IDEAS home Printed from https://ideas.repec.org/r/taf/emetrv/v19y2000i3p263-286.html

Nonstationary panel data analysis: an overview of some recent developments

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Domingo Rodríguez Benavides & Ignacio Perrotini Hernández & Miguel Ángel Mendoza González, 2014. "Economic Growth and Convergence in Latin America, 1950-2010," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 253-284, July-Dece.
  2. Chletsos Michael & Roupakias Stelios, 2020. "The effect of military spending on income inequality: evidence from NATO countries," Empirical Economics, Springer, vol. 58(3), pages 1305-1337, March.
  3. Shigeyuki HAMORI, 2008. "Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 13-22.
  4. Mitze, Timo & Makkonen, Teemu, 2023. "Can large-scale RDI funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).
  5. Felix S. Nyumuah, 2017. "An Investigation into the Interest Elasticity of Demand for Money in Developing Countries: A Panel Data Approach," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(3), pages 69-80, March.
  6. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008. "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, in: Bayesian Econometrics, pages 433-469, Emerald Group Publishing Limited.
  7. Knut Are Aastveit & André K. Anundsen, 2022. "Asymmetric Effects of Monetary Policy in Regional Housing Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 499-529, October.
  8. Jacobo Campo Robledo & Henry Antonio Mendoza Tolosa, 2014. "Gasto Público y Crecimiento Económico regional en Colombia (1984 - 2012)," Documentos de Trabajo 12425, Universidad Católica de Colombia.
  9. Paul Alagidede & George Adu & Prince Boakye Frimpong, 2014. "The Effect of Climate Change on Economic Growth: Evidence from Sub-Saharan Africa," WIDER Working Paper Series wp-2014-017, World Institute for Development Economic Research (UNU-WIDER).
  10. Hjalmarsson, Erik, 2010. "Predicting Global Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(1), pages 49-80, February.
  11. Dierk Herzer & Holger Strulik, 2017. "Religiosity and income: a panel cointegration and causality analysis," Applied Economics, Taylor & Francis Journals, vol. 49(30), pages 2922-2938, June.
  12. Österholm, Pär, 2004. "Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods," Working Paper Series 2004:13, Uppsala University, Department of Economics.
  13. Eibinger, Tobias & Deixelberger, Beate & Manner, Hans, 2024. "Panel data in environmental economics: Econometric issues and applications to IPAT models," Journal of Environmental Economics and Management, Elsevier, vol. 125(C).
  14. Dierk Herzer, 2017. "The Long-run Relationship Between Trade and Population Health: Evidence from Five Decades," The World Economy, Wiley Blackwell, vol. 40(2), pages 462-487, February.
  15. Md. Shabbir Alam & Mustafa Raza Rabbani & Mohammad Rumzi Tausif & Joji Abey, 2021. "Banks’ Performance and Economic Growth in India: A Panel Cointegration Analysis," Economies, MDPI, vol. 9(1), pages 1-13, March.
  16. repec:bla:jcmkts:v:46:y:2008:i::p:969-1000 is not listed on IDEAS
  17. Lachaud, Michee Arnold & Bravo-Ureta, Boris E. & Ludena, Carlos E., 2015. "Agricultural productivity growth in Latin America and the Caribbean and other world regions: An analysis of climatic effects, convergence and catch-up," Working Papers 40, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
  18. Jacobo Campo & Henry Mendoza, 2018. "Gasto público y crecimiento económico: un análisis regional para Colombia, 1984-2012," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 88, pages 77-108.
  19. Pushan Dutt & V. Padmanabhan, 2011. "Crisis and Consumption Smoothing," Marketing Science, INFORMS, vol. 30(3), pages 491-512, 05-06.
  20. Igor Petruška & Eva Litavcová & Jana Chovancová, 2022. "Impact of Renewable Energy Sources and Nuclear Energy on CO 2 Emissions Reductions—The Case of the EU Countries," Energies, MDPI, vol. 15(24), pages 1-23, December.
  21. Charles Shaaba Saba & Nicholas Ngepah, 2022. "Nexus between defence spending, economic growth and development: evidence from a disaggregated panel data analysis," Economic Change and Restructuring, Springer, vol. 55(1), pages 109-151, February.
