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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. Holopainen, Markus & Sarlin , Peter, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Research Discussion Papers 6/2015, Bank of Finland.
    2. 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. 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. 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.
    2. Aldasoro, Iñaki & Faia, Ester, 2015. "Systemic Loops and Liquidity Regulation," CEPR Discussion Papers 10918, C.E.P.R. Discussion Papers.
    3. Federico Nucera & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2015. "The Information in Systemic Risk Rankings," Tinbergen Institute Discussion Papers 15-070/III/DSF94, Tinbergen Institute.
    4. Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016. "The information in systemic risk rankings," Working Paper Series 1875, European Central Bank.

  3. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. Madan, Dilip B. & Schoutens, Wim, 2013. "Systemic risk tradeoffs and option prices," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 222-230.
    7. Pankoke, David, 2014. "Sophisticated vs. Simple Systemic Risk Measures," Working Papers on Finance 1422, University of St. Gallen, School of Finance.
    8. 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.
    9. Qiubin Huang & Jakob de Haan & Bert Scholtens, 2015. "Analyzing Systemic Risk in the Chinese Banking System," CESifo Working Paper Series 5513, CESifo Group Munich.
    10. 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.
    11. 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.
    12. 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).
    13. Federico Nucera & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2015. "The Information in Systemic Risk Rankings," Tinbergen Institute Discussion Papers 15-070/III/DSF94, Tinbergen Institute.
    14. Löffler, Gunter & Raupach, Peter, 2013. "Robustness and informativeness of systemic risk measures," Discussion Papers 04/2013, Deutsche Bundesbank, Research Centre.
    15. Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015. "Risk Measure Inference," Working Papers halshs-00877279, HAL.
    16. 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.
    17. 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.
    18. 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.
    19. 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, University of Paderborn, CIE Center for International Economics.

  4. 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 011105, BANCO DE LA REPÚBLICA.
    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.

  5. 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. Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014. "Risk models-at-risk," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 72-92.
    2. 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.
    3. 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.
    4. Hamidi, Benjamin & Hurlin, Christophe & Kouontchou, Patrick & Maillet, Bertrand, 2015. "A DARE for VaR," Economics Papers from University Paris Dauphine 123456789/15232, Paris Dauphine University.

  6. 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. 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.
    2. 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.
    3. Sylvain Benoit & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2013. "A Theoretical and Empirical Comparison of Systemic Risk Measures," Working Papers halshs-00746272, HAL.

  7. 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. Barrera, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers 2014-024, Banco Central de Reserva del Perú.

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

    Cited by:

    1. St\'ephane Cr\'epey & Armenti Yannick, 2015. "Central Clearing Valuation Adjustment," Papers 1506.08595, arXiv.org.
    2. 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.
    3. Hamidi, Benjamin & Hurlin, Christophe & Kouontchou, Patrick & Maillet, Bertrand, 2015. "A DARE for VaR," Economics Papers from University Paris Dauphine 123456789/15232, Paris Dauphine University.
    4. Stéphane Crépey & Armenti Yannick, 2015. "Central Clearing Valuation Adjustment," Working Papers hal-01169169, HAL.
    5. 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. Brantley Liddle & George Messinis, 2015. "Which comes first - urbanization or economic growth? Evidence from heterogeneous panel causality tests," Applied Economics Letters, Taylor & Francis Journals, vol. 22(5), pages 349-355, March.
    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. Ekrame Boubtane & Dramane Coulibaly & Christophe Rault, 2011. "Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries," Working Papers 2011-29, CEPII research center.
    4. Tani, Massimiliano & Joyeux, Roselyne, 2013. "Do Business Visits Cause Productivity Growth?," IZA Discussion Papers 7827, Institute for the Study of Labor (IZA).
    5. Mathilde Aubry & Jean Bonnet & Patricia Renou-Maissant, 2014. "Cycle économique et comportement entrepreneurial sur données régionales françaises," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(4), pages 643-675.
    6. 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.
    7. Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013.102, Fondazione Eni Enrico Mattei.
    8. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta, 2014. "The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test," Working Papers 2014-477, Department of Research, Ipag Business School.
    9. 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, vol. 48(1), pages 123-134, February.
    10. 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).
    11. 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.
    12. 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.
    13. Elbahnasawy, Nasr G., 2014. "E-Government, Internet Adoption, and Corruption: An Empirical Investigation," World Development, Elsevier, vol. 57(C), pages 114-126.
    14. Raffinot, Marc & Venet, Baptiste, 2013. "Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market?," Economics Papers from University Paris Dauphine 123456789/11409, Paris Dauphine University.
    15. Chen, Jinzhao & Quang, Thérèse, 2014. "The impact of international financial integration on economic growth: New evidence on threshold effects," Economic Modelling, Elsevier, vol. 42(C), pages 475-489.
    16. Judith A. Clarke & Nilanjana Roy & Weichun Chen, 2012. "Health and Wealth: Short Panel Granger Causality Tests for Developing Countries," Econometrics Working Papers 1204, Department of Economics, University of Victoria.
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. 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.
    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. 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.
    24. 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.
    25. Terraza Virginie & Toque Carole, 2008. "Funds Rating: The Predictive Power," LSF Research Working Paper Series 08-08, Luxembourg School of Finance, University of Luxembourg.
    26. 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.
    27. 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.
    28. 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.
    29. 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).
    30. Edward M Feasel & Nobuyuki Kanazawa, 2013. "Sentiment toward Trading Partners and International Trade," Eastern Economic Journal, Palgrave Macmillan, vol. 39(3), pages 309-327.
    31. 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.
    32. 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.
    33. Van Campenhout, Bjorn & Raffinot, Marc & Ferry, Marin & Cassimon, Danny, 2013. "Dynamic Fiscal Impact of The Debt Relief Initiatives on African Highly Indebted Poor Countries (HIPCs)," Economics Papers from University Paris Dauphine 123456789/10905, Paris Dauphine University.
    34. 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).
    35. 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.
    36. 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.
    37. 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.
    38. 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.
    39. 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.
    40. 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).
    41. Hannu Tervo, 2011. "Cities, hinterlands and agglomeration shadows: spatial developments in Finland over 1880-2004," ERSA conference papers ersa10p147, European Regional Science Association.
    42. 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.
    43. 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.
    44. 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.
    45. 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.
    46. 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.
    47. 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.
    48. 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.
    49. Claudiu Tiberiu Albulescu & Daniel Goyeau & Cornel Oros, 2015. "On the Long Run Money-Prices Relationship in CEE Countries," Post-Print hal-01257389, HAL.
    50. 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.
    51. 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.
    52. 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.
    53. 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.
    54. 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.
    55. 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.
    56. 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.
    57. 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.
    58. 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.
    59. Venet, Baptiste & Peltrault, Frédéric, 2005. "Intra-industry trade and economic distance : causality tests using panel data," Economics Papers from University Paris Dauphine 123456789/122, Paris Dauphine University.
    60. 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.
    61. 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.
    62. 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.
    63. 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.
    64. 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.
    65. Rafik Abdesselam & Jean Bonnet & Patricia Renou-Maissant, 2014. "Typology of the French regional development: revealing the refugee/Schumpeter effects in new-firms startups," Post-Print halshs-01101963, HAL.
    66. 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.
    67. 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.
    68. 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.
    69. 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.
    70. Lukasz Marc, 2014. "The Causal Links between Aid and Government Expenditures," Tinbergen Institute Discussion Papers 14-012/V, Tinbergen Institute.
    71. Wilson, Ross, 2015. "Does Governance Cause Growth? Evidence from China," Working Papers 2015:14, Lund University, Department of Economics.
    72. 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.
    73. Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
    74. Wilson, Ross, 2016. "Does Governance Cause Growth? Evidence from China," World Development, Elsevier, vol. 79(C), pages 138-151.
    75. 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.
    76. Zhou, X. & Li, Kui-Wai, 2010. "Causality between Openness and Indigenous Factors among World Economies," MPRA Paper 36421, University Library of Munich, Germany.
    77. Christophe Hurlin & Baptiste Venet, 2008. "Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test," Working Papers halshs-00319995, HAL.
    78. 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.
    79. 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.
    80. 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.
    81. 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.
    82. 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.
    83. Coulibaly, Dramane, 2015. "Remittances and financial development in Sub-Saharan African countries: A system approach," Economic Modelling, Elsevier, vol. 45(C), pages 249-258.
    84. 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.
    85. 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.
    86. 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.
    87. 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.
    88. 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.
    89. Kirsi Mukkala & Hannu Tervo, 2012. "Regional airports and regional growth: which way does the causality run?," ERSA conference papers ersa12p642, European Regional Science Association.
    90. Lauren Stagnol, 2015. "Designing a corporate bond index on solvency criteria," EconomiX Working Papers 2015-39, University of Paris West - Nanterre la Défense, EconomiX.
    91. 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.
    92. 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.
    93. 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.
    94. Yusuf, Shahid & Nabeshima, Kaoru & Wei Ha, 2007. "What makes cities healthy ?," Policy Research Working Paper Series 4107, The World Bank.
    95. 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.

