fritsche, 2014. "Perceived inflation under loss aversion," Applied Economics, Taylor & Francis Journals, vol. 46(3), pages 282-293, January.
    16. Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2008. "Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling," Working Papers 2008-23, CEPII research center.
    17. Lee, Chien-Chiang & Chiu, Yi-Bin, 2011. "Electricity demand elasticities and temperature: Evidence from panel smooth transition regression with instrumental variable approach," Energy Economics, Elsevier, vol. 33(5), pages 896-902, September.
    18. Abdenour, Redouan & Tounsi, Said, 2015. "Non-Linear Effects of Fiscal Policy on Economic Growth: Moroccan Case," MPRA Paper 69830, University Library of Munich, Germany, revised 2016.
    19. Lee, Chien-Chiang & Chiu, Yi-Bin, 2013. "Modeling OECD energy demand: An international panel smooth transition error-correction model," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 372-383.
    20. Julien Fouquau, 2008. "The Non-Linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach," Post-Print halshs-00360442, HAL.
    21. Wo-Chiang Lee & Hui-Na Lin, 2012. "Threshold effects in the relationships between USD and gold futures by panel smooth transition approach," Applied Economics Letters, Taylor & Francis Journals, vol. 19(11), pages 1065-1070, July.
    22. Allegret, Jean-Pierre & Couharde, Cécile & Coulibaly, Dramane & Mignon, Valérie, 2014. "Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 185-201.
    23. Joe-Ming Lee, 2013. "Evidence from Business Strategy of Mutual Fund Managers after the Financial Crisis - Panel Smooth Transition Regression Model," Journal of Asian Business Strategy, Asian Economic and Social Society, vol. 3(3), pages 48-58, March.
    24. Ibarra, Raul & Trupkin, Danilo R., 2016. "Reexamining the relationship between inflation and growth: Do institutions matter in developing countries?," Economic Modelling, Elsevier, vol. 52(PB), pages 332-351.
    25. Jerome Creel & Gwenaëlle Poilon, 2006. "Is public capital productive in Europe?," Documents de Travail de l'OFCE 2006-10, Observatoire Francais des Conjonctures Economiques (OFCE).
    26. Yi-Bin Chiu, 2012. "Deforestation and the Environmental Kuznets Curve in Developing Countries: A Panel Smooth Transition Regression Approach," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 60(2), pages 177-194, 06.
    27. Bayraktar, Nihal & Moreira, Emmanuel Pinto, 2007. "The composition of public expenditure and growth : a small-scale intertemporal model for low-income countries," Policy Research Working Paper Series 4430, The World Bank.
    28. Bikai, Landry, 2010. "Les Effets Non Lineaires Des Deficits Budgetaires Sur L´Activite Economique En Cemac
      [Threshold Effects of Budgetary Policy on Economic Growth in Cemac]
      ," MPRA Paper 24524, University Library of Munich, Germany.
    29. Xiaosheng Li & Xia Yan & Qingxian An & Ke Chen & Zhen Shen, 2016. "The coordination between China’s economic growth and environmental emission from the Environmental Kuznets Curve viewpoint," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 83(1), pages 233-252, August.
    30. Alexandru Minea & Patrick Villieu, 2009. "Impôt, déficit et croissance économique : un réexamen de la courbe de Laffer," Post-Print hal-00448337, HAL.
    31. Rosa Duarte & Vicente Pinilla & Ana Serrano, 2012. "Is there an environmental Kuznets curve for water use? A panel smooth transition regression approach," Documentos de Trabajo dt2012-03, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    32. Antonia López‐Villavicencio & José Ignacio Silva, 2011. "Employment Protection And The Non‐Linear Relationship Between The Wage‐Productivity Gap And Unemployment," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(2), pages 200-220, 05.
    33. Bulent Guloglu & Saban Nazlioglu, 2013. "Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, vol. 1(1), pages 1-20, January.
    34. Seleteng, Monaheng & Bittencourt, Manoel & van Eyden, Reneé, 2013. "Non-linearities in inflation–growth nexus in the SADC region: A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 30(C), pages 149-156.
    35. Eggoh C. Jude, 2010. "Financial Development And Growth: A Panel Smooth Regression Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 35(1), pages 15-33, March.
    36. Po-Chin Wu & Sheng-Chieh Pan & Xue-Ling Tai, 2015. "Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 597-613, August.
    37. Chakroun, Mohamed, 2009. "Health care expenditure and GDP: An international panel smooth transition approach," MPRA Paper 14322, University Library of Munich, Germany.
    38. Yi-Chi Chen & Chang-Ching Lin, 2010. "Threshold Effects in Cigarette Addiction: An Application of the Threshold Model in Dynamic Panels," Economics Bulletin, AccessEcon, vol. 30(4), pages 3128-3142.
    39. Xiaoli He & Hongwu Wang & Haoran Pan, 2014. "Energy Consumption, Economic Development and Temperature in China: Evidence from PSTR Model," Frontiers of Economics in China, Higher Education Press, vol. 9(4), pages 695-712, December.

  38. Arestoff, Florence & Hurlin, Christophe, 2006. "Estimates of government net capital stocks for 26 developing countries, 1970-2002," Policy Research Working Paper Series 3858, The World Bank.