  22. Rebucci, Alessandro, 2010. "Estimating VARs with long stationary heterogeneous panels: A comparison of the fixed effect and the mean group estimators," Economic Modelling, Elsevier, vol. 27(5), pages 1183-1198, September.
  23. Wen-Den Chen, 2006. "Testing for spurious regression in a panel data model with the individual number and time length growing," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(8), pages 759-772.
  24. Stephen Taiwo Onifade & Abdul Qahar Khatir & Ahmet Ay & Murat Canitez, 2022. "Reviewing the Trade Openness, Domestic Investment, and Economic Growth Nexus: Contemporary Policy Implications for the MENA Region," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 14(2), pages 489-512.
  25. Coe, David T. & Helpman, Elhanan & Hoffmaister, Alexander W., 2009. "International R&D spillovers and institutions," European Economic Review, Elsevier, vol. 53(7), pages 723-741, October.
  26. Alagidede, Paul & Adu, George & Frimpong, Prince Boakye, 2014. "The effect of climate change on economic growth: Evidence from Sub-Saharan Africa," WIDER Working Paper Series 017, World Institute for Development Economic Research (UNU-WIDER).
  27. Silvia GOLEM & Lena MALEŠEVIC PEROVIC, 2014. "An Empirical Analysis of the Relationship between Fiscal Decentralization and the Size of Government," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(1), pages 30-58, February.
  28. Georges Bresson & Badi H. Baltagi & Alain Pirotte, 2007. "Panel unit root tests and spatial dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 339-360.
  29. Achim Schmillen, 2010. "Are Wages Equal Across Sectors of Production? A Panel Data Analysis for Tradable and Non-Tradable Goods," Working Papers 285, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies).
  30. Emam, Sherief & Grebel, Thomas, 2014. "Rising energy prices and advances in renewable energy technologies," Ilmenau Economics Discussion Papers 91, Ilmenau University of Technology, Institute of Economics.
  31. Audi, Marc & Ali, Amjad, 2018. "Determinants of Environmental Degradation under the Perspective of Globalization: A Panel Analysis of Selected MENA Nations," MPRA Paper 85776, University Library of Munich, Germany.
  32. 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.
  33. Arlene Garces-Ozanne, 2006. "A bounds test approach to the study of level relationships in a panel of high-performing Asian economies (hpaes)," Working Papers 0607, University of Otago, Department of Economics, revised Nov 2006.
  34. Liu, Yucan & Shumway, C. Richard, 2005. "Indirect Utility Maximization under Risk: A Heterogeneous Panel Application," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 36307, Western Agricultural Economics Association.
  35. Manuel Ennes Ferreira & João Dias & Jelson Serafim, 2022. "Stock Market and Economic Growth: Evidence from Africa," Working Papers REM 2022/0228, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  36. David Peel & Michael Peel & Ioannis Venetis, 2004. "Further empirical analysis of the time series properties of financial ratios based on a panel data approach," Applied Financial Economics, Taylor & Francis Journals, vol. 14(3), pages 155-163.
  37. Mark W. Frank, 2008. "A New State-Level Panel of Annual Inequality Measures Over the Period 1916 – 2005," Working Papers 0802, Sam Houston State University, Department of Economics and International Business.
  38. Moon, Hyungsik R. & Phillips, Peter C.B., 2000. "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, vol. 16(6), pages 927-997, December.
  39. Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006. "Unobserved heterogeneity in panel time series models," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2361-2380, May.
  40. Raffaela Giordano & Marcello Pericoli & Pietro Tommasino, 2013. "Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis," International Finance, Wiley Blackwell, vol. 16(2), pages 131-160, June.
  41. Albuquerque, Pedro H. & Rajhi, Wassim, 2019. "Banking stability, natural disasters, and state fragility: Panel VAR evidence from developing countries," Research in International Business and Finance, Elsevier, vol. 50(C), pages 430-443.
  42. Songtao He & Shuigen Yang & Amar Razzaq & Sahar Erfanian & Azhar Abbas, 2023. "Mechanism and Impact of Digital Economy on Urban Economic Resilience under the Carbon Emission Scenarios: Evidence from China’s Urban Development," IJERPH, MDPI, vol. 20(5), pages 1-20, March.
