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Weak and strong cross section dependence and estimation of large panels. (2009). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa .
In: Working Paper Series.
RePEc:ecb:ecbwps:20091100.

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  1. Twin Deficits Revisited: a role for fiscal institutions?. (2018). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio.
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  2. Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach. (2015). Leorato, Samantha ; Mezzetti, Maura .
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:338.

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  3. The Role of Government Debt in Economic Growth. (2015). Alves, José ; Afonso, Antonio.
    In: Hacienda Pública Española.
    RePEc:hpe:journl:y:2015:v:215:i:4:p:9-26.

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  4. The Role of Government Debt in Economic Growth. (2014). Alves, José ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp162014.

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  5. A nonlinear panel data model of cross-sectional dependence. (2014). shin, yongcheol ; Mitchell, James ; Kapetanios, George.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:179:y:2014:i:2:p:134-157.

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  6. A Nonlinear Panel Data Model of Cross-Sectional Dependence. (2013). shin, yongcheol ; Mitchell, James ; Kapetanios, George.
    In: EMF Research Papers.
    RePEc:wrk:wrkemf:03.

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  7. Growth and productivity: The role of government debt. (2013). Jalles, Joao ; Afonso, Antonio.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:25:y:2013:i:c:p:384-407.

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  8. Fiscal composition and long-term growth. (2013). Jalles, Joao ; Afonso, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131518.

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  9. A Nonlinear Panel Data Model of Cross-Sectional Dependence. (2012). shin, yongcheol ; Mitchell, James ; Kapetanios, George.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:12/01.

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  10. Testing Weak Cross-Sectional Dependence in Large Panels. (2012). Pesaran, M.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6432.

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  11. The Fiscal-Growth Nexus. (2012). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp012012.

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  12. Testing Weak Cross-Sectional Dependence in Large Panels. (2012). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3800.

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  13. Testing Weak Cross-Sectional Dependence in Large Panels. (2012). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1208.

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  14. A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area. (2011). Saldias, Martin.
    In: Working Papers.
    RePEc:ptu:wpaper:w201130.

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  15. Linking Investment and Fiscal Policies. (2011). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp162011.

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  16. Growth and Productivity: the role of Government Debt. (2011). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp132011.

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  17. Low-Income Countries BRIC Linkage; Are there Growth Spillovers?. (2011). Yang, Yongzheng ; Samake, Issouf.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/267.

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  18. Speculation in the oil market. (2011). Petrella, Ivan ; Juvenal, Luciana.
    In: Working Papers.
    RePEc:fip:fedlwp:2011-027.

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  19. Size, openness, and macroeconomic interdependence. (2011). Straub, Roland ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:103.

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  20. Estimation of latent factors for high-dimensional time series. (2011). Lam, Clifford ; Yao, Qiwei ; Bathia, Neil .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:31549.

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  21. Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model. (2011). Fratzscher, Marcel ; Chudik, Alexander.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:325-339.

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  22. Cross-sectional dependence robust block bootstrap panel unit root tests. (2011). Urbain, Jean-Pierre ; Smeekes, Stephan ; Palm, Franz.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:85-104.

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  23. Infinite-dimensional VARs and factor models. (2011). Pesaran, M ; Chudik, Alexander.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:4-22.

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  24. Using the global dimension to identify shocks with sign restrictions. (2011). Fidora, Michael ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111318.

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  25. Aggregation in Large Dynamic Panels. (2011). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3346.

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  26. ECONOMETRICS FOR GRUMBLERS: A NEW LOOK AT THE LITERATURE ON CROSS‐COUNTRY GROWTH EMPIRICS. (2011). Eberhardt, Markus ; Teal, Francis .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:25:y:2011:i:1:p:109-155.

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  27. How have global shocks impacted the real effective exchange rates of individual euro area countries since the euros creation?. (2011). Mehl, Arnaud ; Chudik, Alexander ; Bussiere, Matthieu.
    In: Working papers.
    RePEc:bfr:banfra:336.

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  28. Do spillovers matter when estimating private returns to R&D?. (2010). Helmers, Christian ; Eberhardt, Markus ; Strauss, Hubert .
    In: Economic and Financial Reports.
    RePEc:ris:eibefr:2010_001.

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  29. A Nonlinear Panel Model of Cross-sectional Dependence. (2010). shin, yongcheol ; Mitchell, James ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp673.

    Full description at Econpapers || Download paper

  30. A Nonlinear Panel Model of Cross-sectional Dependence. (2010). Mitchell, James ; Shin, Yongcheol ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:673.

    Full description at Econpapers || Download paper

  31. Services growth and convergence: Getting India’s states together. (2010). Shingal, Anirudh.
    In: MPRA Paper.
    RePEc:pra:mprapa:32813.

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  32. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

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  33. Aggregation versus Heterogeneity in Cross-Country Growth Empirics. (2010). Teal, Francis ; Eberhardt, Markus.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:csae-wps/2010-32.

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  34. Productivity Analysis in Global Manufacturing Production. (2010). Teal, Francis ; Eberhardt, Markus.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:515.

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  35. Spatial and Temporal Diffusion of House Prices in the UK. (2010). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4694.

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  36. Size, openness, and macroeconomic interdependence. (2010). Straub, Roland ; Chudik, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101172.

    Full description at Econpapers || Download paper

  37. Productivity Analysis in Global Manufacturing Production. (2010). Eberhardt, Markus ; Teal, Francis .
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c015_019.

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  38. Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model. (2010). Fratzscher, Marcel ; Chudik, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8093.

    Full description at Econpapers || Download paper

  39. Predictability of Asset Returns and the Efficient Market Hypothesis. (2010). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3116.

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  40. Spatial and Temporal Diffusion of House Prices in the UK. (2010). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2913.

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  41. Identification of New Keynesian Phillips Curves from a Global Perspective. (2009). Pesaran, M ; Smith, Ron P ; Dees, Stephane.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:41:y:2009:i:7:p:1481-1502.

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  42. Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model. (2009). Ertur, Cem ; Debarsy, Nicolas.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:1546.

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  43. A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth. (2009). Gronwald, Marc ; Funke, Michael.
    In: Quantitative Macroeconomics Working Papers.
    RePEc:ham:qmwops:20906.

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  44. Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model. (2009). Ertur, Cem ; Debarsy, Nicolas.
    In: Post-Print.
    RePEc:hal:journl:halshs-00414133.

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  45. Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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  46. Modelling global trade flows: results from a GVAR model. (2009). Sestieri, Giulia ; Chudik, Alexander ; Bussiere, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091087.

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  47. Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios. (2009). Pesaran, M ; Zaffaroni, Paolo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2857.

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  48. Spatial and Temporal Diffusion of House Prices in the UK. (). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
    In: Discussion Papers.
    RePEc:yor:yorken:09/32.

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