    Cited by:

    1. Romp, Ward & de Haan, Jakob, 2005. "Public capital and economic growth: a critical survey," EIB Papers 2/2005, European Investment Bank, Economics Department.
    2. Berg, Andrew & Portillo, Rafael & Zanna, Luis-Felipe, 2015. "Policy Responses to Aid Surges in Countries with Limited International Capital Mobility: The Role of the Exchange Rate Regime," World Development, Elsevier, vol. 69(C), pages 116-129.
    3. Serkan Arslanalp & Fabian Bornhorst & Sanjeev Gupta & Elsa Sze, 2010. "Public Capital and Growth," IMF Working Papers 10/175, International Monetary Fund.
    4. Emanuela Marrocu & Raffaele Paci, 2010. "The effects of public capital on the productivity of the Italian regions," Applied Economics, Taylor & Francis Journals, vol. 42(8), pages 989-1002.
    5. Melina, Giovanni & Yang, Shu-Chun S. & Zanna, Luis-Felipe, 2016. "Debt sustainability, public investment, and natural resources in developing countries: The DIGNAR model," Economic Modelling, Elsevier, vol. 52(PB), pages 630-649.
    6. Massimiliano Ferraresi & Umberto Galmarini & Leonzio Rizzo, 2014. "Local Infrastructures and Externalities: Does the Size Matter?," Working papers 14, Società Italiana di Economia Pubblica.
    7. Salifou Issoufou & Edward F Buffie & Mouhamadou Bamba Diop & Kalidou Thiaw, 2014. "Efficient Energy Investment and Fiscal Adjustment in Senegal," IMF Working Papers 14/44, International Monetary Fund.
    8. Sharri Byron, 2012. "Examining Foreign Aid Fungibility in Small Open Economies," Open Economies Review, Springer, vol. 23(4), pages 675-712, September.
    9. Di Bartolomeo, Giovanni & Bondzie, Eric Amoo & Fosu, Gabriel Obed, 2014. "Oil Price fluctuations and it impact on Economic Growth: A DSGE approach," MPRA Paper 69231, University Library of Munich, Germany.
    10. Andrew Berg & Rafael Portillo & Edward F Buffie & Catherine A Pattillo & Luis-Felipe Zanna, 2012. "Public Investment, Growth, and Debt Sustainability; Putting together the Pieces," IMF Working Papers 12/144, International Monetary Fund.
    11. Willi, Semmlero & Alfred, Greiner & Bobo, Diallo & Anand, Rajaram & Armon, Rezai, 2011. "Fiscal policy, public expenditure composition and growth. theory and empirics," MPRA Paper 35997, University Library of Munich, Germany.
    12. German Cubas, 2010. "Accounting for Cross-Country Income Differences with Public Capital," Documentos de Trabajo (working papers) 3410, Department of Economics - dECON.
    13. Herrera, Santiago & Youssef, Hoda & Youssef, Hoda & Zaki, Chahir, 2010. "Egypt beyond the crisis : medium-term challenges for sustained growth," Policy Research Working Paper Series 5451, The World Bank.

  39. G. Destais & Julien Fouquau & Christophe Hurlin, 2006. "Economic Development and Energy Intensity: a Panel Data Analysis," Post-Print halshs-00257369, HAL.

    Cited by:

    1. Rosa Duarte & Vicente Pinilla & Ana Serrano, 2012. "Is there an environmental Kuznets curve for water use? A panel smooth transition regression approach," Documentos de Trabajo dt2012-03, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    2. Julien Fouquau, 2007. "The non-linear link between electricity consumption and temperature in Europe: a threshold panel approach," Post-Print halshs-00224319, HAL.
    3. G. Destais & Julien Fouquau & C. Hurlin, 2007. "Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve"," Post-Print halshs-00222786, HAL.
    4. Galindo, Luis Miguel & Samaniego, Joseluis, 2010. "The economics of climate change in Latin America and the Caribbean: stylized facts," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
    5. Lei Jiang & Minhe Ji, 2016. "China’s Energy Intensity, Determinants and Spatial Effects," Sustainability, MDPI, Open Access Journal, vol. 8(6), pages 544, June.
    6. Po-Chin Wu & Shiao-Yen Liu & Sheng-Chieh Pan, 2014. "Does Misery Index Matter for the Persistence of Health Spending? Evidence from OECD Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 118(2), pages 893-910, September.
    7. Andrew Jobling & Tooraj Jamasb, 2015. "Price Volatility and Demand for Oil: A Comparative Analysis of Developed and Developing Countries," Cambridge Working Papers in Economics 1512, Faculty of Economics, University of Cambridge.

  40. Hurlin, Christophe, 2006. "Network effects of the productivity of infrastructure in developing countries," Policy Research Working Paper Series 3808, The World Bank.

