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Testing For Unit Roots In Panels With A Factor Structure
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Cited by:
- Bittmann, Thomas & Loy, Jens-Peter & Anders, Sven, 2020.
"Product differentiation and cost pass-through: industry-wide versus firm-specific cost shocks,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(04), January.
- Thomas Bittmann & Jens‐Peter Loy & Sven Anders, 2020. "Product differentiation and cost pass‐through: industry‐wide versus firm‐specific cost shocks," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(4), pages 1184-1209, October.
- Karbasi, Alireza & Sayyadi, Chiman, 2016. "Effects of Climate Change on Food Expenditures of Rural Households in Iran," International Journal of Agricultural Management and Development (IJAMAD), Iranian Association of Agricultural Economics, vol. 6(2), June.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014.
"Forecasting with factor-augmented error correction models,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 589-612.
- Banerjee, Anindya & Marcellino, Massimiliano, 2008. "Factor-augmented Error Correction Models," CEPR Discussion Papers 6707, C.E.P.R. Discussion Papers.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2010. "Forecasting with Factor-augmented Error Correction Models," CEPR Discussion Papers 7677, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009. "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers 2009/32, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Economics Working Papers ECO2008/15, European University Institute.
- Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009.
"Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?,"
Working Papers
hal-00422522, HAL.
- Amélie Charles & Olivier Darné & Jean-François Hoarau, 2010. "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Post-Print hal-00797485, HAL.
- Westerlund, Joakim & Breitung, Jörg, 2009. "Myths and Facts about Panel Unit Root Tests," Working Papers in Economics 380, University of Gothenburg, Department of Economics.
- Matteo Lanzafame, 2010.
"The nature of regional unemployment in Italy,"
Empirical Economics, Springer, vol. 39(3), pages 877-895, December.
- Matteo Lanzafame, 2000. "The Nature of Regional Unemployment in Italy," Regional and Urban Modeling 283600051, EcoMod.
- Matteo Lanzafame, 2006. "The Nature of Regional Unemployment in Italy," ERSA conference papers ersa06p155, European Regional Science Association.
- Matteo Lanzafame, 2006. "The Nature of Regional Unemployment in Italy," Studies in Economics 0607, School of Economics, University of Kent.
- Kahia, Montassar & Ben Aïssa, Mohamed Safouane & Charfeddine, Lanouar, 2016. "Impact of renewable and non-renewable energy consumption on economic growth: New evidence from the MENA Net Oil Exporting Countries (NOECs)," Energy, Elsevier, vol. 116(P1), pages 102-115.
- Jens-Peter Loy & Thore Holm & Carsten Steinhagen & Thomas Glauben, 2015.
"Cost pass-through in differentiated product markets: a disaggregated study for milk and butter,"
European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 42(3), pages 441-471.
- Loy, Jens-Peter & Holm, Thore & Steinhagen, Carsten & Glauben, Thomas, 2014. "Cost Pass-Through In Differentiated Product Markets: A Disaggregated Study For Milk And Butter," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169762, Agricultural Economics Society.
- Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013.
"Panel unit root tests in the presence of a multifactor error structure,"
Journal of Econometrics, Elsevier, vol. 175(2), pages 94-115.
- Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," CESifo Working Paper Series 2193, CESifo.
- Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Cambridge Working Papers in Economics 0775, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers 08/03, Department of Economics, University of York.
- Dreger, Christian, 2010.
"Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 21(3), pages 274-285.
- Dreger, Christian, 2010. "Does the nominal exchange rate regime affect the real interest parity condition?," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 274-285, December.
- Christian Dreger, 2008. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," Discussion Papers of DIW Berlin 819, DIW Berlin, German Institute for Economic Research.
- Christian Dreger, 2008. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," Working Paper / FINESS 1.1c, DIW Berlin, German Institute for Economic Research.
- Jorg Breitung & Gianluca Cubadda, 2009. "Testing for cointegration in high-dimensional systems," CEIS Research Paper 148, Tor Vergata University, CEIS, revised 30 Sep 2009.
- Martin Wagner, 2008.
"On PPP, unit roots and panels,"
Empirical Economics, Springer, vol. 35(2), pages 229-249, September.
- Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series 176, Institute for Advanced Studies.
- Andreas Dietrich, 2012.
"Does growth cause structural change, or is it the other way around? A dynamic panel data analysis for seven OECD countries,"
Empirical Economics, Springer, vol. 43(3), pages 915-944, December.
- Andreas Dietrich, 2009. "Does Growth Cause Structural Change, or Is it the Other Way Round? A Dynamic Panel Data Analyses for Seven OECD Countries," Jena Economics Research Papers 2009-034, Friedrich-Schiller-University Jena.
- Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011.
"Cross-sectional dependence robust block bootstrap panel unit root tests,"
Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2008. "Cross-sectional dependence robust block bootstrap panel unit root tests," Research Memorandum 048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Amélie Charles & Olivier Darne & Jean-François Hoarau, 2012.
"Convergence of real per capita GDP within COMESA countries: A panel unit root evidence,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 53-71, August.
- Amélie Charles & Olivier Darné & Jean-François Hoarau, 2012. "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," Post-Print hal-00956938, HAL.
- Don H Kim & Mico Loretan & Eli M Remolona, 2010.
"Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 318-339,
Bank for International Settlements.
- Kim, Don H. & Loretan, Mico & Remolona, Eli M., 2010. "Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market," Journal of Asian Economics, Elsevier, vol. 21(3), pages 314-326, June.
- Zamani, Omid & Bittmann , Thomas & Loy, Jens-Peter, 2021. "The role of temperature for seasonal market integration: a case study of poultry in Iran," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(01), January.
- Joakim Westerlund & Jörg Breitung, 2013. "Lessons from a Decade of IPS and LLC," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 547-591, August.
- Christian Dreger & Eric Girardin, 2007. "Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?," Discussion Papers of DIW Berlin 746, DIW Berlin, German Institute for Economic Research.
- Arnone, Marco & Romelli, Davide, 2013. "Dynamic central bank independence indices and inflation rate: A new empirical exploration," Journal of Financial Stability, Elsevier, vol. 9(3), pages 385-398.
- Zhongwen Liang, 2017. "A Unified Approach on the Local Power of Panel Unit Root Tests," Papers 1710.02944, arXiv.org.
- Don H. Kim & Mico Loretan & Eli M. Remolona, 2009. "Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market," EABER Working Papers 22861, East Asian Bureau of Economic Research.
- Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009.
"Panel cointegration with global stochastic trends,"
Journal of Econometrics, Elsevier, vol. 149(1), pages 82-99, April.
- Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University.
- Omid Zamani & Thomas Bittmann & Jens‐Peter Loy, 2024. "Does the internet bring food prices closer together? Exploring search engine query data in Iran," Journal of Agricultural Economics, Wiley Blackwell, vol. 75(2), pages 688-715, June.
- Sabyasachi Kar & Debajit Jha & Alpana Kateja, 2011. "Club‐convergence and polarization of states," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 4(1), pages 53-72, April.
- Omid Zamani & Thomas Bittmann & Jens‐Peter Loy, 2022. "The role of temperature for seasonal market integration: a case study of poultry in Iran," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(1), pages 187-215, January.
- Das, Samarjit & Sinha, Gouranga & Mitra, Tushar K., 2010. "Regional convergence of growth, inequality and poverty in India--An empirical study," Economic Modelling, Elsevier, vol. 27(5), pages 1054-1060, September.
- Bastos, Felipe de Sousa & Ferreira, Roberto Tatiwa & Arruda, Elano Ferreira, 2018. "Speed of Reversion of Deviations of the Purchasing Power Parity for Brazilian Cities," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 72(1), February.
- Sinha, Avik & Driha, Oana & Balsalobre-Lorente, Daniel, 2020. "Tourism and inequality in per capita water availability: is the linkage sustainable?," MPRA Paper 100093, University Library of Munich, Germany.
- Ebenezer Olamide & Andrew Maredza & Kanayo Ogujiuba, 2022. "Monetary Policy, External Shocks and Economic Growth Dynamics in East Africa: An S-VAR Model," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
- Kahia, Montassar & Aïssa, Mohamed Safouane Ben & Lanouar, Charfeddine, 2017. "Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 71(C), pages 127-140.