Do dynamics and heterogeneity in panel data models matter?
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DOI: 10.1007/s00181-010-0423-2
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Cited by:
- Kuk Mo Jung & Ju Hyun Pyun, 2020.
"Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model,"
Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 67(5), pages 675-695.
- Kuk Mo Jung & Ju Hyun Pyun, 2019. "Out-of-Sample Analysis of International Reserves for Emerging Economies with a Dynamic Panel Model," Working Papers 1904, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Jung, Kuk Mo & Pyun, Ju Hyun, 2016.
"International reserves for emerging economies: A liquidity approach,"
Journal of International Money and Finance, Elsevier, vol. 68(C), pages 230-257.
- Jung, Kuk Mo & Pyun, Ju Hyun, 2015. "International Reserves for Emerging Economies: A Liquidity Approach," MPRA Paper 64235, University Library of Munich, Germany.
- Judzik, Dario, 2014. "Heterogeneous labor demand: sectoral elasticity and trade effects in the U.S., Germany and Sweden," MPRA Paper 62768, University Library of Munich, Germany.
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More about this item
Keywords
Panel data models; Poolability; Parameter heterogeneity; International reserves; Central Bank Behaviour; C23; E58; F31;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
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