    Cited by:

    1. Straub, Stephane, 2008. "Infrastructure and development : a critical appraisal of the macro level literature," Policy Research Working Paper Series 4590, The World Bank.
    2. Julien Fouquau, 2008. "Threshold effects in Okun's law: a panel data analysis," Post-Print hal-00565477, HAL.
    3. Ioannis N. Kessides, 2012. "Regionalising Infrastructure for Deepening Market Integration: The Case of East Africa," Journal of Infrastructure Development, India Development Foundation, vol. 4(2), pages 115-138, December.
    4. Julien Fouquau, 2007. "Price Dynamics in Japan (1981-2001): A Structural Analysis of Mechanisms in the Goods and Labor Markets," Post-Print halshs-00222956, HAL.
    5. World Bank, 2012. "Reshaping Economic Geography of East Africa : From Regional to Global Integration, Volume 2. Technical Annexes," World Bank Other Operational Studies 11916, The World Bank.
    6. Klinedinst, Mark, 2008. "A strength of credit unions: employee productivity of credit unions versus banks in the U.S.?," MPRA Paper 26296, University Library of Munich, Germany.
    7. Agénor, Pierre-Richard, 2010. "A theory of infrastructure-led development," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 932-950, May.
    8. Agenor, Pierre-Richard & Moreno-Dodson, Blanca, 2006. "Public infrastructure and growth : new channels and policy implications," Policy Research Working Paper Series 4064, The World Bank.
    9. Pierre-Richard Agénor, 2006. "A Theory of Infrastructure-led Development," The School of Economics Discussion Paper Series 0640, Economics, The University of Manchester.
    10. Sapkota, Jeet Bahadur, 2014. "Access to Infrastructure and Human Development:Cross-Country Evidence," Working Papers 70, JICA Research Institute.
    11. Klinedinst, Mark, 2007. "Cooperative comebacks: resilience in the face of the Hurricane Katrina Catastrophe (New Orleans and Southern Mississippi, May 2005–May 2006)," MPRA Paper 28521, University Library of Munich, Germany.
    12. Julien Fouquau, 2008. "Threshold effects in Okun's Law: a panel data analysis," Economics Bulletin, AccessEcon, vol. 5(33), pages 1-14.
    13. Straub, Stephane, 2008. "Infrastructure and growth in developing countries : recent advances and research challenges," Policy Research Working Paper Series 4460, The World Bank.
    14. Douglas H. Brooks & Eugenia C. Go, 2013. "Infrastructure," Chapters, in: Asia Rising, chapter 3, pages 76-103 Edward Elgar Publishing.
    15. Robin Carruthers, 2012. "Transport Infrastructure for MED11 Countries," CASE Network Reports 0108, CASE-Center for Social and Economic Research.

  41. Christophe HURLIN & Sessi TOKPAVI, 2006. "Backtesting VaR Accuracy: A Simple and Powerful Test," LEO Working Papers / DR LEO 268, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

    Cited by:

    1. Christophe M. Boucher & Jon Danielsson & Patrick S. Kouontchou & Bertrand B. Maillet, 2013. "Risk models–at–risk," LSE Research Online Documents on Economics 59299, London School of Economics and Political Science, LSE Library.

  42. Christophe Hurlin, 2005. "Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène," Post-Print halshs-00257326, HAL.

    Cited by:

    1. Lansana Bangoura & Diadié Diaw & Karim Barkat, 2013. "Does North-South trade favors training effects : What to learn from trade sophistication links?," Economics Bulletin, AccessEcon, vol. 33(4), pages 2763-2777.
    2. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2008. "Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies," Working Papers 2008-32, CEPII research center.
    3. Marcella Nicolini & Alessia Paccagnini, 2011. "Does Trade Foster Institutions?," Open Access publications 10197/7587, School of Economics, University College Dublin.
    4. Virginie Terraza & Carole Toque, 2009. "The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(2), pages 149-160, November.
    5. SULIMAN, Osman, 2013. "Do Capital Inflows Cause Currency Black Markets In Mena Countries? Causality Tests For Heterogeneous Panels," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 13(1), pages 187-202.
    6. Eric S. Lin & Hamid E. Ali, 2009. "Military Spending and Inequality: Panel Granger Causality Test," Journal of Peace Research, Peace Research Institute Oslo, vol. 46(5), pages 671-685, September.
    7. Christophe Hurlin & Elena Dumitrescu, 2012. "Testing for Granger Non-causality in Heterogeneous Panels," Working Papers halshs-00224434, HAL.
    8. Nouira, Ridha & Plane, Patrick & Sekkat, Khalid, 2011. "Exchange rate undervaluation and manufactured exports: A deliberate strategy?," Journal of Comparative Economics, Elsevier, vol. 39(4), pages 584-601.
    9. Marcella Nicolini & Alessia Paccagnini, 2011. "Does Trade Foster Institutions? An Empirical Assessment," Open Access publications 10197/7585, School of Economics, University College Dublin.
    10. Heike Grimm & Johannes Jaenicke, 2015. "Testing the causal relationship between academic patenting and scientific publishing in Germany: Crowding-out or reinforcement?," The Journal of Technology Transfer, Springer, vol. 40(3), pages 512-535, June.
    11. Mohamed Osman Suliman & Mahmoud Sami Nabi, 2008. "The Institutional Environment and the Banking - Growth Nexus: Theory and Investigation for MENA," Working Papers 392, Economic Research Forum, revised Apr 2008.
    12. Christophe Hurlin & Baptiste Venet, 2008. "Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test," Working Papers halshs-00319995, HAL.
    13. Vu, Nam T., 2015. "Stock market volatility and international business cycle dynamics: Evidence from OECD economies," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 1-15.
    14. Marc Raffinot & Baptiste Venet, 2013. "Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market?," Working Papers DT/2013/03, DIAL (Développement, Institutions et Mondialisation).
    15. Coffinet, Jérôme & Coudert, Virginie & Pop, Adrian & Pouvelle, Cyril, 2012. "Two-way interplays between capital buffers and credit growth: Evidence from French banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1110-1125.
    16. Karikallio, Hanna, 2015. "Cross-commodity Price Transmission and Integration of the EU Livestock Market of Pork and Beef: Panel Time-series Approach," 2015 Conference, August 9-14, 2015, Milan, Italy 211832, International Association of Agricultural Economists.
    17. Wu, Shih-Ying & Tang, Jenn-Hong & Lin, Eric S., 2010. "The impact of government expenditure on economic growth: How sensitive to the level of development?," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 804-817, November.