  10. 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.

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

    Cited by:

    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.
    2. 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.
    3. 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.
    4. Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," NCER Working Paper Series 75, National Centre for Econometric Research.
    5. 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.
    6. 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.
    7. Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014. "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers 2014-409, Department of Research, Ipag Business School.
    8. 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.
    9. Fabio Comelli, 2012. "Emerging Market Sovereign Bond Spreads: Estimation and Back-testing," IMF Working Papers 12/212, International Monetary Fund.
    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. Gabriela Dobrescu & Iva Petrova & Nazim Belhocine & Emanuele Baldacci, 2011. "Assessing Fiscal Stress," IMF Working Papers 11/100, International Monetary Fund.

  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. Maillet, Bertrand & Tokpavi, Sessi & Vaucher, Benoit, 2015. "Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach," Economics Papers from University Paris Dauphine 123456789/14735, Paris Dauphine University.
    2. 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.
    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. "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. Adrian Pagan, 2013. "Patterns and Their Uses," NCER Working Paper Series 96, National Centre for Econometric Research.
    2. 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.
    3. 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.
    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.
    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.
    6. 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.

  15. Arestoff, Florence & Hurlin, Christophe, 2010. "Are Public Investment Efficient in Creating Capital Stock in Developing Countries?," Economics Papers from University Paris Dauphine 123456789/5253, Paris Dauphine University.

    Cited by:

    1. Gerhard Glomm & Juergen Jung, 2015. "A Macroeconomic Analysis Of Energy Subsidies In A Small Open Economy," Economic Inquiry, Western Economic Association International, vol. 53(4), pages 1783-1806, October.
    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. 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.
    4. Luis-Felipe Zanna & Olivier Basdevant & Susan Yang & Geneviève 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.
    5. Christine J. Richmond & Irene Yackovlev & Shu-Chun S. Yang, 2013. "Investing Volatile Oil Revenues in Capital-Scarce Economies: An Application to Angola," IMF Working Papers 13/147, International Monetary Fund.

  16. 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. 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.
    2. Mohammad Karimi & Marcel-Cristian Voia, 2011. "Empirics of Currency Crises: A Duration Analysis Approach," Carleton Economic Papers 11-11, Carleton University, Department of Economics.
    3. Ari, Ali, 2012. "Early warning systems for currency crises: The Turkish case," Economic Systems, Elsevier, vol. 36(3), pages 391-410.
    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.

  17. 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. 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.
    2. 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, vol. 52(2), pages 431-455, March.
    3. 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.

  18. 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. 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.
    2. Lena Dräger & Jan-Oliver Menz & Ulrich Fritsche, . "Perceived Inflation under Loss Aversion," Macroeconomics and Finance Series 201105, Hamburg University, Department Wirtschaft und Politik.
    3. 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.
    4. 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.
    5. Roula Inglesi-Lotz & Jessika Bohlmann, 2014. "Environmental Kuznets curve in South Africa: To confirm or not to confirm?," EcoMod2014 6378, EcoMod.
    6. Wang, Yu Shan, 2013. "Oil price effects on personal consumption expenditures," Energy Economics, Elsevier, vol. 36(C), pages 198-204.
    7. 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.

