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A panel data approach to economic forecasting: the bias-corrected average forecast
(Escola de Pós-Graduação em Economia da FGV, 2007-01-01)
In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the bias-corrected average forecast. Using panel-data ...
The impact of OFDI on economic growth countries: an econometric approach using panel data and time-series evidence
(2012-12-20)
The thesis at hand adds to the existing literature by investigating the relationship between economic growth and outward foreign direct investments (OFDI) on a set of 16 emerging countries. Two different econometric ...
Size distortions of tests for heteroskedasticity, cross-selectional correlation and autocorrelation in dinamic panel data models
(Centro de Investigación y Docencia Económicas, División de Economía, 2022)
Fiscal policy and reelection in Brazilian municipalities
(SPRINGER, 2008)
This paper uses a new panel of more than 2,000 Brazilian municipalities over 13 years to analyze the influence of public expenditures on the probability of mayors` reelection. We examine Brazilian municipal elections from ...
A stochastic discount factor approach to asset pricing using panel data asymptotics
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2011-05-27)
Using the Pricing Equation in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) which relies on the fact that its logarithm is the 'common feature' in every asset ...
El Tratado de Tlatelolco: Implicaciones sociales y económicas
(Universidad de Belgrano - Facultad de Estudios para Graduados - Maestría en Relaciones Internacionales, 2017)
En esta investigación, se realiza un análisis sobre las causas que motivaron la firma y ratificación del Tratado de Tlatelolco (TT). Asimismo, se desarrolla un análisis sobre las estadísticas internacionales que caracterizan ...
Territorial Growth in Ecuador: The Role of Economic Sectors
(2018)
Ecuador is a developing country characterized by severe territorial disparities reflected in a heterogeneous economic and social geography that risk to undermine a future balanced development. The paper analyses for the ...
Studies on econometric applications (Book review)
(Economic ChallengerIN, 2019)
Ordinary least squares, heteroscedasticity, autocorrelation, logit model, unit root, autoregressive processes, impulsive-response functions, vector error correction model, fixed effects, random effects, dynamic panel data ...