  43. Christophe Hurlin, 2005. "The productivy Effects of Public Capital in Developing Countries," Post-Print halshs-00257440, HAL.

    Cited by:

    1. Pierre-Richard Agénor & Devrim Yilmaz, 2008. "Aid Allocation, Growth and Welfare with Productive Public Goods," Centre for Growth and Business Cycle Research Discussion Paper Series 95, Economics, The Univeristy of Manchester.
    2. Pinto Moreira, Emmanuel & Bayraktar, Nihal, 2008. "Foreign aid, growth and poverty: A policy framework for Niger," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 523-539.
    3. Pierre‐Richard Agénor, 2011. "Schooling and Public Capital in a Model of Endogenous Growth," Economica, London School of Economics and Political Science, vol. 78(309), pages 108-132, January.
    4. Agenor, Pierre-Richard & Bayraktar, Nihal & Pinto Moreira, Emmanuel, 2006. "Linking public investment programs and SPAHD macro models : methodology and application to aid requirements," Policy Research Working Paper Series 3944, The World Bank.
    5. Nihal BAYRAKTAR & Emmanuel PINTO MOREIRA, "undated". "The Composition of Public Expenditure and Growth: A Small-scale Intertemporal Model for Low-Income Countries," EcoMod2008 23800009, EcoMod.
    6. Pierre-Richard Agénor, 2006. "A Theory of Infrastructure-led Development," Centre for Growth and Business Cycle Research Discussion Paper Series 83, Economics, The Univeristy of Manchester.
    7. World Bank, 2007. "Niger - Accelerating Growth and Achieving the Millennium Development Goals : Diagnosis and the Policy Agenda," World Bank Other Operational Studies 7658, The World Bank.
    8. International Monetary Fund, 2009. "Niger; Selected Issues and Statistical Appendix," IMF Staff Country Reports 09/70, International Monetary Fund.
    9. Pierre-Richard Agénor & Nihal Bayraktar & Emmanuel Pinto Moreira & Karim El Aynaoui, 2006. "Achieving the Millennium Development Goals in Sub-Saharan Africa: A Macroeconomic Monitoring Framework," The World Economy, Wiley Blackwell, vol. 29(11), pages 1519-1547, November.
    10. Pierre Richard Agénor & Devrim Yilmaz, 2006. "The Tyranny of Rules: Fiscal Discipline, Productive Spending, and Growth," The School of Economics Discussion Paper Series 0616, Economics, The University of Manchester.
    11. Pierre-Richard Agénor, 2006. "A Theory of Infrastructure-led Development," The School of Economics Discussion Paper Series 0640, Economics, The University of Manchester.
    12. Emilio Sacerdoti & Gonzalo Salinas & Abdikarim Farah, 2009. "The Macroeconomic Impact of Scaled-Up Aid; The Case of Niger," IMF Working Papers 09/36, International Monetary Fund.
    13. P R Agénor & D Yilmaz, 2006. "The Tyranny of Rules: Fiscal Discipline, Productive Spending, and Growth," Centre for Growth and Business Cycle Research Discussion Paper Series 73, Economics, The Univeristy of Manchester.
    14. Bayraktar, Nihal & Moreira, Emmanuel Pinto, 2007. "The composition of public expenditure and growth : a small-scale intertemporal model for low-income countries," Policy Research Working Paper Series 4430, The World Bank.

  44. Christophe Hurlin & V. Mignon, 2005. "Une Synthèse des Tests de Racine Unitaire en sur Données de Panel," Post-Print halshs-00257324, HAL.

    Cited by:

    1. Bangake, Chrysost & Eggoh, Jude C., 2012. "Pooled Mean Group estimation on international capital mobility in African countries," Research in Economics, Elsevier, vol. 66(1), pages 7-17.
    2. Carl Grekou, 2014. "Revisiting the nexus between currency misalignments and growth in the CFA Zone," EconomiX Working Papers 2014-4, University of Paris West - Nanterre la Défense, EconomiX.
    3. Bangake, Chrysost & Eggoh, Jude C., 2011. "Further evidence on finance-growth causality: A panel data analysis," Economic Systems, Elsevier, vol. 35(2), pages 176-188, June.
    4. Guillaumin, Cyriac, 2009. "Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests," Journal of Asian Economics, Elsevier, vol. 20(3), pages 314-326, May.
    5. Christophe Blot & Fabien Labondance, 2013. "Politique monétaire unique, taux bancaires et prix immobiliers dans la zone euro," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 189-215.
    6. GHARDACH, jaouad, 2014. "The Exchange Rate Pass-Through To Import Prices: A Panel Evidence From Developing Countries," MPRA Paper 64938, University Library of Munich, Germany.
    7. KAFANDO, Namalguebzanga, 2014. "L'industrialisation de l'Afrique: l'importance des facteurs structurels et du régime de change
      [The industrialization of Africa: the importance of structural factors and exchange rate regime]
      ," MPRA Paper 68736, University Library of Munich, Germany.
    8. Shahbaz, Muhammad & Khraief, Naceur & Mahalik, Mantu Kumar & Zaman, Khair Uz, 2014. "Are fluctuations in natural gas consumption per capita transitory? Evidence from time series and panel unit root tests," Energy, Elsevier, vol. 78(C), pages 183-195.
    9. Jinzhao Chen, 2012. "Real Exchange Rate and Economic Growth: Evidence from Chinese Provincial Data (1992 - 2008)," PSE Working Papers halshs-00667467, HAL.
    10. Smimou, K. & Khallouli, W., 2015. "Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?," Emerging Markets Review, Elsevier, vol. 25(C), pages 125-153.
    11. Gabriel Gomes, 2016. "On the impact of dollar movements on oil currencies," EconomiX Working Papers 2016-1, University of Paris West - Nanterre la Défense, EconomiX.
    12. Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013-28, CEPII research center.
    13. Koté, Lassine & Sorgho, Zakaria & Ouedraogo, Carine, 2015. "La Mobilité des Capitaux en Afrique de l'Ouest: Investigations sur des pays de la CEDEAO
      [Mobility of Capital in West Africa: Study case of ECOWAS Countries]
      ," MPRA Paper 65196, University Library of Munich, Germany.
    14. Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
    15. Igue, Charlemagne Babatoundé, 2013. "Intermédiation financière et croissance économique : une approche basée sur le concept d’efficacité-X appliquée à la zone UEMOA," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(1), pages 7-37, Mars.
    16. Bangake, Chrysost & Eggoh, Jude C., 2011. "The Feldstein-Horioka puzzle in African countries: A panel cointegration analysis," Economic Modelling, Elsevier, vol. 28(3), pages 939-947, May.
    17. Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
    18. Mpabe Bodjongo, Mathieu Juliot, 2012. "Infrastructures institutionnelles et développement financier en zone CEMAC
      [Institutional infrastructures and financial development in zone CEMAC]
      ," MPRA Paper 37824, University Library of Munich, Germany.
    19. Candelon, Bertrand & Kool, Clemens & Raabe, Katharina & van Veen, Tom, 2007. "Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 87-107, March.
    20. Zouabi, Oussama & Kahia, Montassar, 2014. "The direct effect of climate change on the cereal production in Tunisia: A micro-spatial analysis," MPRA Paper 64441, University Library of Munich, Germany.
    21. Chrysost Bangaké & Jude Eggoh, 2010. "International Capital Mobility in African Countries: Do the legal origins matter?," Economics Bulletin, AccessEcon, vol. 30(1), pages 73-83.
    22. Heni Boubaker & Nadia Sghaier, 2014. "How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?," Working Papers 2014-282, Department of Research, Ipag Business School.
    23. Francis Bismans & Christelle Mougeot, 2009. "Austrian business cycle theory: Empirical evidence," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 22(3), pages 241-257, September.
    24. Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.

  45. Christophe Hurlin, 2004. "Testing Granger causality in Heterogeneous panel data models with fixed coefficients," Post-Print halshs-00257395, HAL.

    Cited by:

    1. Eric S. Lin & Hamid E. Ali, 2009. "Military Spending and Inequality: Panel Granger Causality Test," Journal of Peace Research, Peace Research Institute Oslo, vol. 46(5), pages 671-685, September.
    2. Yusuf, Shahid & Nabeshima, Kaoru & Wei Ha, 2007. "What makes cities healthy ?," Policy Research Working Paper Series 4107, The World Bank.
    3. Huang, Chiung-Ju, 2016. "Is corruption bad for economic growth? Evidence from Asia-Pacific countries," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 247-256.
    4. Kar, Muhsin & Nazlıoğlu, Şaban & Ağır, Hüseyin, 2011. "Financial development and economic growth nexus in the MENA countries: Bootstrap panel granger causality analysis," Economic Modelling, Elsevier, vol. 28(1), pages 685-693.
    5. Töngür, Ünal & Elveren, Adem Yavuz, 2014. "Deunionization and pay inequality in OECD Countries: A panel Granger causality approach," Economic Modelling, Elsevier, vol. 38(C), pages 417-425.
    6. Muhammad, Shahbaz & Tiwari, Aviral Kumar & Khan, Saleheen, 2012. "Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests," MPRA Paper 41607, University Library of Munich, Germany, revised 27 Sep 2012.
    7. Sahoo, Pravakar & Dash, Ranjan Kumar, 2013. "Financial sector development and domestic savings in South Asia," Economic Modelling, Elsevier, vol. 33(C), pages 388-397.
    8. Francesco Bosello & Shouro Dasgupta, 2015. "Development, Climate Change Adaptation, and Maladaptation: Some Econometric Evidence," Working Papers 2015.97, Fondazione Eni Enrico Mattei.
    9. Wu, Shih-Ying & Tang, Jenn-Hong & Lin, Eric S., 2010. "The impact of government expenditure on economic growth: How sensitive to the level of development?," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 804-817, November.
    10. Jean-François Verne, 2007. "The Causality Between Economic Growth, Unemployment And Taxation: A Revisited Analysis Of The Okun’S Law," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 50(3), pages 361-383.