  19. 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. Corinne Delechat & Will Clark & Pranav Gupta & Malangu Kabedi-Mbuyi & Mesmin Koulet-Vickot & Carla Macario & Toomas Orav & Manuel Rosales & Rene Tapsoba & Dmitry Zhdankin & Susan Yang, 2015. "Harnessing Resource Wealth for Inclusive Growth in Fragile States," IMF Working Papers 15/25, International Monetary Fund.
    2. 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.

  20. 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. 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.
    3. Chekol Kidane & Getnet Alemu, 2010. "Benishangul-Gumuz Regional State : Public Finance Review," World Bank Other Operational Studies 12340, The World Bank.
    4. Abebe Alebachew & Getnet Alemu, 2010. "The Amhara Regional Report : Public Finance Review," World Bank Other Operational Studies 12339, The World Bank.

  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. 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.
    2. Elena-Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour, 2011. "Testing interval forecasts: a GMM-based approach," Working Papers halshs-00618467, HAL.
    3. Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2013. "High-Frequency Risk Measures," Working Papers halshs-00859456, HAL.
    4. 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.
    5. 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.
    6. 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.
    7. Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Technology.
    8. 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.
    9. 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).
    10. 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.
    11. Ludwig, Alexander, 2013. "Sovereign risk contagion in the Eurozone: a time-varying coefficient approach," MPRA Paper 52340, University Library of Munich, Germany.
    12. Bontemps, Christian, 2013. "Moment-Based Tests for Discrete Distributions," IDEI Working Papers 772, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2014.
    13. Boucher, Christophe M. & Daníelsson, Jón & Kouontchou, Patrick S. & Maillet, Bertrand B., 2014. "Risk models-at-risk," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 72-92.
    14. 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.
    15. Krämer, Walter & Wied, Dominik, 2015. "A simple and focused backtest of value at risk," Economics Letters, Elsevier, vol. 137(C), pages 29-31.
    16. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," KIER Working Papers 726, Kyoto University, Institute of Economic Research.
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. Evers, Corinna & Rohde, Johannes, 2014. "Model Risk in Backtesting Risk Measures," Hannover Economic Papers (HEP) dp-529, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    22. Bertrand Candelon & Marc Joëts & Sessi Tokpavi, 2012. "Testing for crude oil markets globalization during extreme price movements," EconomiX Working Papers 2012-28, University of Paris West - Nanterre la Défense, EconomiX.
    23. 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.
    24. Metiu, Norbert, 2012. "Sovereign risk contagion in the Eurozone," Economics Letters, Elsevier, vol. 117(1), pages 35-38.
    25. 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.
    26. Hamidi, Benjamin & Hurlin, Christophe & Kouontchou, Patrick & Maillet, Bertrand, 2015. "A DARE for VaR," Economics Papers from University Paris Dauphine 123456789/15232, Paris Dauphine University.
    27. Christophe Hurlin & Christophe Pérignon, 2012. "Margin Backtesting," Working Papers halshs-00746274, HAL.
    28. 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.
    29. 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 & Baptiste Venet, 2008. "Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test," Working Papers halshs-00319995, HAL.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Sahoo, Pravakar & Dash, Ranjan Kumar, 2013. "Financial sector development and domestic savings in South Asia," Economic Modelling, Elsevier, vol. 33(C), pages 388-397.
    5. Hartwig, Jochen, 2010. "Is health capital formation good for long-term economic growth? - Panel Granger-causality evidence for OECD countries," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 314-325, March.
    6. 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.
    7. 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.
    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).
    9. Gunther Schnabl & Stephan Freitag, 2012. "Determinants of Global and Intra-European Imbalances," Global Financial Markets Working Paper Series 25-2011, Friedrich-Schiller-University Jena.
    10. 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, Eurasia Business and Economics Society, vol. 4(2), pages 247-260, December.
    11. Schnabl, Gunther & Freitag, Stephan, 2010. "Reverse causality in global current accounts," Working Paper Series 1208, European Central Bank.
    12. 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.
    13. Judith A. Clarke & Nilanjana Roy & Weichun Chen, 2012. "Health and Wealth: Short Panel Granger Causality Tests for Developing Countries," Econometrics Working Papers 1204, Department of Economics, University of Victoria.
    14. 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).
    15. 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.
    16. Tani, Massimiliano & Joyeux, Roselyne, 2013. "Do Business Visits Cause Productivity Growth?," IZA Discussion Papers 7827, Institute for the Study of Labor (IZA).
    17. 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.
    18. I-Chun Tsai & Chien-Wen Peng, 2012. "A panel data analysis for housing affordability in Taiwan," Journal of Economics and Finance, Springer, vol. 36(2), pages 335-350, April.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. Venet, Baptiste & Peltrault, Frédéric, 2005. "Intra-industry trade and economic distance : causality tests using panel data," Economics Papers from University Paris Dauphine 123456789/122, Paris Dauphine University.
    24. 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).

  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. Daniel Koshiyama & Denilson Alencastro & Adelar Fochezatto, . "International Trade and Economic Growth in Latin America: a Granger Causality Analysis with Panel Data," EcoMod2007 23900046, EcoMod.
    2. 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.
    3. 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).
    4. 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.
    5. 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.
    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. 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.
    8. 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.

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

    Cited by:

