Non-stationary panels and cross-section dependence: applications to macroeconomic research questions
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2011
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 151 Bl. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Non-stationary panels and cross-section dependence |b applications to macroeconomic research questions |c vorgelegt von Frauke Dobnik |
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Datensatz im Suchindex
| _version_ | 1804149506988572673 |
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| adam_text | IMAGE 1
CONTENTS
LIST OF FIGURES VI
LIST OF TABLES VIII
1 GENERAL INTRODUCTION IX
1.1 MOTIVATION 2
1.2 NON-STATIONARY PANELS 5
1.2.1 CROSS-SECTION DEPENDENCE 6
1.2.2 FIRST GENERATION PANEL TESTS 7
1.2.3 SECOND GENERATION PANEL TESTS 11
1.3 MACROECONOMIC RESEARCH QUESTIONS 16
1.3.1 LONG-RUN MONEY DEMAND 17
1.3.2 MONETARY EXCHANGE RATE MODEL 20
1.3.3 ENERGY CONSUMPTION-ECONOMIC GROWTH NEXUS 22
2 LONG-RUN MONEY DEMAND IN OECD COUNTRIES: CROSS-MEMBER COINTEGRATION 25
2.1 INTRODUCTION 26
2.2 REVIEW O F PANEL DATA STUDIES 29
2.3 THE MONEY DEMAND FUNCTION 32
2.4 THE COMMON FACTOR MODEL 34
2.5 DATA 36
2.6 EMPIRICAL RESULTS 37
2.6.1 VARIABLE DECOMPOSITION 37
2.6.2 UNIT ROOT TESTS 39
2.6.3 COINTEGRATION ANALYSIS 41
I I I
HTTP://D-NB.INFO/1026157196
IMAGE 2
CONTENTS
2.6.4 A DYNAMIC PANEL ERROR-CORRECTION MODEL 4 8
2.7 CONCLUSIONS 50
3 CROSS-SECTION DEPENDENCE AND THE MONETARY EXCHANGE RATE MODEL - A
PANEL
ANALYSIS 53
3.1 INTRODUCTION 5 4
3.2 LITERATURE REVIEW AND OUTLINE O F THIS STUDY 56
3.3 MONETARY MODEL O F THE EXCHANGE RATE 59
3.4 ECONOMETRIC METHODOLOGY AND DATA 61
3.4.1 CROSS-SECTION DEPENDENCE 61
3.4.2 DATA 6 3
3.5 EMPIRICAL RESULTS 64
3.5.1 VARIABLE DECOMPOSITION 6 4
3.5.2 UNIT ROOT TESTS 64
3.5.3 COINTEGRATION ANALYSIS 67
3.5.4 A DYNAMIC PANEL ERROR-CORRECTION MODEL 70
3.6 CONCLUSIONS 72
4 ENERGY CONSUMPTION AND ECONOMIC GROWTH: NEW INSIGHTS INTO THE COINTE
GRATION RELATIONSHIP 76
4.1 INTRODUCTION 77
4.2 LITERATURE REVIEW 79
4.3 DATA, METHODOLOGY AND EMPIRICAL RESULTS 82
4.3.1 VARIABLE DECOMPOSITION 83
4.3.2 UNIT ROOT TESTS 84
4.3.3 COINTEGRATION ANALYSIS 86
4.3.4 DYNAMIC PANEL CAUSALITY 89
4.4 CONCLUSIONS AND POLICY IMPLICATIONS 92
5 ENERGY CONSUMPTION AND ECONOMIC GROWTH REVISITED: STRUCTURAL BREAKS
AND
CROSS-SECTION DEPENDENCE 94
5.1 INTRODUCTION 95
5.2 LITERATURE REVIEW 98
. I V
IMAGE 3
CONTENTS
5.3 METHODOLOGY , 102
5.3.1 CROSS-SECTION DEPENDENCE 102
5.3.2 PANEL UNIT ROOT TEST 103
5.3.3 PANEL COINTEGRATION TEST 107
5.3.4 LONG-RUN ESTIMATORS 110
5.3.5 PANEL CAUSALITY 113
5.4 EMPIRICAL ANALYSIS 114
5.4.1 DATA AND EMPIRICAL SPECIFICATION 114
5.4.2 CROSS-SECTION DEPENDENCE TESTS 115
5.4.3 UNIT ROOT TESTS 116
5.4.4 COINTEGRATION TESTS 117
5.4.5 LONG-RUN ESTIMATIONS 121
5.4.6 DYNAMIC PANEL CAUSALITY 122
5.5 CONCLUSION 124
6 GENERAL CONCLUSION 127
BIBLIOGRAPHY 131
V
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| illustrated | Illustrated |
| indexdate | 2024-07-10T00:24:07Z |
| institution | BVB |
| language | English |
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| physical | VIII, 151 Bl. graph. Darst. |
| publishDate | 2011 |
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| spelling | Dobnik, Frauke Verfasser aut Non-stationary panels and cross-section dependence applications to macroeconomic research questions vorgelegt von Frauke Dobnik 2011 VIII, 151 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Duisburg, Essen, Univ., Diss., 2012 (DE-588)4113937-9 Hochschulschrift gnd-content DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025295342&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dobnik, Frauke Non-stationary panels and cross-section dependence applications to macroeconomic research questions |
| subject_GND | (DE-588)4113937-9 |
| title | Non-stationary panels and cross-section dependence applications to macroeconomic research questions |
| title_auth | Non-stationary panels and cross-section dependence applications to macroeconomic research questions |
| title_exact_search | Non-stationary panels and cross-section dependence applications to macroeconomic research questions |
| title_full | Non-stationary panels and cross-section dependence applications to macroeconomic research questions vorgelegt von Frauke Dobnik |
| title_fullStr | Non-stationary panels and cross-section dependence applications to macroeconomic research questions vorgelegt von Frauke Dobnik |
| title_full_unstemmed | Non-stationary panels and cross-section dependence applications to macroeconomic research questions vorgelegt von Frauke Dobnik |
| title_short | Non-stationary panels and cross-section dependence |
| title_sort | non stationary panels and cross section dependence applications to macroeconomic research questions |
| title_sub | applications to macroeconomic research questions |
| topic_facet | Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025295342&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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