  46. Hurlin, Christophe & Lechevalier, Sébastien, 2003. "The heterogeneity of employment adjustment across Japanese firms. A study using panel data," CEPREMAP Working Papers (Couverture Orange) 0310, CEPREMAP.

    Cited by:

    1. Sébastien Lechevalier, 2007. "The Diversity of Capitalism and Heterogeneity of Firms - A Case Study of Japan during the Lost Decade," Post-Print halshs-00370523, HAL.
    2. Sébastien Lechevalier, 2012. "The Japanese Firm," Chapters, in: Handbook on the Economics and Theory of the Firm, chapter 16 Edward Elgar Publishing.

  47. Christophe Hurlin & Rafal Kierzenkowski, 2003. "Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the ???Min???Condition," William Davidson Institute Working Papers Series 2003-581, William Davidson Institute at the University of Michigan.

    Cited by:

    1. Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," Umeå Economic Studies 837, Umeå University, Department of Economics.
    2. Balázs Égert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," MNB Working Papers 2006/5, Magyar Nemzeti Bank (Central Bank of Hungary).
    3. Coricelli, Fabrizio & Égert, Balázs & MacDonald, Ronald, 2006. "Monetary transmission mechanism in Central and Eastern Europe : gliding on a wind of change," BOFIT Discussion Papers 8/2006, Bank of Finland, Institute for Economies in Transition.
    4. Fabrizio Coricelli & Balázs Égert & Ronald MacDonald, 2006. "Monetary Transmission in Central and Eastern Europe: Gliding on a Wind of Change," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 44-87.
    5. Srdjan Kujundzic & Dragiša Otaševic, 2012. "The bank lending channel in an euroised economy: the case of Serbia," Working papers 24, National Bank of Serbia.
    6. Fabrizio Coricelli & Bal??zs ??gert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change," William Davidson Institute Working Papers Series wp850, William Davidson Institute at the University of Michigan.
    7. Edwige Burdeau, 2015. "Assessing dynamics of credit supply and demand for French SMEs, an estimation based on the Bank Lending Survey," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.

  48. Christophe Hurlin & Rafal Kierzenkowski, 2002. "A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland," National Bank of Poland Working Papers 22, National Bank of Poland, Economic Institute.

    Cited by:

    1. BAUWENS, Luc & LUBRANO, Michel, . "Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market," CORE Discussion Papers RP 1918, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Balazs Egert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," CESifo Working Paper Series 1739, CESifo Group Munich.
    3. Srdjan Kujundzic & Dragiša Otaševic, 2012. "The bank lending channel in an euroised economy: the case of Serbia," Working papers 24, National Bank of Serbia.
    4. Fabrizio Coricelli & Bal??zs ??gert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change," William Davidson Institute Working Papers Series wp850, William Davidson Institute at the University of Michigan.
    5. Brzoza-Brzezina, Michał & Chmielewski, Tomasz & Niedźwiedzińska, Joanna, 2007. "Substitution between domestic and foreign currency loans in Central Europe. Do central banks matter?," MPRA Paper 6759, University Library of Munich, Germany.
    6. Coricelli, Fabrizio & Égert, Balázs & MacDonald, Ronald, 2006. "Monetary transmission mechanism in Central and Eastern Europe : gliding on a wind of change," BOFIT Discussion Papers 8/2006, Bank of Finland, Institute for Economies in Transition.
    7. Fabrizio Coricelli & Balázs Égert & Ronald MacDonald, 2006. "Monetary Transmission in Central and Eastern Europe: Gliding on a Wind of Change," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 44-87.
    8. Zuzanna Wosko, 2016. "Determinants of credit in the Polish banking sector before and after the GFC according to information from the NBP Senior Loan Officer Survey. Does supply or demand matter?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41 Bank for International Settlements.

  49. Hurlin, C. & MB.P. N'Diaye, P., 1998. "La methode d'estimation des moindres carres modifies ou fully modified," Papiers d'Economie Mathématique et Applications 98.26, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Fabien Rondeau, 2006. "Pattern of trade and European economic integration : an unexpected relation," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 200614, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.

Articles

  1. Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014. "Currency crisis early warning systems: Why they should be dynamic," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
    See citations under working paper version above.
  2. Elena‐Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2013. "Testing Interval Forecasts: A GMM‐Based Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(2), pages 97-110, 03.
    See citations under working paper version above.
  3. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013. "Network Effects and Infrastructure Productivity in Developing Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 887-913, December.
    See citations under working paper version above.
  4. Herrera, Santiago & Hurlin, Christophe & Zaki, Chahir, 2013. "Why don't banks lend to Egypt's private sector?," Economic Modelling, Elsevier, vol. 33(C), pages 347-356.
    See citations under working paper version above.
  5. Colletaz, Gilbert & Hurlin, Christophe & Pérignon, Christophe, 2013. "The Risk Map: A new tool for validating risk models," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3843-3854.
    See citations under working paper version above.
  6. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 75-113, April.

