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Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence

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Cited by:

  1. Litsios, Ioannis & Pilbeam, Keith, 2017. "An empirical analysis of the nexus between investment, fiscal balances and current account balances in Greece, Portugal and Spain," Economic Modelling, Elsevier, vol. 63(C), pages 143-152.
  2. Albulescu, Claudiu Tiberiu & Ionescu, Adrian Marius, 2018. "The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries," Research in International Business and Finance, Elsevier, vol. 45(C), pages 72-81.
  3. Awaworyi Churchill, Sefa & Inekwe, John & Smyth, Russell & Zhang, Xibin, 2019. "R&D intensity and carbon emissions in the G7: 1870–2014," Energy Economics, Elsevier, vol. 80(C), pages 30-37.
  4. Mariam Camarero & Inmaculada Martínez-Zarzoso & Felicitas Nowak-Lehmann & Cecilio Tamarit, 2016. "Trade Openness and Income: A Tale of Two Regions," The World Economy, Wiley Blackwell, vol. 39(3), pages 386-408, March.
  5. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2020. "The Environmental Kuznets Curve across Australian states and territories," Energy Economics, Elsevier, vol. 90(C).
  6. Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio, 2017. "Fiscal sustainability in EMU countries: A continued fiscal commitment?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 85-97.
  7. Guerello, Chiara & Tronzano, Marco, 2020. "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  8. Ana Angulo & Peter Burridge & Jesus Mur, 2017. "Testing for a structural break in the weight matrix of the spatial error or spatial lag model," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(2-3), pages 161-181, July.
  9. Angulo, Ana & Burridge, Peter & Mur, Jesús, 2018. "Testing for breaks in the weighting matrix," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 115-129.
  10. Andriansyah, Andriansyah & Messinis, George, 2019. "Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test," MPRA Paper 97992, University Library of Munich, Germany.
  11. Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2017. "Testing for Panel Cointegration Using Common Correlated Effects Estimators," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 610-636, July.
  12. Fang, Zheng & Chen, Yang, 2017. "Human capital and energy in economic growth – Evidence from Chinese provincial data," Energy Economics, Elsevier, vol. 68(C), pages 340-358.
  13. Vinay Kumar Singh & Salah Abosedra & Ali Fakih & Sajal Ghosh & Kakali Kanjilal, 2023. "Economic volatility and financial deepening in Sub-Saharan Africa: evidence from panel cointegration with cross-sectional heterogeneity and endogenous structural breaks," Empirical Economics, Springer, vol. 65(5), pages 2013-2038, November.
  14. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2025. "Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 34(2), pages 259-290, February.
  15. Galán-Gutiérrez, Juan Antonio & Labeaga, José M. & Martín-García, Rodrigo, 2023. "Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle," Resources Policy, Elsevier, vol. 81(C).
  16. Nana Kwabena Kufuor & Kevin Williams, 2024. "A source of funding for illicit activities or a solution to crime? Evidence from remittance inflows to Jamaica," Journal of International Development, John Wiley & Sons, Ltd., vol. 36(1), pages 3-25, January.
  17. Moutinho, Victor & Bento, João Paulo Cerdeira & Hajko, Vladimír, 2017. "Price relationships between crude oil and transport fuels in the European Union before and after the 2008 financial crisis," Utilities Policy, Elsevier, vol. 45(C), pages 76-83.
  18. Arsova, Antonia & Karaman Örsal, Deniz Dilan, 2021. "A panel cointegrating rank test with structural breaks and cross-sectional dependence," Econometrics and Statistics, Elsevier, vol. 17(C), pages 107-129.
  19. Fang, Zheng & Chen, Yang, 2017. "Human capital, energy, and economic development – Evidence from Chinese provincial data," RIEI Working Papers 2017-03, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
  20. Mitch Kunce, 2023. "Unemployment and Suicide in the United States: The Import of Addressing Cross-Sectional Dependence," Bulletin of Applied Economics, Risk Market Journals, vol. 10(1), pages 1-19.
  21. Josep Lluís Carrion-I-Silvestre, 2016. "Fiscal Deficit Sustainability of the Spanish Regions," Regional Studies, Taylor & Francis Journals, vol. 50(10), pages 1702-1713, October.