    1. 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.
    2. 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, vol. 42(3), pages 597-613, August.
    3. 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.
    4. Rao, B. Bhaskara & Tamazian, Artur & Kumar, Saten, 2009. "Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks," MPRA Paper 15312, University Library of Munich, Germany.
    5. 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, vol. 41(4), pages 713-729, November.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. Cristina JUDE & Grégory LEVIEUGE, 2013. "Growth Effect of FDI in Developing Economies: the Role of Institutional Quality," LEO Working Papers / DR LEO 2251, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    11. Chakroun, Mohamed, 2009. "Health care expenditure and GDP: An international panel smooth transition approach," MPRA Paper 14322, University Library of Munich, Germany.
    12. 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.
    13. Pavel Trunin & Andrey Zubarev, 2013. "The Feldstein-Horioka Puzzle: Modern Aspects," Working Papers 0070, Gaidar Institute for Economic Policy, revised 2013.
    14. 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.
    15. Aizenman, Joshua & Geng, Nan, 2009. "Adjustment of State Owned and Foreign-Funded Enterprises in China to economic reforms,1980s-2007: a logistic smooth transition regression (LSTR) approach," Santa Cruz Department of Economics, Working Paper Series qt7919w74z, Department of Economics, UC Santa Cruz.
    16. Saten Kumar & B. Bhaskara Rao, 2011. "A Time‐series Approach to the Feldstein–Horioka Puzzle with Panel Data from the OECD Countries," The World Economy, Wiley Blackwell, vol. 34(3), pages 473-485, 03.
    17. Portes, Richard & Fouquau, Julien & Delatte, Anne-Laure, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract," Economics Papers from University Paris Dauphine 123456789/13143, Paris Dauphine University.
    18. 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.
    19. Nicolas Debarsy & Cem Ertur, 2009. "Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model," Post-Print halshs-00414133, HAL.
    20. 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.
    21. Fouquau, Julien & Delatte, Anne-Laure & Bruneau, Catherine, 2012. "Is the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments," Economics Papers from University Paris Dauphine 123456789/13144, Paris Dauphine University.
    22. 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.
    23. 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.
    24. Ketenci, Natalya, 2014. "Capital mobility in the panel GMM framework: Evidence from EU members," MPRA Paper 59014, University Library of Munich, Germany.
    25. Kumar, Saten & Sen, Rahul & Srivastava, Sadhana, 2014. "Does economic integration stimulate capital mobility? An analysis of four regional economic communities in Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 33-50.
    26. 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.
    27. Eslamloueyan, Karim & Jafari, Mahbobeh, 2010. "Capital mobility, openness, and saving-investment relationship in Asia," Economic Modelling, Elsevier, vol. 27(5), pages 1246-1252, September.
    28. 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.
    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, August.
    30. 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.
    31. 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.
    32. 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.
    33. 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.
    34. 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.
    35. 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.
    36. 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.
    37. Ketenci, Natalya, 2014. "Capital Mobility in Russia," MPRA Paper 59013, University Library of Munich, Germany.
    38. 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.
    39. Michael Graff & Kam Ki Tang & Jie Zhang, 2008. "Demography, Financial Openness, National Savings and External Balance," KOF Working papers 08-194, KOF Swiss Economic Institute, ETH Zurich.
    40. 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.
    41. 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.
    42. 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.
    43. 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.
    44. 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.
    45. 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.
    46. Ketenci, Natalya, 2010. "The Feldstein –Horioka Puzzle and structural breaks: evidence from EU members," MPRA Paper 26010, University Library of Munich, Germany.
    47. Natalya Ketenci, N., 2010. "The Feldstein Horioka Puzzle by groups of OECD members: the panel approach," MPRA Paper 25848, University Library of Munich, Germany.
    48. 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.
    49. 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.
    50. 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.
    51. 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, Springer, vol. 118(2), pages 893-910, September.
    52. 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.
    53. 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.
    54. 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, Penerbit Universiti Sains Malaysia, vol. 10(2), pages 55-80.

  25. Christophe Hurlin & Sessi Tokpavi, 2007. "Une Evaluation des Procédures de Backtesting," Working Papers halshs-00159846, 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. Hamidi, Benjamin & Hurlin, Christophe & Kouontchou, Patrick & Maillet, Bertrand, 2015. "A DARE for VaR," Economics Papers from University Paris Dauphine 123456789/15232, Paris Dauphine University.
    3. Jean-François Carpantier & Arnaud Dufays, 2013. "Commodities Inventory Effect," CREA Discussion Paper Series 13-07, Center for Research in Economic Analysis, University of Luxembourg.
    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.
    6. Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham, 2012. "Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests," Working Papers halshs-00671658, HAL.

  26. 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. Claessens, Stijn & Sakho, Yaye Seynabou, 2013. "Assessing firms'financing constraints in Brazil," Policy Research Working Paper Series 6624, The World Bank.
    4. 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.

  27. 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," Working Papers halshs-00671658, HAL.

  28. 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.

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

    Cited by:

    1. 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.
    2. 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.
    3. Cécile Couharde & Issiaka Coulibaly & David Guerreiro & Valérie Mignon, 2012. "Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?," EconomiX Working Papers 2012-34, University of Paris West - Nanterre la Défense, EconomiX.
    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," Working Papers hal-01070291, HAL.
    5. Haluk Erlat, 2009. "Persistence in Turkish Real Exchange Rates: Panel Approaches," FIW Working Paper series 029, FIW.
    6. Yushu Li & Ghazi Shukur, 2013. "Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method," Computational Economics, Society for Computational Economics, vol. 41(1), pages 59-69, January.
    7. N. Vasudeva Murthy, 2009. "The Feldstein–Horioka puzzle in Latin American and Caribbean countries: a panel cointegration analysis," Journal of Economics and Finance, Springer, vol. 33(2), pages 176-188, April.
    8. 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).
    9. 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.
    10. 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.
    11. Antonia López Villavicencio, 2006. "Real equilibrium exchange rates. A panel data approach for advanced and emerging economies," Working Papers wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona.
    12. 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).
    13. Marc Joëts & Valérie Mignon, 2011. "On the link between forward energy prices: A nonlinear panel cointegration approach," EconomiX Working Papers 2011-25, University of Paris West - Nanterre la Défense, EconomiX.
    14. Vasilis Sarafidis & Tom Wansbeek, 2012. "Cross-Sectional Dependence in Panel Data Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 483-531, September.
    15. Johann Bröthaler & Michael Getzner, 2015. "The Tax-Spend Debate and Budgetary Policy in Austria," International Advances in Economic Research, International Atlantic Economic Society, vol. 21(3), pages 299-315, August.
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. 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.
    22. 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.
    23. 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.
    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. 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, Eurasia Business and Economics Society, vol. 4(2), pages 137-156, December.

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

    Cited by:

    1. Mathias Klein, 2015. "Inequality and household debt: a panel cointegration analysis," Empirica, Springer, vol. 42(2), pages 391-412, May.
    2. Antonio Musolesi & Cem Ertur, 2015. "Weak and Strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers 2015064, University of Ferrara, Department of Economics.
    3. 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.
    4. Sophie Béreau & Antonia L�pez 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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," Working Papers hal-00959475, HAL.
    11. 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, vol. 19(1), pages 3-11, September.
    12. 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.
    13. 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.
    14. Evangelia Papapetrou & Dimitrios Bakas, 2012. "Unemployment in Greece: evidence from Greek regions," Working Papers 146, Bank of Greece.
    15. 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.
    16. 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.
    17. Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2014. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND GENERATION PANEL UNIT ROOT TESTS," Working Papers hal-01089380, HAL.
    18. Marcus Kappler, 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), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 231(2), pages 247-265, April.
    19. 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.