    Cited by:

    1. Yanping Zhao & Jakob Haan & Bert Scholtens & Haizhen Yang, 2014. "Leading Indicators of Currency Crises: Are They the Same in Different Exchange Rate Regimes?," Open Economies Review, Springer, vol. 25(5), pages 937-957, November.
    2. Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," LEO Working Papers / DR LEO 399, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    3. Sarlin, Peter, 2013. "On policymakers’ loss functions and the evaluation of early warning systems," Economics Letters, Elsevier, vol. 119(1), pages 1-7.
    4. Ons Jedidi & Jean-Sébastien Pentecôte, 2015. "Prédire les crises bancaires : un système d’alerte robuste," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 189-225.
    5. Qin, Xiao & Liu, Liya, 2014. "Extremes, return level and identification of currency crises," Economic Modelling, Elsevier, vol. 37(C), pages 439-450.
    6. Fabio Comelli, 2014. "Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies," IMF Working Papers 14/65, International Monetary Fund.
    7. Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2016. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 66046, London School of Economics and Political Science, LSE Library.
    8. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016. "Forecasting banking crises with dynamic panel probit models," Working Papers w201613, Banco de Portugal, Economics and Research Department.
    9. Hernández de Cos, Pablo & Koester, Gerrit B. & Moral-Benito, Enrique & Nickel, Christiane, 2014. "Signalling fiscal stress in the euro area - a country-specific early warning system," Working Paper Series 1712, European Central Bank.
    10. Xavier De Scheemaekere & Kim Oosterlinck & Ariane Szafarz, 2014. "Issues in Identifying Economic Crises: Insights from History," Working Papers CEB 14-014, ULB -- Universite Libre de Bruxelles.
    11. Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
    12. Fabio Comelli, 2013. "Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies," IMF Working Papers 13/134, International Monetary Fund.
    13. Ryota Nakatani, 2014. "The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models," UTokyo Price Project Working Paper Series 043, University of Tokyo, Graduate School of Economics.

  7. Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2012. "Testing for Granger non-causality in heterogeneous panels," Economic Modelling, Elsevier, vol. 29(4), pages 1450-1460.
    See citations under working paper version above.
  8. Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Finance, Presses universitaires de Grenoble, vol. 33(1), pages 79-112.
    See citations under working paper version above.
  9. Candelon, B. & Hurlin, C. & Tokpavi, S., 2012. "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
    See citations under working paper version above.
  10. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(2), pages 314-343, Spring.
    See citations under working paper version above.
  11. Christophe Hurlin & Florence Arestoff, 2010. "Are Public Investment Efficient in Creating Capital Stocks in Developing Countries?," Economics Bulletin, AccessEcon, vol. 30(4), pages 3177-3187.

    Cited by:

    1. Matthew Lowe & Chris Papageorgiou & Fidel Perez-Sebastian, 2012. "The Public and Private MPK," DEGIT Conference Papers c017_021, DEGIT, Dynamics, Economic Growth, and International Trade.
    2. Gerhard Glomm & Juergen Jung, 2013. "A Macroeconomic Analysis of Energy Subsidies in a Small Open Economy," Working Papers 2013-02, Towson University, Department of Economics, revised Feb 2013.
    3. Christine J. Richmond & Irene Yackovlev & Susan S. Yang, 2013. "Investing Volatile Oil Revenues in Capital-Scarce Economies; An Application to Angola," IMF Working Papers 13/147, International Monetary Fund.
    4. Andrew Berg & Edward F. Buffie & Catherine Pattillo & Rafael Portillo & Andrea Filippo Presbitero & Luis-Felipe Zanna, 2015. "Some Misconceptions about Public Investment Efficiency and Growth," Mo.Fi.R. Working Papers 116, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    5. Adrian Alter & Matteo Ghilardi & Dalia S Hakura, 2015. "Public Investment in a Developing Country Facing Resource Depletion," IMF Working Papers 15/236, International Monetary Fund.
    6. Hallonsten, Jan Simon & Ziesemer, Thomas, 2016. "A semi-endogenous growth model for developing countries with public factors, imported capital goods, and limited export demand," MERIT Working Papers 004, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    7. Luis-Felipe Zanna & Olivier Basdevant & Susan Yang & Genevieve Verdier & Joannes Mongardini & Borislava Mircheva & Dalmacio Benicio, 2011. "The Design of Fiscal Adjustment Strategies in Botswana, Lesotho, Namibia, and Swaziland," IMF Working Papers 11/266, International Monetary Fund.
    8. Wenyi Shen & Susan S. Yang & Luis-Felipe Zanna, 2015. "Government Spending Effects in Low-income Countries," IMF Working Papers 15/286, International Monetary Fund.

  12. Christophe Hurlin, 2010. "What would Nelson and Plosser find had they used panel unit root tests?," Applied Economics, Taylor & Francis Journals, vol. 42(12), pages 1515-1531. See citations under working paper version above.
  13. Julien Fouquau & Ghislaine Destais & Christophe Hurlin, 2009. "Energy demand models: a threshold panel specification of the 'Kuznets curve'," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1241-1244.
    See citations under working paper version above.
  14. Fouquau, Julien & Hurlin, Christophe & Rabaud, Isabelle, 2008. "The Feldstein-Horioka puzzle: A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 25(2), pages 284-299, March.
    See citations under working paper version above.
  15. Christophe Hurlin & Sessi Tokpavi, 2008. "Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes »," Finance, Presses universitaires de Grenoble, vol. 29(1), pages 53-80. See citations under working paper version above.
  16. Hurlin, Christophe & Kierzenkowski, Rafal, 2007. "Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule," Economic Systems, Elsevier, vol. 31(2), pages 157-183, June. See citations under working paper version above.
  17. Valérie Mignon & Christophe Hurlin, 2007. "Une synthèse des tests de cointégration sur données de panel," Économie et Prévision, Programme National Persée, vol. 180(4), pages 241-265.
    See citations under working paper version above.
  18. Christophe Hurlin & Sessi Tokpavi, 2007. "Un test de validité de la Value at Risk," Revue économique, Presses de Sciences-Po, vol. 58(3), pages 599-608.
    See citations under working paper version above.
  19. C. Hurlin, 2005. "Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries," Journal of Economics, Springer, vol. 86(3), pages 308-312, December.

