Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models

Citations

Cited by:

1. Mazhar Mahmood & Kashif ur Rehman, 2017. "Did Financial Integration Provide Financial Depth to ASEAN Countries?," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(1), pages 89-102, March.
2. Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge.
   • M. Hashem Pesaran, 2003. "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series 869, CESifo.
3. Giovanni Bella & Carla Massidda & Ivan Etzo, 2013. "A Panel Estimation of the Relationship between Income, Electric Power Consumption and CO2 Emissions," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 59(2), pages 149-166.
   • Bellla, Gianni & Massidda, Carla & Etzo, Ivan, 2010. "A panel estimation of the relationship between income, electric power consumption and CO2 emissions," MPRA Paper 26077, University Library of Munich, Germany.
4. 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.
   • 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.
   • Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte, 2003. "Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption," Post-Print hal-04103127, HAL.
5. Canova, Fabio & Ciccarelli, Matteo, 2004. "Forecasting and turning point predictions in a Bayesian panel VAR model," Journal of Econometrics, Elsevier, vol. 120(2), pages 327-359, June.
   • Fabio Canova & Matteo Ciccarelli, 1999. "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers 443, Department of Economics and Business, Universitat Pompeu Fabra.
   • Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
   • Fabio Canova & Matteo Ciccarelli, 2000. "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD 2000-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
6. Nicos Christodoulakis & Vassilis Sarantides, 2017. "External Asymmetries in the Euro Area and the Role of Foreign Direct Investment," The World Economy, Wiley Blackwell, vol. 40(2), pages 393-423, February.
   • Nicos Christodoulakis & Vassilis Sarantides, 2011. "External asymmetries in the euro area and the role of foreign direct investment," Working Papers 132, Bank of Greece.
7. M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
   • M. Hashem Pesaran, 2004. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," CESifo Working Paper Series 1331, CESifo.
8. Martín-Mayoral, Fernando, 2008. "¿Existe convergencia entre los países de América Latina? [Exist convergence across Latinamerican countries]," MPRA Paper 16039, University Library of Munich, Germany.
9. Fabio Canova & Matteo Ciccarelli, 2009. "Estimating Multicountry Var Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 929-959, August.
   • Fabio Canova & Matteo Ciccarelli, 2002. "Estimating multi-country VAR models," Economics Working Papers 920, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
   • Matteo Ciccarelli & Fabio Canova, 2006. "Estimating Multi-country VAR models," Computing in Economics and Finance 2006 478, Society for Computational Economics.
   • Canova, Fabio & Ciccarelli, Matteo, 2006. "Estimating multi-country VAR models," Working Paper Series 603, European Central Bank.
   • Fabio Canova & Matteo Ciccarelli, 2007. "Estimating Multi-country VAR models," Discussion Papers 7_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
10. Herbert Brücker & Boriss Siliverstovs, 2006. "On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?," Empirical Economics, Springer, vol. 31(3), pages 735-754, September.
    • Brücker, Herbert & Siliverstovs, Boriss, 2005. "On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?," IZA Discussion Papers 1710, Institute of Labor Economics (IZA).
11. Richard Kneller & Norman Gemmell, 2002. "Fiscal Policy, Growth and Convergence in Europe," European Economy Group Working Papers 14, European Economy Group.
    • Norman Gemmell & Richard Kneller, 2003. "Fiscal Policy, Growth and Convergence in Europe," Treasury Working Paper Series 03/14, New Zealand Treasury.
12. Christiane Nickel & Andreas Tudyka, 2014. "Fiscal Stimulus in Times of High Debt: Reconsidering Multipliers and Twin Deficits," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1313-1344, October.
    • Nickel, Christiane & Tudyka, Andreas, 2013. "Fiscal stimulus in times of high debt: reconsidering multipliers and twin deficits," Working Paper Series 1513, European Central Bank.
13. Elena Cefis & Luigi Orsenigo & Matteo Ciccarelli, 2002. "From Gibrat'S Legacy To Gibrat'S Fallacy. A Bayesian Approach To Study The Growth Of Firms," Working Papers. Serie AD 2002-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo, 2002. "From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms," Working Papers (-2012) 0206, University of Bergamo, Department of Economics.
14. Andrew Hallett & Gert Peersman & Laura Piscitelli, 2004. "Investment Under Monetary Uncertainty: A Panel Data Investigation," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(2), pages 137-162, June.
    • Andrew Hallett & Gert Peersman & Laura Piscitelli, 2004. "Investment Under Monetary Uncertainty: A Panel Data Investigation," Economic Change and Restructuring, Springer, vol. 31(2), pages 137-162, June.
    • Laura Piscitelli & Andrew Hughes Hallett & Gert Peersman, 2004. "Investment Under Monetary Uncertainty: A Panel Data Investigation," Royal Economic Society Annual Conference 2004 21, Royal Economic Society.
15. Fabio Canova & Matteo Ciccarelli, 2002. "Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators," Working Papers. Serie AD 2002-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Canova, Fabio & Ciccarelli, Matteo, 2003. "Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators," CEPR Discussion Papers 4033, C.E.P.R. Discussion Papers.
16. Peñasco, Cristina & del Río, Pablo & Romero-Jordán, Desiderio, 2017. "Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators," Utilities Policy, Elsevier, vol. 45(C), pages 45-60.
17. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
    • Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
    • Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute of Labor Economics (IZA).
    • Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.
18. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
    • Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank.
    • Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University.
19. Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999. "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics 9904, Faculty of Economics, University of Cambridge.
20. Marek Jarocinski, 2010. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 833-868.
    • Marek Jarocinski, 2004. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," CASE Network Studies and Analyses 0287, CASE-Center for Social and Economic Research.
    • Jarociński, Marek, 2008. "Responses to monetary policy shocks in the east and the west of Europe: a comparison," Working Paper Series 970, European Central Bank.
    • Marek Jarocinski, 2006. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers 124, Oesterreichische Nationalbank (Austrian Central Bank).
21. Gioldasis, Georgios & Musolesi, Antonio & Simioni, Michel, 2023. "Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection," International Journal of Forecasting, Elsevier, vol. 39(1), pages 144-169.
22. Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998. "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series 16, Edinburgh School of Economics, University of Edinburgh.
23. Denis Tverskoi & Andrea Guido & Giulia Andrighetto & Angel Sánchez & Sergey Gavrilets, 2023. "Disentangling material, social, and cognitive determinants of human behavior and beliefs," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-13, December.
    • Tverskoi, Denis & Guido, Andrea & Andrighetto, Giulia & Sánchez, Angel & Gavrilets, Sergey, 2022. "Disentangling material, social, and cognitive determinants of human behavior and beliefs," SocArXiv z5m9h, Center for Open Science.
24. Mr. Alessandro Rebucci, 2003. "On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications," IMF Working Papers 2003/073, International Monetary Fund.
25. Matteo Ciccarelli, 2001. "Testing Restrictions In Normal Data Models Using Gibbs Sampling," Working Papers. Serie AD 2001-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
26. Elena Cefis & Matteo Ciccarelli, 2005. "Profit differentials and innovation," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 14(1-2), pages 43-61.