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Determinants of Relative Sectoral Prices: The Role of Demographic Change
16 references·0 citing·33 second hop
Determinants of Relative Sectoral Prices: The Role of Demographic Change (2016)Determinants of Relative Sectoral Prices:…The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)The external wealth of nation…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Panels with Nonstationary Multifactor Error Structures (2006)Panels with Nonstationary Mul…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…What matters for financial development? Capital controls, institutions, and interactions (2005)What matters for financial de…The Regulation of Labor (2004)The Regulation of LaborOn the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…The handbook of international economics (1995)The handbook of international…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Theoretical Notes on Trade Problems (1964)Theoretical Notes on Trade Pr…The Purchasing-Power Parity Doctrine: A Reappraisal (1964)The Purchasing-Power Parity D…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Estimating long-run relationships from dynamic heterogeneous panels (1995)Macroeconomic Forecasting Using Diffusion Indexes (2002)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)Legal Determinants of External Finance (1997)Law and Finance (1998)Financial intermediation and growth: Causality and causes (2000)Financial Globalization: A Reappraisal (2006)A New Measure of Financial Openness (2008)The macroeconomic consequences of disasters (2008)Testing for a Unit Root in Time Series Regression (1988)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)The Purchasing Power Parity Puzzle (1996)Was Weber Wrong? A Human Capital Theory of Protestant Economic History * (2009)The Next Generation of the Penn World Table (2015)Economic Growth in a Cross Section of Countries (1989)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Redistribution, Inequality, and Growth (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)
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References

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  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
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  • 2007The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–20042,533 cited
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  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 1995The handbook of international economics1,373 cited
  • 1998The overvaluation of purchasing power parity

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1,208 cited
  • 2006Panels with Nonstationary Multifactor Error Structures977 cited
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