    Cited by:

    1. Boopen Seetanah, 2011. "Optimal endowments of transport investment: an empirical analysis for mauritius," Empirical Economics, Springer, vol. 40(3), pages 827-838, May.

  20. Christophe Hurlin, 2005. "Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène," Revue économique, Presses de Sciences-Po, vol. 56(3), pages 799-809. See citations under working paper version above.
  21. Valérie Mignon & Christophe Hurlin, 2005. "Une synthèse des tests de racine unitaire sur données de panel," Économie et Prévision, Programme National Persée, vol. 169(3), pages 253-294.
    See citations under working paper version above.
  22. Christophe Hurlin, 2001. "Estimating the contribution of public capital with times series production functions: a case of unreliable inference," Applied Economics Letters, Taylor & Francis Journals, vol. 8(2), pages 99-103.

    Cited by:

    1. Fernando Blanco & Santiago Herrera, 2006. "The Quality Of Fiscal Adjustment And The Long-Run Growth Impact Of Fiscal Policy In Brazil," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 87, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2. Santiago HERRERA & Fernando BLANCO, "undated". "The Quality of Brazilian Fiscal Adjustment, 1999 - 2001," EcoMod2004 330600066, EcoMod.
    3. Blanco, Fernando & Herrera, Santiago, 2006. "The quality of fiscal adjustment and the long-run growth impact of fiscal policy in Brazil," Policy Research Working Paper Series 4004, The World Bank.
    4. World Bank, 2007. "Brazil - Improving Fiscal Circumstances for Growth : Volume 2. Main Report," World Bank Other Operational Studies 8005, The World Bank.

  23. Guillaume Gaulier & Christophe Hurlin & Philippe Jean-Pierre, 1999. "Testing Convergence: A Panel Data Approach," Annals of Economics and Statistics, GENES, issue 55-56, pages 411-427.

    Cited by:

    1. Lezheng Liu & Isabel Ruiz, 2006. "Convergence Hypothesis: Evidence from Panel Unit Root Test with Spatial Dependence," REVISTA ECOS DE ECONOMÍA, UNIVERSIDAD EAFIT, October.
    2. Casto Martín Montero Kuscevic & Marco Antonio del Río Rivera, 2013. "Convergencia en Bolivia: un enfoque espacial con datos de panel dinámicos," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, August.
    3. Amjad Naveed & Nisar Ahmad, 2016. "Labour productivity convergence and structural changes: simultaneous analysis at country, regional and industry levels," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 5(1), pages 1-17, December.
    4. Christophe Hurlin & Valérie Mignon, 2005. "Une synthèse des tests de racine unitaire sur données de panel," Economie & Prévision, La Documentation Française, vol. 0(3), pages 253-294.
    5. Angelos Liontakis & Christos T. Papadas & Irene Tzouramani, 2011. "Regional Economic Convergence in Greece: A Stochastic Dominance Approach," ERSA conference papers ersa10p1188, European Regional Science Association.
    6. Dilara Kýlýnç & Ý. Hakan Yetkiner, 2013. "Does Gender Matter for Economic Convergence? The OECD Evidence," Working Papers 1302, Izmir University of Economics.
    7. Thi Kim Pham & Théophile T. Azomahou & Jalal El Ouardighi & Phu Nguyen Van, 2006. "Estimation semi-paramétrique de la convergence des régions européennes," Post-Print hal-00129232, HAL.
    8. Rodolfo Cermeño, 2002. "Growth convergence clubs: Evidence from Markov-switching models using panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D5-3, International Conferences on Panel Data.
    9. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
    10. Niang, Abdou-Aziz & Pichery, Marie-Claude & Edjo, Marcellin, 2010. "Convergence test in the presence of structural changes: an empirical procedure based on panel data with cross-sectional dependence," MPRA Paper 23452, University Library of Munich, Germany.
    11. Marie-Eve Mulquin & Katja Senger, 2011. "Interregional transfers and economic convergence of regions," Serie Politique Economique 58, Facultes Universitaires Notre-Dame de la Paix, Centre de Recherches en Economie Regionale et Politique Economique.

  24. Christophe Hurlin, 1999. "La contribution du capital public à la productivité des facteurs privés : une estimation sur panel sectoriel pour dix pays de l'OCDE," Économie et Prévision, Programme National Persée, vol. 137(1), pages 49-65.

    Cited by:

    1. Ghassan, Hassan B., 2002. "الإنفاق العمومي والإستثمار الخاص اختبار أثر المزاحمة عبر المعاينة المعادة
      [Public Spending and Private Investment: Test of Crowding-out Effects through Re-sampling]
      ," MPRA Paper 56381, University Library of Munich, Germany, revised 03 Dec 2002.

  25. Christophe Hurlin & Franck Portier, 1996. "Le partage de la valeur ajoutée dans le cycle," Économie et Prévision, Programme National Persée, vol. 125(4), pages 73-85.

    Cited by:

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