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International Bank Portfolios: Short- and Long-Run Responses to Macroeconomic Conditions
16 references·2 citing·30 second hopsampled
International Bank Portfolios: Short- and Long-Run Responses to Macroeconomic Conditions (2010)International Bank Portfolios: Short- and…Unit Roots and Cointegration in Panels (2008)Unit Roots and Cointegration …The geography of trade in goods and asset holdings (2006)The geography of trade in goo…The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004 (2006)The External Wealth of Nation…Testing for PPP: Should We Use Panel Methods? (2005)Testing for PPP: Should We Us…A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)A Parametric approach to the …On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…A Decomposition of Global Linkages in Financial Markets Over Time (2004)A Decomposition of Global Lin…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Purchasing Power Parity Tests in Cointegrated Panels (2001)Purchasing Power Parity Tests…International trade and labor–demand elasticities (2001)International trade and labor…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…The International Transmission of Financial Shocks: The Case of Japan (1997)The International Transmissio…The World Economic Outlook (1983)The World Economic OutlookDrivers of Cross-Border Banking in Sub-Saharan Africa (2019)Drivers of Cross-Border Banki…Does Financial Connectedness Predict Crises? (2013)Does Financial Connectedness …A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Analysis of Panel Data (2003)Econometric Analysis of Panel Data (2021)Some evidence on the uniqueness of bank loans (1987)The role of banks in reducing the costs of financial distress in Japan (1990)Corporate Structure, Liquidity, and Investment: Evidence from Japanese Industrial Groups (1991)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries (1999)International Financial Adjustment (2005)International Financial Adjustment (2007)A New Measure of Financial Openness (2008)Growth Forecast Errors and Fiscal Multipliers (2013)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Fully modified OLS for heterogeneous cointegrated panels (2004)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Large panels with common factors and spatial correlation (2010)The effect of renewable energy consumption on economic growth: Evidence from the renewable energy country attractive index (2020)Testing for Error Correction in Panel Data* (2007)
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References

  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,781 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data6,001 cited
  • 2000Testing for stationarity in heterogeneous panel data3,066 cited
  • 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,851 cited
  • 2006The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004870 cited
  • 2008Unit Roots and Cointegration in Panels758 cited
  • 1997The International Transmission of Financial Shocks: The Case of Japan695 cited
  • 1983The World Economic Outlook613 cited
  • 2005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data547 cited
  • 2004A Decomposition of Global Linkages in Financial Markets Over Time460 cited
  • 2001International trade and labor–demand elasticities337 cited
  • 2005Testing for PPP: Should We Use Panel Methods?

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311 cited
  • 2006The geography of trade in goods and asset holdings290 cited
  • Cited by

    • 2013Does Financial Connectedness Predict Crises?15 cited
    • 2019Drivers of Cross-Border Banking in Sub-Saharan Africa15 cited