Browsing Scientific articles by Journals "Empirical Economics"
Now showing items 1-4 of 4
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A homogeneous approach to testing for Granger non-causality in heterogeneous panels
(Peer reviewed; Journal article, 2021)This paper develops a new method for testing for Granger non-causality in panel data models with large cross-sectional (N) and time series (T) dimensions. The method is valid in models with homogeneous or heterogeneous ... -
Is the Engel curve approach viable in the estimation of alternative PPPs?
(Journal article; Peer reviewed, 2014)Conventional estimates of purchasing power parities (PPP) rely on cross-country price data. Using Engel curves, Almås (2012) was able to show, however, that PPPs contain substantial bias. Since constructing conventional ... -
On the Contribution of International Shocks in Australian Business Cycle Fluctuations
(Journal article; Peer reviewed, 2019)What proportion of Australian business cycle fluctuations are caused by international shocks? We address this question by estimating a panel VAR model that has time-varying parameters and a common stochastic volatility ... -
Tools of the trade: trade flexibility with respect to margins and buyers
(Journal article; Peer reviewed, 2020)Access to highly disaggregated trade data allows for a more nuanced investigation of different margins of trade, and the factors known to influence them. In this paper, the number of importers and shipments to each importer ...