Laura Liu, Hyungsik Roger Moon, Frank Schorfheide, FORECASTING WITH DYNAMIC PANEL DATA MODELS, Econometrica, Vol. 88, No. 1 (January 2020), pp. 171-201 ...

This paper investigated the impact of financial integration on economic development using the dynamic panel quantile estimator on a sample of 95 countries from 2004-2019. The results showed that the ...

We measure the impact of frequent exogeneous shocks on small ECCU economies, including changes to global economic activity, tourism flows, oil prices, passport sales, FDI, and natural disasters. Using ...

It uses two dynamic panel regression models to estimate the current account and exchange rate determinants across 55 countries. The paper applies the estimation results to Papua New Guinea’s data and ...