  22. Jaime Martinez-Martin, 2016. "Breaking down world trade elasticities: a panel ECM approach," Globalization Institute Working Papers 275, Federal Reserve Bank of Dallas.
  23. Yao, Yao & Ivanovski, Kris & Inekwe, John & Smyth, Russell, 2019. "Human capital and energy consumption: Evidence from OECD countries," Energy Economics, Elsevier, vol. 84(C).
  24. Feng, Gen-Fu & Wang, Quan-Jing & Chu, Yin & Wen, Jun & Chang, Chun-Ping, 2021. "Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market," Energy Economics, Elsevier, vol. 93(C).
  25. Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
  26. Konopczak, Karolina & Konopczak, Michał, 2017. "Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect," Finance Research Letters, Elsevier, vol. 23(C), pages 239-245.
  27. Mariam Camarero & Alejandro Muñoz & Cecilio Tamarit, 2022. "The rise and fall of global financial flows in EU 15: new evidence using dynamic panels with common correlated effects," Working Papers 2212, Department of Applied Economics II, Universidad de Valencia.
  28. Andries, Natalia & Billon, Steve, 2016. "Retail bank interest rate pass-through in the euro area: An empirical survey," Economic Systems, Elsevier, vol. 40(1), pages 170-194.
  29. Banerjee, Krittika & Goyal, Ashima, 2021. "Behavioural​ equilibrium real exchange rates and misalignments: Evidence from large emerging markets," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 414-436.
  30. Li, Yiming & Liu, Yu & Li, Shen, 2024. "Mineral reserves, renewable resources, and sustainable development in developed economies," Resources Policy, Elsevier, vol. 90(C).
  31. Kolesnikova, Anna & Fantazzini, Dean, 2021. "Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports," Energy Policy, Elsevier, vol. 157(C).
  32. Antonia Arsova & Deniz Dilan Karaman Örsal, 2016. "An intersection test for the cointegrating rank in dependent panel data," Working Paper Series in Economics 357, University of Lüneburg, Institute of Economics.
  33. Rodríguez-Caballero, Carlos Vladimir, 2022. "Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence," Econometrics and Statistics, Elsevier, vol. 23(C), pages 128-146.
  34. Singh, Vinay Kumar & Ghosh, Sajal, 2021. "Financial inclusion and economic growth in India amid demonetization: A case study based on panel cointegration and causality," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 674-693.
  35. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2023. "Corrigendum to “The environmental Kuznets curve in the OECD: 1870–2014” [Energy Economics 75 (2018) 389–399]," Energy Economics, Elsevier, vol. 124(C).
  36. Wang, Weiguo & Xue, Jing & Du, Chonghua, 2016. "The Balassa–Samuelson hypothesis in the developed and developing countries revisited," Economics Letters, Elsevier, vol. 146(C), pages 33-38.
  37. Josep Lluís Carrion-i-Silvestre & Laura Surdeanu, 2016. "Productivity, Infrastructure and Human Capital in the Spanish Regions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(4), pages 365-391, October.
  38. Predrag Petrović & Mikhail M. Lobanov, 2022. "Impact of financial development on CO2 emissions: improved empirical results," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(5), pages 6655-6675, May.
  39. Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avenda�o Arosemena, 2015. "Relaciones regionales en los precios de vivienda nueva en Colombia," Revista Ecos de Economía, Universidad EAFIT, vol. 19(40), pages 25-47.
  40. Bhattacharya, Mita & Inekwe, John & Yan, Eric, 2021. "Dynamics of energy poverty: Evidence from nonparametric estimates across the ASEAN+6 region," Energy Economics, Elsevier, vol. 103(C).
  41. Salim, Ruhul & Yao, Yao & Chen, George S., 2017. "Does human capital matter for energy consumption in China?," Energy Economics, Elsevier, vol. 67(C), pages 49-59.
  42. Yao, Yao & Ivanovski, Kris & Inekwe, John & Smyth, Russell, 2020. "Human capital and CO2 emissions in the long run," Energy Economics, Elsevier, vol. 91(C).
  43. Markus Eller & Thomas Reininger, 2016. "The influence of sovereign bond yields on bank lending rates: the pass-through in Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-78.
  44. Camarero, Mariam & D’Adamo, Gaetano & Tamarit, Cecilio, 2021. "Differences in wage determination in the Eurozone: A challenge to the resilience of the common currency," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 183-199.
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