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The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects

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Bibliographic Details
Main Authors: Mariam, Camarero, Alejandro, Muñoz, Cecilio, Tamarit
Format: Book
Language:English
Published: Springer 2023
Subjects:
Common Correlated Effects
Financial Flows in EU 15
Online Access:https://dlib.phenikaa-uni.edu.vn/handle/PNK/7836
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spelling oai:localhost:PNK-78362023-04-12T08:02:18Z The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects Mariam, Camarero Alejandro, Muñoz Cecilio, Tamarit Common Correlated Effects Financial Flows in EU 15 CC BY This paper assesses capital mobility for a panel of 15 European countries for the period 1970–2019 using dynamic common correlated effects modeling as proposed in Chudik and Pesaran (J Econ 188(2):393–420, 2015). In particular, we account for the existence of cross section dependence, slope heterogeneity, nonstationarity and endogeneity in a multifactor error correction model (ECM) that includes one homogeneous break. The analysis also identifies the heterogeneous structural breaks affecting the relationship for each of the individual countries. 2023-04-12T08:02:18Z 2023-04-12T08:02:18Z 2023 Book https://dlib.phenikaa-uni.edu.vn/handle/PNK/7836 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic Common Correlated Effects
Financial Flows in EU 15
spellingShingle Common Correlated Effects
Financial Flows in EU 15
Mariam, Camarero
Alejandro, Muñoz
Cecilio, Tamarit
The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects
description CC BY
format Book
author Mariam, Camarero
Alejandro, Muñoz
Cecilio, Tamarit
author_facet Mariam, Camarero
Alejandro, Muñoz
Cecilio, Tamarit
author_sort Mariam, Camarero
title The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects
title_short The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects
title_full The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects
title_fullStr The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects
title_full_unstemmed The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated Effects
title_sort rise and fall of financial flows in eu 15: new evidence using dynamic panels with common correlated effects
publisher Springer
publishDate 2023
url https://dlib.phenikaa-uni.edu.vn/handle/PNK/7836
_version_ 1762999679983812608
score 8.891787

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