This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, ...
No. 55/56, Économétrie des Données de Panel / Panel Data Econometrics (Sep. - Dec., 1999), pp. 277-297 (21 pages) This paper surveys some applications of artificial regressions including the ...
Economic panel data often exhibit cross-sectional dependence, even after conditioning on appropriate explanatory variables. Two approaches to modeling cross-sectional dependence in economic panel data ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Economists generally accept the proposition that high inflation rates generate inefficiencies that reduce society's welfare ...