  43. Merkel, Axel, 2017. "Spatial competition and complementarity in European port regions," Journal of Transport Geography, Elsevier, vol. 61(C), pages 40-47.
  44. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo.
  45. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis.
  46. Arvid Raknerud, 2001. "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers 295, Statistics Norway, Research Department.
  47. Badi H. Baltagi & Chihwa Kao & Long Liu, 2014. "Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 347-394, Emerald Group Publishing Limited.
  48. Jacobo Campo & Henry Mendoza, 2018. "Public expenditure and economic growth: a regional analysis for Colombia, 1984-2012," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 88, pages 77-108, Enero - J.
  49. Jindřich Špička & Markéta Arltová & Petr Boukal, 2019. "Selected Socioeconomic Determinants of the Size of the Nonprofit Sector Serving Households in the OECD Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(3), pages 276-295.
  50. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003 32, Money Macro and Finance Research Group.
  51. repec:prg:jnlpep:v:preprint:id:671:p:1-20 is not listed on IDEAS
  52. Deniz Baglan & Emre Yoldas, 2013. "Government debt and macroeconomic activity: a predictive analysis for advanced economies," Finance and Economics Discussion Series 2013-05, Board of Governors of the Federal Reserve System (U.S.).
  53. Badi H. Baltagi & Chihwa Kao & Long Liu, 2020. "Testing for shifts in a time trend panel data model with serially correlated error component disturbances," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 745-762, September.
  54. António Afonso, 2008. "Ricardian fiscal regimes in the European Union," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(3), pages 313-334, July.
  55. Achim Schmillen, 2013. "Are wages equal across sectors of production?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(4), pages 655-682, October.
  56. Jerry Coakley & Ana‐Maria Fuertes & Fabio Spagnolo, 2004. "Is the Feldstein–Horioka Puzzle History?," Manchester School, University of Manchester, vol. 72(5), pages 569-590, September.
  57. Galvao, Antonio F. & Wang, Liang, 2015. "Efficient minimum distance estimator for quantile regression fixed effects panel data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 1-26.
  58. Chang, Yoosoon & Nguyen, Chi Mai, 2012. "Residual based tests for cointegration in dependent panels," Journal of Econometrics, Elsevier, vol. 167(2), pages 504-520.
  59. Eyraud, Luc & Clements, Benedict & Wane, Abdoul, 2013. "Green investment: Trends and determinants," Energy Policy, Elsevier, vol. 60(C), pages 852-865.
  60. Naeem AKRAM & Muhammad Irfan AKRAM, 2015. "Savings Behaviour In Muslim And Non-Muslim Countries In Context To The Interest Rate," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 25(2), pages 161-177.
  61. Trapani, Lorenzo, 2012. "On the asymptotic t-test for large nonstationary panel models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3286-3306.
  62. Qin, Duo, 2006. "Is China's growing service sector leading to cost disease?," Structural Change and Economic Dynamics, Elsevier, vol. 17(3), pages 267-287, September.
  63. Torrini, Roberto, 2005. "Cross-country differences in self-employment rates: the role of institutions," Labour Economics, Elsevier, vol. 12(5), pages 661-683, October.
  64. Afees A. Salisu & Kazeem O. Isah, 2021. "Capital Flight-Growth Nexus In Subsaharan Africa - The Role Of Macroeconomic Uncertainty," Journal of Developing Areas, Tennessee State University, College of Business, vol. 55(1), pages 167-184, January-M.
  65. Shin-Ichi Nishiyama, 2011. "The Cross-Euler Equation Approach to testing for the Liquidity Constraint: Evidence from Macro and Micro Data," TERG Discussion Papers 273, Graduate School of Economics and Management, Tohoku University.
  66. Topi, Jukka & Vilmunen, Jouko, 2001. "Transmission of monetary policy shocks in Finland: evidence from bank level data on loans," Working Paper Series 100, European Central Bank.
  67. Chang, Yoosoon, 2012. "Taking a new contour: A novel approach to panel unit root tests," Journal of Econometrics, Elsevier, vol. 169(1), pages 15-28.
