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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. Galati, Davide & Sitzia, Bruno, 2000. "Sovereign bond ratings and market spreads. a dynamic panel analysis," MPRA Paper 8984, University Library of Munich, Germany.
  2. Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M., 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Cambridge Working Papers in Economics 0330, Faculty of Economics, University of Cambridge.
  3. Hashem Pesaran, M. & Yamagata, Takashi, 2008. "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.
  4. 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.
  5. Matteo Lanzafame, . "The Nature of Regional Unemployment in Italy," Regional and Urban Modeling 283600051, EcoMod.
  6. Beck, Thorsten, 2008. "The econometrics of finance and growth," Policy Research Working Paper Series 4608, The World Bank.
  7. Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte, 2002. "Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-4, International Conferences on Panel Data.
  8. Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
  9. Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2003. "Unemployment in the European Union: A dynamic reappraisal," Open Access Publications from Kiel Institute for the World Economy 2933, Kiel Institute for the World Economy (IfW).
  10. Kim, Byung-Yeon & Korhonen, Iikka, 2002. "Equilibrium Exchange Rates in Transition Countries: Evidence from Dynamic Heterogeneous Panel Models," BOFIT Discussion Papers 15/2002, Bank of Finland, Institute for Economies in Transition.
  11. Breitung, J. & Pesaran, M.H., 2005. "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge.
  12. Matthew Higgins & Egon Zakrajsek, 1999. "Purchasing power parity: three stakes through the heart of the unit root null," Staff Reports 80, Federal Reserve Bank of New York.
  13. Norman Loayza & Romain Ranciere, 2005. "Financial Development, Financial Fragility, and Growth," IMF Working Papers 05/170, International Monetary Fund.
  14. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo Group Munich.
  15. 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.
  16. 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.
  17. 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.
  18. International Monetary Fund, 1999. "Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions," IMF Working Papers 99/128, International Monetary Fund.
  19. Guillaume Gaulier & Séverine Haller, 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.
  20. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2000. "External sustainability : a stock equilibrium perspective," Policy Research Working Paper Series 2281, The World Bank.
  21. 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.
  22. Franz R. Hahn, 2004. "Finance-Growth Nexus and the P-Bias. Evidence from OECD Countries," WIFO Working Papers 223, WIFO.
  23. Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2007. "Aggregating Phillips curves," Working Paper Series 0785, European Central Bank.
  24. 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.
  25. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series 1548, CESifo Group Munich.
  26. Lindh, T. & Malmberg, B., 1999. "Age Distributions and the Current Account - A Changing Relation?," Papers 1999:21, Uppsala - Working Paper Series.
  27. 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.
  28. Byrne, Joseph P. & Darby, Julia & MacDonald, Ronald, 2008. "US trade and exchange rate volatility: A real sectoral bilateral analysis," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 238-259, March.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. Ambrogio Cesa-Bianchi, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," Research Department Publications 4810, Inter-American Development Bank, Research Department.
  34. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University.
  35. Franz R. Hahn, 2002. "The Finance-Growth Nexus Revisited. New Evidence from OECD Countries," WIFO Working Papers 176, WIFO.
  36. Franz R. Hahn, 2003. "Long-run Homogeneity of Labour Demand. Panel Evidence from OECD Countries," WIFO Working Papers 199, WIFO.
  37. Til Schuermann & Kevin J. Stiroh, 2006. "Visible and hidden risk factors for banks," Staff Reports 252, Federal Reserve Bank of New York.
  38. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2003. "Do capital flows respond to risk and return?," Policy Research Working Paper Series 3059, The World Bank.
  39. 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.
  40. 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.
  41. Nathaniel T Wilcox, 2003. "Heterogeneity and Learning Principles," Levine's Bibliography 666156000000000435, UCLA Department of Economics.
  42. 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.
  43. Franz R. Hahn, 2006. "Finance-Growth Linkage and Risk Diversification. Evidence from OECD Countries," WIFO Working Papers 281, WIFO.
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