  31. 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:

    1. Hamidi, Benjamin & Hurlin, Christophe & Kouontchou, Patrick & Maillet, Bertrand, 2015. "A DARE for VaR," Economics Papers from University Paris Dauphine 123456789/15232, Paris Dauphine University.

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

    Cited by:

    1. Zhou, X. & Li, Kui-Wai, 2010. "Causality between Openness and Indigenous Factors among World Economies," MPRA Paper 36421, University Library of Munich, Germany.
    2. 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.

  33. 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. Nicolas Canry & Julien Fouquau & Sébastien Lechevalier, 2010. "Price Dynamics in Japan (1981-2001): a Structural Analysis of Mechanisms in the Goods and Labor Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00531584, HAL.
    2. Stephane Straub, 2011. "Infrastructure and Development: A Critical Appraisal of the Macro-level Literature," Journal of Development Studies, Taylor & Francis Journals, vol. 47(5), pages 683-708.
    3. Straub, Stephane, 2008. "Infrastructure and growth in developing countries : recent advances and research challenges," Policy Research Working Paper Series 4460, The World Bank.
    4. 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.
    5. Julien Fouquau, 2008. "Threshold effects in Okun's Law: a panel data analysis," Economics Bulletin, AccessEcon, vol. 5(33), pages 1-14.
    6. Kessides, Ioannis N. & Benjamin, Nancy C., 2012. "Regionalizing infrastructure for deepening market integration: the case of East Africa," Policy Research Working Paper Series 6113, The World Bank.
    7. Sapkota, Jeet Bahadur, 2014. "Access to Infrastructure and Human Development:Cross-Country Evidence," Working Papers 70, JICA Research Institute.
    8. Pierre-Richard Agénor, 2006. "A Theory of Infrastructure-led Development," The School of Economics Discussion Paper Series 0640, Economics, The University of Manchester.
    9. 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.
    10. 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.
    11. 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.
    12. Robin Carruthers, 2012. "Transport Infrastructure for MED11 Countries," CASE Network Reports 0108, CASE-Center for Social and Economic Research.
    13. 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.
    14. Julien Fouquau, 2008. "Threshold effects in Okun's law: a panel data analysis," Post-Print hal-00565477, HAL.

  34. 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. Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00257506, HAL.
    2. Anne-Laure Delatte & Julien Fouquau, 2011. "The determinants of International Reserves in the Emerging countries: a non linear approach," Post-Print hal-00822326, HAL.
    3. Julien Fouquau, 2008. "The Non-Linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach," Post-Print halshs-00360443, HAL.
    4. Béreau, Sophie & Villavicencio, Antonia López & Mignon, Valérie, 2010. "Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling," Economic Modelling, Elsevier, vol. 27(1), pages 404-416, January.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. Djedje Hermann YOHOU & Wautabouna OUATTARA & Michaël GOUJON, 2015. "Heterogeneous Aid Effects on Tax Revenues: Accounting for Government Stability in WAEMU Countries," Working Papers 201506, CERDI.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. Raul Ibarra & Danilo Trupkin, 2011. "The Relationship between Inflation and Growth. A Panel Smooth Transition Regression Approach for Developed and Developing Countries," Documentos de trabajo 2011006, Banco Central del Uruguay.
    15. Jean-Pierre Allegret & Cécile Couharde & Dramane Coulibaly & Valérie Mignon, 2013. "Current Accounts and Oil Price Fluctuations in Oil-Exporting Countries: the Role of Financial Development," Working Papers 2013-19, CEPII research center.
    16. 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.
    17. 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.
    18. Jerome Creel & Gwenaelle Poilon, 2008. "Is public capital productive in Europe?," International Review of Applied Economics, Taylor & Francis Journals, vol. 22(6), pages 673-691.
    19. 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.
    20. 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.
    21. Nihal BAYRAKTAR & Emmanuel PINTO MOREIRA, . "The Composition of Public Expenditure and Growth: A Small-scale Intertemporal Model for Low-Income Countries," EcoMod2008 23800009, EcoMod.
    22. Lena Dräger & Jan-Oliver Menz & Ulrich Fritsche, . "Perceived Inflation under Loss Aversion," Macroeconomics and Finance Series 201105, Hamburg University, Department Wirtschaft und Politik.
    23. Chakroun, Mohamed, 2009. "Health care expenditure and GDP: An international panel smooth transition approach," MPRA Paper 14322, University Library of Munich, Germany.
    24. 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, vol. 41(4), pages 713-729, November.
    25. 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, vol. 42(3), pages 597-613, August.
    26. 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.

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

    Cited by:

    1. Julien Fouquau, 2008. "The Non-Linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach," Post-Print halshs-00360442, HAL.
    2. 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, Springer, vol. 118(2), pages 893-910, September.
    3. 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.
    4. 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.

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

    Cited by:

    1. 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 (2011-2014), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 1, pages -, June.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. Grekou, Carl, 2015. "Revisiting the nexus between currency misalignments and growth in the CFA Zone," Economic Modelling, Elsevier, vol. 45(C), pages 142-154.
    9. 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.
    10. Philippe Egoumé-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.
    11. 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.
    12. 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.
    13. Issiaka Coulibaly & Blaise Gnimassoun, 2013. "Current account sustainability in Sub-Saharan Africa: Does the exchange rate regime matter?," EconomiX Working Papers 2013-42, University of Paris West - Nanterre la Défense, EconomiX.
    14. Diallo, Ibrahima Amadou, 2008. "Exchange Rate Volatility and Investment, A Panel Data Cointegration Approach," MPRA Paper 13130, University Library of Munich, Germany.
    15. 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.
    16. 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.

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

    Cited by:

    1. 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.

