[图书][B] Econometric analysis of panel data

BH Baltagi, BH Baltagi - 2008 - Springer
Panel data econometrics continues to be a hot topic in econometrics and has experienced a
lot of growth over the last two decades. Micro-and Macro-panels are increasing in …

[PDF][PDF] Price and income elasticities of Turkish export demand: a panel data application

EE Cosar - Central Bank Review, 2012 - core.ac.uk
In this paper, price and income elasticities of export demand are calculated. The study is
extended to sectoral and country specific export demand functions. The paper presents …

Causality in crude oil prices

S Wlazlowski, B Hagströmer, M Giulietti - Applied Economics, 2011 - Taylor & Francis
Crude oil markets witness growing disparity between the quality of crudes supplied and
demanded in the market. The market share of low‐quality crudes is increasing due to the …

The stationarity of consumption–income ratios: Evidence from minimum LM unit root testing

S Cook - Economics Letters, 2005 - Elsevier
Previous research concerning the stationarity of the consumption–income ratio is extended
via the application of the minimum LM unit root tests of Lee and Strazicich (2003)[Lee, J. and …

Structural breaks and consumer credit: Is consumption smoothing finally a reality?

RR Brady - Journal of macroeconomics, 2008 - Elsevier
Has structural change in consumer credit made consumption smoother? Given recent
empirical analysis the consumer's inability to smooth consumption appears as prevalent as …

Pricing to market behavior by Canadian and US agri‐food exporters: Evidence from wheat, pulse and apples

R Carew, WJ Florkowski - Canadian Journal of Agricultural …, 2003 - Wiley Online Library
A fixed‐effects model to control for time variation in marginal costs is employed to pinpoint
evidence of price discriminatory behavior of Canadian and US exporters of agri‐food …

Is the Consumption–Income Ratio Stationary? Evidence from Linear and Non‐Linear Panel Unit Root Tests for OECD and Non‐OECD Countries

M Cerrato, C De Peretti, C Stewart - The Manchester School, 2013 - Wiley Online Library
This paper applies recently developed heterogeneous non‐linear and linear panel unit root
tests that account for cross‐sectional dependence to 24 OECD and 33 non‐OECD countries' …

TÜKETİM-GELİR ORANININ DURAĞANLIĞI: TÜRKİYE ÖRNEĞİ.

A Ari, B Özcan - … Iktisadi ve Idari Bilimler Fakültesi Dergisi, 2015 - search.ebscohost.com
Assoc. Prof. Dr. Fırat University, Faculty of Economics and Administrative Sciences,
Department of Economics bozcan@ firat. edu. tr bstract: In this study we investigate the …

Are OECD consumption–income ratios stationary after all?

D Romero-Ávila - Economic Modelling, 2009 - Elsevier
This paper investigates the stochastic properties of the consumption–income ratio for a
sample of 23 OECD countries over the period 1960–2005. For that purpose, we employ a …

A confirmatory analysis of the unit root hypothesis for OECD consumption-income ratios

D Romero-Avila - Applied Economics, 2008 - Taylor & Francis
This article investigates the existence of a unit root in the consumption-income ratio for a
sample of 23 OECD countries over the period 1960 to 2005. For that purpose, we first use …