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Citations for "Dynamic Linear Models for Heterogeneous Panels"

by Pesaran, H. & Smith, R. & Im, K.S.

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  1. Franz R. Hahn, 2005. "Finance-Growth Nexus and the P-bias: Evidence from OECD Countries," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 34(1), pages 113-126, 02.
  2. Mikael Linden, 2000. "Testing Growth Convergence with Time Series Data— a non-parametric approach," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(3), pages 361-370.
  3. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips curves," 2006 Meeting Papers 640, Society for Economic Dynamics.
  4. Lindh, T. & Malmberg, B., 1999. "Age Distributions and the Current Account - A Changing Relation?," Papers 1999:21, Uppsala - Working Paper Series.
  5. Matteo Lanzafame, 2010. "The nature of regional unemployment in Italy," Empirical Economics, Springer, vol. 39(3), pages 877-895, December.
  6. Landon, Stuart & Smith, Constance E., 2009. "Investment and the exchange rate: Short run and long run aggregate and sector-level estimates," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 813-835, September.
  7. Matthew Higgins & Egon Zakrajsek, 2000. "Purchasing power parity: three stakes through the heart of the unit root null," Finance and Economics Discussion Series 2000-22, Board of Governors of the Federal Reserve System (U.S.).
  8. Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
  9. De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
  10. Jennifer Roberts, 1999. "Sensitivity of elasticity estimates for OECD health care spending: analysis of a dynamic heterogeneous data field," Health Economics, John Wiley & Sons, Ltd., vol. 8(5), pages 459-472.
  11. Pesaran, M.H. & Yamagata. T., 2005. "Testing Slope Homogeneity in Large Panels," Cambridge Working Papers in Economics 0513, Faculty of Economics, University of Cambridge.
  12. Karanassou, Marika & Sala, Hector & Snower, Dennis, 2003. "Unemployment in the European Union: a dynamic reappraisal," Economic Modelling, Elsevier, vol. 20(2), pages 237-273, March.
  13. Franz R. Hahn, 2002. "The Finance-Growth Nexus Revisited. New Evidence from OECD Countries," WIFO Working Papers 176, WIFO.
  14. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series 1548, CESifo Group Munich.
  15. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank, Research Centre.
  16. Norman Loayza & Romain Ranciere, 2002. "Financial Development, Financial Fragility, and Growth," Working Papers Central Bank of Chile 145, Central Bank of Chile.
  17. Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte, 2003. "Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption," Empirical Economics, Springer, vol. 28(4), pages 795-811, November.
  18. Franz R. Hahn, 2006. "Finance-Growth Linkage and Risk Diversification. Evidence from OECD Countries," WIFO Working Papers 281, WIFO.
  19. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, . "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
  20. Franz Hahn, 2004. "Long-run homogeneity of labour demand. Panel evidence from OECD countries," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1199-1203.
  21. Kim, Byung-Yeon & Korhonen, Iikka, 2005. "Equilibrium exchange rates in transition countries: Evidence from dynamic heterogeneous panel models," Economic Systems, Elsevier, vol. 29(2), pages 144-162, June.
  22. Ehsan Rajabi & Junaina Muhammad, 2014. "Does The Government Size Cause Economic Growth? Empirical Evidence from Selected ASEAN Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 3-20.
  23. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
  24. Monica Auteri & Mauro Costantini, 2004. "Is social protection a necessity or a luxury good? New multivariate cointegration panel data results," Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1887-1898.
  25. Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank, Research Centre.
  26. Marta Simões, 2004. "The Education-growth Nexus Across OECD Countries: Schooling Levels and Parameter Heterogeneity," DEGIT Conference Papers c009_029, DEGIT, Dynamics, Economic Growth, and International Trade.
  27. Galati, Davide & Sitzia, Bruno, 2000. "Sovereign bond ratings and market spreads. a dynamic panel analysis," MPRA Paper 8984, University Library of Munich, Germany.
  28. repec:hhs:bofitp:2007_008 is not listed on IDEAS
  29. Séverine Haller & Guillaume Gaulier, 2003. "Les prix automobile dans l’Union européenne : y a-t-il eu convergence depuis 1993 ?," Économie et Prévision, Programme National Persée, vol. 157(1), pages 83-96.
  30. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2003. "Do capital flows respond to risk and return?," Policy Research Working Paper Series 3059, The World Bank.
  31. International Monetary Fund, 1999. "Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions," IMF Working Papers 99/128, International Monetary Fund.
  32. Joseph P. Byrne & Julia Darby & Ronald MacDonald, 2006. "US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis," Working Papers 2006_9, Business School - Economics, University of Glasgow.
  33. Kåre Johansen, . "Nonlinear Wage Responses to Internal and External Factors," Working Paper Series 0902, Department of Economics, Norwegian University of Science and Technology, revised 25 Aug 2002.
  34. Jose Eduardo de A. Ferreira, 2006. "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics 0603, School of Economics, University of Kent.
  35. G. Everaert & L. Pozzi, 2004. "Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/263, Ghent University, Faculty of Economics and Business Administration.
  36. El-Gamal, M.A., 1997. "A Monte Carlo Study of Ec-Estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity," Working papers 9703, Wisconsin Madison - Social Systems.
  37. Fushang Liu & Kajal Lahiri, 2006. "Modelling multi-period inflation uncertainty using a panel of density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219.
  38. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
  39. repec:hhs:bofitp:2002_015 is not listed on IDEAS
  40. Nathaniel T Wilcox, 2003. "Heterogeneity and Learning Principles," Levine's Bibliography 666156000000000435, UCLA Department of Economics.
  41. Barrell, Ray & Dées, Stéphane, 2005. "World trade and global integration in production processes: a re-assessment of import demand equations," Working Paper Series 0503, European Central Bank.
  42. Korhonen, Iikka & Juurikkala, Tuuli, 2007. "Equilibrium exchange rates in oil-dependent countries," BOFIT Discussion Papers 8/2007, Bank of Finland, Institute for Economies in Transition.
  43. Beck, Thorsten, 2008. "The econometrics of finance and growth," Policy Research Working Paper Series 4608, The World Bank.
  44. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2000. "External sustainability : a stock equilibrium perspective," Policy Research Working Paper Series 2281, The World Bank.
  45. Til Schuermann & Kevin J. Stiroh, 2006. "Visible and hidden risk factors for banks," Staff Reports 252, Federal Reserve Bank of New York.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.