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

    Cited by:

    1. 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.
    2. de Rassenfosse, Gaétan & van Pottelsberghe de la Potterie, Bruno, 2008. "On the price elasticity of demand for patents," CEPR Discussion Papers 7029, C.E.P.R. Discussion Papers.
    3. 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.
    4. Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013.102, Fondazione Eni Enrico Mattei.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. Marion Leturcq, 2011. "Would you civil union me?," PSE Working Papers halshs-00628642, HAL.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. 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.
    15. Muhammad Shahbaz & Naceur Khraief & Mantu Kumar Mahalik & Khair Uz Zaman, 2014. "Are Fluctuations in Natural Gas Consumption Per Capita Transitory? Evidence from Time Series and Panel Unit Root Tests," Working Papers 2014-589, Department of Research, Ipag Business School.
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    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. 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.
    23. Jean Fouré & Agnès Bénassy-Quéré & Lionel Fontagné, 2012. "The Great Shift: Macroeconomic projections for the world economy at the 2050 horizon," Working Papers 2012-03, CEPII research center.
    24. 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.
    25. Francis Bismans & Christelle Mougeot, 2009. "Austrian business cycle theory: Empirical evidence," The Review of Austrian Economics, Springer, vol. 22(3), pages 241-257, September.
    26. Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
    27. 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.
    28. 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.
    29. 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, vol. 49(3), pages 657-683, December.
    30. 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.
    31. Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
    32. 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.

  39. 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.

  40. 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. E. Marrocu & R. Paci, 2006. "The effects of public capital on the productivity of the Italian regions," Working Paper CRENoS 200613, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    2. 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.
    3. Massimiliano Ferraresi & Umberto Galmarini & Leonzio Rizzo, 2014. "Local Infrastructures and Externalities: Does the Size Matter?," Working papers 14, Società Italiana di Economia Pubblica.
    4. 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.
    5. German Cubas, 2010. "Accounting for Cross-Country Income Differences with Public Capital," Documentos de Trabajo (working papers) 3410, Department of Economics - dECON.
    6. Eric Amoo Bondzie & Giovanni Di Bartolomeo & Gabriel Obed Fosu, 2014. "Oil Price Fluctuations and it Impact on Economic Growth: A Dsge Approach," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(2), pages 217-242, February.
    7. Ward Romp & Jakob de Haan, 2007. "Public Capital and Economic Growth: A Critical Survey," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 8(s1), pages 6-52, 04.
    8. Semmler, Willi & Greiner, Alfred & Diallo, Bobo & Rezai, Armon & Rajaram, Anand, 2007. "Fiscal policy, public expenditure composition, and growth theory and empirics," Policy Research Working Paper Series 4405, The World Bank.
    9. Andrew Berg & Rafael A Portillo & Luis-Felipe Zanna, 2014. "Policy Responses to Aid Surges in Countries with Limited International Capital Mobility: The Role of the Exchange Rate Regime," IMF Working Papers 14/18, International Monetary Fund.
    10. Serkan Arslanalp & Fabian Bornhorst & Sanjeev Gupta & Elsa Sze, 2010. "Public Capital and Growth," IMF Working Papers 10/175, International Monetary Fund.
    11. 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.
    12. Sharri Byron, 2012. "Examining Foreign Aid Fungibility in Small Open Economies," Open Economies Review, Springer, vol. 23(4), pages 675-712, September.
    13. 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.

  41. 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., 2011. "The Feldstein-Horioka puzzle in African countries: A panel cointegration analysis," Economic Modelling, Elsevier, vol. 28(3), pages 939-947, May.
    2. Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Grekou, Carl, 2015. "Revisiting the nexus between currency misalignments and growth in the CFA Zone," Economic Modelling, Elsevier, vol. 45(C), pages 142-154.
    8. Joël CARIOLLE, 2012. "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers I14, FERDI.
    9. Francis Bismans & Christelle Mougeot, 2009. "Austrian business cycle theory: Empirical evidence," The Review of Austrian Economics, Springer, vol. 22(3), pages 241-257, September.
    10. Jinzhao Chen, 2012. "Real Exchange Rate and Economic Growth: Evidence from Chinese Provincial Data (1992 - 2008)," PSE Working Papers halshs-00667467, HAL.
    11. 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.
    12. 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.
    13. 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.
    14. Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013-28, CEPII research center.
    15. 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.
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    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. 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.

  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. Venet, Baptiste & Peltrault, Frédéric, 2005. "Intra-industry trade and economic distance : causality tests using panel data," Economics Papers from University Paris Dauphine 123456789/122, Paris Dauphine University.
    2. 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.
    3. Ridha Nouira & Patrick Plane & K. Sekkat, 2011. "Exchange Rate Undervaluation and Manufactured Exports: A Deliberate Strategy?," Working Papers halshs-00617573, HAL.
    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. 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.
    6. 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.
    7. 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.
    8. Raffinot, Marc & Venet, Baptiste, 2013. "Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market?," Economics Papers from University Paris Dauphine 123456789/11409, Paris Dauphine University.
    9. Christophe Hurlin & Elena Dumitrescu, 2012. "Testing for Granger Non-causality in Heterogeneous Panels," Working Papers halshs-00224434, HAL.
    10. 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.
    11. 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, vol. 32(2), pages 149-160, November.
    12. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011. "Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies," The World Economy, Wiley Blackwell, vol. 34(9), pages 1557-1592, 09.
    13. Christophe Hurlin & Baptiste Venet, 2008. "Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test," Working Papers halshs-00319995, HAL.
    14. 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.

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

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Nihal BAYRAKTAR & Emmanuel PINTO MOREIRA, . "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," The School of Economics Discussion Paper Series 0640, Economics, The University of Manchester.
    7. 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.
    8. P R Agénor, 2005. "Schooling and Public Capital in a Model of Endogenous Growth," Centre for Growth and Business Cycle Research Discussion Paper Series 61, Economics, The Univeristy of Manchester.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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, 2004. "Testing Granger causality in Heterogeneous panel data models with fixed coefficients," Post-Print halshs-00257395, HAL.

    Cited by:

    1. 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.
    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. 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.
    5. Sahoo, Pravakar & Dash, Ranjan Kumar, 2013. "Financial sector development and domestic savings in South Asia," Economic Modelling, Elsevier, vol. 33(C), pages 388-397.
    6. Lin, Eric S. & Ali, Hamid E., 2009. "Military Spending and Inequality: Panel Granger Causality Test," MPRA Paper 40159, University Library of Munich, Germany.
    7. Francesco Bosello & Shouro Dasgupta, 2015. "Development, Climate Change Adaptation, and Maladaptation: Some Econometric Evidence," Working Papers 2015.97, Fondazione Eni Enrico Mattei.
    8. 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.

