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Determinants of OECD Countries’ Sovereign Yields: Safe Havens, Purgatory, and the Damned
16 references·0 citing·44 second hop
Determinants of OECD Countries’ Sovereign Yields: Safe Havens, Purgatory, and the Damned (2014)Determinants of OECD Countries’ Sovereign…Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies (2012)Long-Run and Short-Run Determ…The Worldwide Governance Indicators: Methodology and Analytical Issues (2010)The Worldwide Governance Indi…Fiscal Deficits, Public Debt, and Sovereign Bond Yields (2010)Fiscal Deficits, Public Debt,…What drives spreads in the euro area government bond market? (2009)What drives spreads in the eu…Fiscal institutions, fiscal policy and sovereign risk premia in EMU (2008)Fiscal institutions, fiscal p…Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)Fiscal Discipline and the Cos…On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…Yield spreads on EMU government bonds (2003)Yield spreads on EMU governme…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Unit root tests for panel data (2001)Unit root tests for panel dataNonstationary panel data analysis: an overview of some recent developments (2000)Nonstationary panel data anal…Estimating dynamic panel data models: a guide for macroeconomists (1999)Estimating dynamic panel data…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…ORDULAR ARAP AYAKLANMALARINA NEDEN FARKLI TEPKİ VERDİLER? SİLAHLI KUVVETLERİN KARARINI ETKİLEYEN FAKTÖRLERORDULAR ARAP AYAKLANMALARINA …Spurious regression and residual-based tests for cointegration in panel data (1999)Purchasing Power Parity Tests in Cointegrated Panels (2001)Analysis of Panel Data (2003)Fully modified OLS for heterogeneous cointegrated panels (2004)Econometric Analysis of Panel Data (2021)Book Reviews: Statistical Methods for Meta-Analysis Larry V. Hedges and Ingram Olkin New York: Academic Press, 1985. xxii + 369 pp (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Introductory Econometrics for Finance (2008)Book Review: Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)A Contribution to the Empirics of Economic Growth (1992)Initial conditions and moment restrictions in dynamic panel data models (1998)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Asset pricing and the bid-ask spread (1986)Liquidity, Maturity, and the Yields on U.S. Treasury Securities (1991)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Flight-to-Quality or Flight-to-Liquidity? 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References

  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
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  • n.d.ORDULAR ARAP AYAKLANMALARINA NEDEN FARKLI TEPKİ VERDİLER? SİLAHLI KUVVETLERİN KARARINI ETKİLEYEN FAKTÖRLER2,361 cited
  • 1999Estimating dynamic panel data models: a guide for macroeconomists2,208 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,851 cited
  • 2003Yield spreads on EMU government bonds580 cited
  • 2000Nonstationary panel data analysis: an overview of some recent developments402 cited
  • 2009What drives spreads in the euro area government bond market?301 cited
  • 2007Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries267 cited
  • 2010Fiscal Deficits, Public Debt, and Sovereign Bond Yields224 cited
  • 2012Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies

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183 cited
  • 2008Fiscal institutions, fiscal policy and sovereign risk premia in EMU166 cited
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