  68. Josef Arlt & Markéta Arltová, 2005. "Vztah deficitu běžného účtu platební bilance a rozpočtového deficitu - analýza panelových dat [The relationship of budget deficit and current account balance - panel data analysis]," Politická ekonomie, Prague University of Economics and Business, vol. 2005(6), pages 747-764.
  69. Robert J. Sonora & Josip Tica, 2014. "Harrod, Balassa, and Samuelson (re)visit Eastern Europe," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-17, December.
  70. Georgios E. Chortareas & Rebecca L. Driver, 2001. "PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data," Bank of England working papers 138, Bank of England.
  71. Simon Stevenson, 2016. "Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets," Journal of Real Estate Research, American Real Estate Society, vol. 38(4), pages 595-624.
  72. Jesús Mur & Fernando López, 2010. "Modeling spatiotemporal data: an issue in honor of Dr. Jean Paelinck," Journal of Geographical Systems, Springer, vol. 12(2), pages 105-109, June.
  73. José Libardo Mejía Ciro & Jacobo Campo Robledo, 2024. "Acumulación regulatoria y crecimiento económico: una aproximación empírica para Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 98(6), pages 141-162.
  74. Sanja Samirana Pattnayak & Shandre Thangavelu, 2010. "Economic liberalization and productivity for selected Indian manufacturing industries: a panel cointegration approach," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 197-209.
  75. Jiapin Deng & Yanchu Liu & Wenyue Xiao, 2025. "Too costly to make a difference: An examination on the relationship between online financing and economic growth," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 904-924, January.
  76. C. Bortoli & L. Harreau & Cyril Pouvelle, 2014. "Determinants of OECD countries sovereign yields: safe havens, purgatory, and the damned," Working papers 494, Banque de France.
  77. Johannes Pöschl & Neil Foster-McGregor & Robert Stehrer, 2016. "International R&D Spillovers and Business Service Innovation," The World Economy, Wiley Blackwell, vol. 39(12), pages 2025-2045, December.
  78. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.
  79. António Afonso, 2007. "Expansionary fiscal consolidations in Europe: part of conventional wisdom?," Money Macro and Finance (MMF) Research Group Conference 2006 50, Money Macro and Finance Research Group.
  80. Neelu Seetaram & Sylvain Petit, 2012. "Panel data analysis in Tourism Research," Post-Print hal-01831529, HAL.
  81. repec:tsa:wpaper:0190eco is not listed on IDEAS
  82. Nelson C. Mark & Donggyu Sul, 2003. "Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December.
  83. Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
  84. Manuchehr Irandoust, 2017. "Saving behaviour under terms-of-trade uncertainty: evidence from hidden cointegration approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 10(2), pages 135-150, May.
  85. Andrea Borsato, 2022. "An agent-based model for Secular Stagnation in the USA: theory and empirical evidence," Journal of Evolutionary Economics, Springer, vol. 32(4), pages 1345-1389, September.
  86. Nguyen-Van, Phu, 2010. "Energy consumption and income: A semiparametric panel data analysis," Energy Economics, Elsevier, vol. 32(3), pages 557-563, May.
  87. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004. "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 201-218.
  88. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
  89. Ravetti, Chiara & Cambini, Carlo, 2021. "Energy Use Beyond GDP: A Dynamic Panel Analysis with Different Development Indicators," Working Papers 10-2021, Copenhagen Business School, Department of Economics.
  90. Mr. Luc Eyraud & Ms. Changchang Zhang & Mr. Abdoul A Wane & Mr. Benedict J. Clements, 2011. "Who's Going Green and Why? Trends and Determinants of Green Investment," IMF Working Papers 2011/296, International Monetary Fund.
  91. Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers 11-16, Department of Economics, University of Birmingham.
  92. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, February.
  93. Lerbs, Oliver & Hiller, Norbert, 2015. "Aging and Urban House Prices," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113136, Verein für Socialpolitik / German Economic Association.
  94. Alfonso Arpaia & Alessandro Turrini, 2008. "Government expenditure and economic growth in the EU: long-run tendencies and short-term adjustment," European Economy - Economic Papers 2008 - 2015 300, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  95. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, 02.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.