  45. 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-00402911, HAL.

  46. 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. Balazs Egert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," CESifo Working Paper Series 1739, CESifo Group Munich.
    2. Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," Umeå Economic Studies 837, Umeå University, Department of Economics.
    3. 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.
    4. Fabrizio Coricelli & Balázs Égert & 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. 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.
    6. Srdjan Kujundzic & Dragiša Otaševic, 2012. "The bank lending channel in an euroised economy: the case of Serbia," Working papers 24, National Bank of Serbia.

  47. 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. Brzoza-Brzezina, Michał & Chmielewski, Tomasz & Niedźwiedzińska, Joanna, 2010. "Substitution between domestic and foreign currency loans in Central Europe. Do central banks matter?," Working Paper Series 1187, European Central Bank.
    2. 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).
    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 & Balázs Égert & 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. 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).
    6. 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.

  48. Venet, Baptiste & Hurlin, Christophe, 2001. "Granger Causality Tests in Panel Data Models with Fixed Coefficients," Economics Papers from University Paris Dauphine 123456789/6159, Paris Dauphine University.

    Cited by:

    1. John Kiff & Sylwia Nowak & Liliana Schumacher, 2012. "Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings," IMF Working Papers 12/23, International Monetary Fund.
    2. Seetanah, B. & Ramessur, S. & Rojid, S., 2009. "Does Infrastructure Alleviates Poverty in Developing Countries?," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 9(2).
    3. Francesco Bosello & Shouro Dasgupta, 2015. "Development, Climate Change Adaptation, and Maladaptation: Some Econometric Evidence," Working Papers 2015.97, Fondazione Eni Enrico Mattei.
    4. 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.
    5. Akkemik, K. Ali & Göksal, Koray, 2012. "Energy consumption-GDP nexus: Heterogeneous panel causality analysis," Energy Economics, Elsevier, vol. 34(4), pages 865-873.
    6. Raphaël Chiappini, 2011. "FDI and trade: A Granger causality analysis in a heterogeneous panel," Economics Bulletin, AccessEcon, vol. 31(4), pages 2975-2985.
    7. 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.
    8. Shahbaz, Muhammad & Nasreen, Samia & Ling, Chong Hui & Sbia, Rashid, 2014. "Causality between trade openness and energy consumption: What causes what in high, middle and low income countries," Energy Policy, Elsevier, vol. 70(C), pages 126-143.
    9. 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.
    10. Muhammad Shahbaz & Samia Nasreen & Ilhan Ozturk, 2016. "FDI, Growth and CO2 Emissions Relationship: Evidence from High, Middle and Low Income Countries," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 54-69, March.
    11. Aliaga, Javier & Herrera, Marcos & Leguía, Daniel & Mur, Jesús & Ruiz, Manuel & Villegas, Horacio, 2011. "Spatial Causality. An application to the Deforestation Process in Bolivia," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 183-198.
    12. Cornia, Giovanni Andrea & Rosignoli, Stefano & Tiberti, Luca, 2008. "Globalization and Health: Impact Pathways and Recent Evidence," Working Paper Series RP2008/74, World Institute for Development Economic Research (UNU-WIDER).
    13. Nabila Asghar & Samia Nasreen & Hafeez ur Rehman, 2012. "Relationship between FDI and Economic Growth in Selected Asian Countries: A Panel Data Analysis," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 84-96, February.
    14. Hannu Tervo, 2011. "Cities, hinterlands and agglomeration shadows: spatial developments in Finland over 1880-2004," ERSA conference papers ersa10p147, European Regional Science Association.
    15. 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.
    16. 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.
    17. Dong He & Wenlang Zhang, 2008. "How Dependent is the Chinese Economy on Exports and in What Sense has its Growth been Export-led?," Working Papers 0814, Hong Kong Monetary Authority.
    18. 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.
    19. Judith A. Clarke & Nilanjana Roy & Weichun Chen, 2012. "Health and Wealth: Short Panel Granger Causality Tests for Developing Countries," Econometrics Working Papers 1204, Department of Economics, University of Victoria.
    20. Moore, Winston & Stephen, Jeremy, 2006. "A Note on Cross-Border Mergers and Investment," MPRA Paper 21582, University Library of Munich, Germany.
    21. 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.
    22. Azhar Iqbal & Muhammad Sabihuddin Butt, 2003. "Money-income Link in Developing Countries: a Heterogeneous Dynamic Panel Data Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 42(4), pages 987-1014.
    23. 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.
    24. 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.
    25. 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.
    26. 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.
    27. 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.
    28. 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.
    29. 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.
    30. B. Seetanah, 2009. "Is Foreign Direct Investment Growth Conducive? New Evidences From Sub-Saharan African Countries, 1980-2005," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).
    31. Edward M Feasel & Nobuyuki Kanazawa, 2013. "Sentiment toward Trading Partners and International Trade," Eastern Economic Journal, Palgrave Macmillan, vol. 39(3), pages 309-327.
    32. Bhatt, Rachana & Rork, Jonathan C. & Walker, Mary Beth, 2011. "Earmarking and the business cycle: The case of state spending on higher education," Regional Science and Urban Economics, Elsevier, vol. 41(4), pages 352-359, July.
    33. Stéphane Blancard, 2006. "Financial Exposure and Productive Performance in French Arable Farms," Economics Bulletin, AccessEcon, vol. 4(15), pages 1-9.
    34. 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.
    35. Chaido Dritsaki & Melina Dritsaki, 2012. "Exports and FDI: A Granger causality analysis in a heterogeneous panel," Economics Bulletin, AccessEcon, vol. 32(4), pages 3128-3139.
    36. 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, vol. 48(1), pages 123-134, February.
    37. António Afonso & Sebastian Hauptmeier, 2009. "Public Debt and Economic Growth: a Granger Causality Panel Data Approach," Working Papers Department of Economics 2009/24, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
    38. Raphaël Chiappini, 2011. "FDI and trade: A Granger causality analysis in a heterogeneous panel," Post-Print halshs-00853441, HAL.
    39. Wen-Cheng Lu & Jong-Rong Chen & Chia-Ling Wang, 2006. "Granger causality test on R&D spatial spillovers and productivity growth," Applied Economics Letters, Taylor & Francis Journals, vol. 13(13), pages 857-861.
    40. Kirsi Mukkala & Hannu Tervo, 2012. "Regional airports and regional growth: which way does the causality run?," ERSA conference papers ersa12p642, European Regional Science Association.
    41. Saten Kumar, 2013. "Systems GMM estimates of the health care spending and GDP relationship: a note," The European Journal of Health Economics, Springer, vol. 14(3), pages 503-506, June.
    42. Fiordelisi, Franco & Marqués-Ibáñez, David & Molyneux, Phil, 2010. "Efficiency and risk in european banking," Working Paper Series 1211, European Central Bank.
    43. 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.
    44. 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.
    45. Yusuf, Shahid & Nabeshima, Kaoru & Wei Ha, 2007. "What makes cities healthy ?," Policy Research Working Paper Series 4107, The World Bank.
    46. Ramos-Murillo, Erick & Kronberger, Benedikt, 2007. "Poverty and Banking Exclusion in Mexico: How can remittances and technology contribute to improve access?," MPRA Paper 60495, University Library of Munich, Germany.
    47. 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, Eurasia Business and Economics Society, vol. 4(2), pages 247-260, December.
    48. Herath, Deepananda P.B. & Weersink, Alfons & Thrikawala, Sunil, 2006. "Environmental Regulations and Livestock Production Levels: What is the Direction of Causality?," 2006 Annual meeting, July 23-26, Long Beach, CA 21482, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    49. Moore, Winston & CRAIGWELL, ROLAND, 2008. "Foreign direct investment and tourism in SIDS: evidence from panel causality tests," MPRA Paper 33438, University Library of Munich, Germany.
    50. Eric Strobl, 2009. "The Distributional Impact of Large Dams: Evidence from Cropland Productivity in Africa," Working Papers CEB 09-043.RS, ULB -- Universite Libre de Bruxelles.
    51. B. Bayraktar-Saglam & A.Y. Yalta, 2015. "Current Account Imbalances and Capital Flows," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 7(2), pages 201-213, May.
    52. Robert Hoffmann & Chew-Ging Lee & Bala Ramasamy & Matthew Yeung, 2005. "FDI and pollution: a granger causality test using panel data," Journal of International Development, John Wiley & Sons, Ltd., vol. 17(3), pages 311-317.
    53. Sergio Bejar & Bumba Mukherjee & Will Moore, 2011. "Time horizons matter: the hazard rate of coalition governments and the size of government," Economics of Governance, Springer, vol. 12(3), pages 201-235, September.
    54. 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.
    55. 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.
    56. Zhou, X. & Li, Kui-Wai, 2010. "Causality between Openness and Indigenous Factors among World Economies," MPRA Paper 36421, University Library of Munich, Germany.
    57. Jane, Wen-Jhan, 2010. "Raising salary or redistributing it: A panel analysis of Major League Baseball," Economics Letters, Elsevier, vol. 107(2), pages 297-299, May.
    58. Lim, Jamus Jerome & Decker, Jessica Henson, 2007. "Democracy and Trade: An Empirical Study," MPRA Paper 6077, University Library of Munich, Germany.
    59. Ford, Timothy C. & Rork, Jonathan C., 2010. "Why buy what you can get for free? The effect of foreign direct investment on state patent rates," Journal of Urban Economics, Elsevier, vol. 68(1), pages 72-81, July.
    60. 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.
    61. Vassilis Tselios, 2014. "The Granger-causality between income and educational inequality: a spatial cross-regressive VAR framework," The Annals of Regional Science, Springer, vol. 53(1), pages 221-243, August.
    62. Luiz de Mello, 2007. "Local Government Finances: The Link between Intergovernmental Transfers and Net Worth," OECD Economics Department Working Papers 581, OECD Publishing.
    63. 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.
    64. Tervo, Hannu, 2010. "Cities, hinterlands and agglomeration shadows: Spatial developments in Finland during 1880-2004," Explorations in Economic History, Elsevier, vol. 47(4), pages 476-486, October.
    65. Lukasz Marc, 2014. "The Causal Links between Aid and Government Expenditures," Tinbergen Institute Discussion Papers 14-012/V, Tinbergen Institute.
    66. Yi Hu & Dongmei Guo & Mingxi Wang & Xi Zhang & Shouyang Wang, 2015. "The Relationship between Energy Consumption and Economic Growth: Evidence from China’s Industrial Sectors," Energies, MDPI, Open Access Journal, vol. 8(9), pages 9392-9406, August.

  49. Hurlin, Christophe, 2001. "How to estimate the productivity of public capital ?," Economics Papers from University Paris Dauphine 123456789/6177, Paris Dauphine University.

    Cited by:

    1. 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.
    2. Santiago HERRERA & Fernando BLANCO, . "The Quality of Brazilian Fiscal Adjustment, 1999 - 2001," EcoMod2004 330600066, EcoMod.

  50. 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. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  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. 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, vol. 60(1), pages 75-113, April.

    Cited by:

    1. 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.
    2. 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.
    3. Qin, Xiao & Liu, Liya, 2014. "Extremes, return level and identification of currency crises," Economic Modelling, Elsevier, vol. 37(C), pages 439-450.
    4. 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.
    5. 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).
    6. Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
    7. 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.
    8. Sarlin, Peter, 2013. "On policymakers’ loss functions and the evaluation of early warning systems," Economics Letters, Elsevier, vol. 119(1), pages 1-7.
    9. 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.

  9. 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.
  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, 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.
  12. 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.
    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. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  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. 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.
  21. 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.
  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. 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.
    3. World Bank, 2007. "Brazil - Improving Fiscal Circumstances for Growth : Volume 2. Main Report," World Bank Other Operational Studies 8005, The World Bank.

  23. 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.

  24. 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:

    1. Fugazza, Marco & Jacques, Jean-François & Levent, Haluk & Rebeyrol, Antoine, 2003. "La croissance économique turque entre 1980 et 1995 s’explique-t-elle par les dépenses publiques, le travail informel ou le capital humain ?," Economics Papers from University Paris Dauphine 123456789/6261, Paris Dauphine University.

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