Anderson, J. ; van Wincoop., E. Trade costs. 2004 Journal of Economic Literature. 42 691-751
- Anselin, L. Spatial econometrics: Methods and models. 1988 Kluwer Academic Publishers:
Paper not yet in RePEc: Add citation now
Bai, J. ; Li, K. Dynamic spatial panel data models with common shocks. 2018 Unpublished manuscript:
Bailey, N. ; Holly, S. ; Pesaran, M.H. A two-stage approach to spatio-temporal analysis with strong and weak cross-sectional dependence. 2016 Journal of Applied Econometrics. 31 249-280
- Bailey, N. ; Kapetanios, G. ; Pesaran, M.H. Exponent of cross-sectional dependence: estimation and inference. 2015 Journal of Applied Econometrics. 31 929-960
Paper not yet in RePEc: Add citation now
Baker, S.R. ; Bloom, N. Does uncertainty reduce growth? using disasters as natural experiments. 2013 National Bureau of Economic Research Working Paper. 19475-
Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 The Quarterly Journal of Economics. 131 1593-1636
- Baltagi, B.H. ; Li, Q. Testing AR(1) against MA(1) disturbances in an error component model. 1996 Journal of Econometrics. 68 133-151
Paper not yet in RePEc: Add citation now
Barrot, D. ; Calderón, C. ; Servén, L. Openness, specialization, and the external vulnerability of developing countries. 2018 Journal of Development Economics. 134 310-328
Bjornland, H. ; Ravazzolo, F. ; Thorsrud, L.A. Forecasting GDP with global components: this time is different. 2017 International Journal of Forecasting. 33 153-173
- Choi, I. ; Jeong, H. Model selection for factor analysis: some new criteria and performance comparisons. 2018 Econometric Reviews. 1-20
Paper not yet in RePEc: Add citation now
Chudik, A. ; Pesaran, M.H. Theory and practice of GVAR modeling. 2016 Journal of Economic Surveys. 30 165-197
Crucini, M.J. ; Kose, M.A. ; Otrok, C. What are the driving forces of international business cycles?. 2011 Review of Economic Dynamics. 14 156-175
Ductor, L. ; Leiva-Leon, D. Dynamics of global business interdependence. 2016 Journal of International Economcs. 102 110-127
- Elhorst, P. Spatial econometrics: From cross-sectional data to spatial panels. 2014 Springer: Berlin
Paper not yet in RePEc: Add citation now
Ertur, C. ; Koch, W. A contribution to the theory and empirics of schumpeterian growth with worldwide interactions. 2011 Journal of Economic Growth. 16 215-255
Ertur, C. ; Koch, W. Growth, technological interdependence and spatial externalities: theory and evidence. 2007 Journal of applied econometrics. 22 1033-1062
Ertur, C. ; Musolesi, A. Weak and strong cross-sectional dependence a panel data analysis of international technology diffusion. 2017 Journal of Applied Econometrics. 32 477-503
Frankel, J.A. ; Rose, A.K. The endogeneity of the optimum currency area criteria. 1998 Economic Journal. 108 1009-1025
Hevia, C. ; Servén, L. Assessing the degree of international consumption risk-sharing. 2018 Journal of Development Economics. 134 176-190
Ho, C.Y. ; Wang, W. ; Yu, J. Growth spillover through trade: a spatial dynamic panel data approach. 2013 Economics Letters. 120 450-453
Jorg, B. ; Sandra, E. Analyzing International Business and Financial Cycles Using Multi-level Factor Models: A Comparison of Alternative Approaches. 2016 Emerald Group Publishing Limited:
Karadimitropoulou, A. ; Leon-Ledesma, M. World, country, and sector factors in international business cycles. 2013 Journal of Economic Dynamics and Control. 37 2913-2927
Kose, M.A. ; Otrok, C. ; Prasad, E. Global business cycles: convergence or decoupling?. 2012 International Economic Review (Philadelphia). 2 511-538
Kose, M.A. ; Otrok, C. ; Whiteman, C.H. International business cycles: world, region and country specific factors. 2003 American Economic Review. 4 1216-1239
Kose, M.A. ; Yi, K.M. Can the standard international business cycle model explain the relation between trade and comovement?. 2006 Journal of international Economics. 2 267-295
- Kose, M.M.A. ; Terrones, M.M. ; Prasad, M.E. Volatility and Comovement in a Globalized World Economy: An Empirical Exploration. 2004 En : Siebert, H. Macroeconomic Policies in the World Economy. Springer-Verlag: Berlin
Paper not yet in RePEc: Add citation now
- Kuersteiner, G. ; Prucha, I.R. Dynamic spatial panel models: Networks, common shocks, and sequential exogeneity. 2018 Unpublished manuscript:
Paper not yet in RePEc: Add citation now
- Leamer, E. Sources of international comparative advantage: theory and evidence. 1984 Cambridge, MA: MIT Press:
Paper not yet in RePEc: Add citation now
Leamer, E. The heckscher-Ohlin model in theory and practice. 1995 Princeton Studies in International Finance:
- LeSage, J. ; Pace, R. Introduction to spatial econometrics. 2009 Boca Raton: Taylor and Francis. -
Paper not yet in RePEc: Add citation now
- Moench, E. ; Ng, S. ; Potter, S. Dynamic hierarchical factor models. 2013 Review of Economics and Statistics. 5 1811-1817
Paper not yet in RePEc: Add citation now
Mumtaz, H. ; Simonelli, S. ; Surico, P. International comovements, business cycle and inflation: a historical perspective. 2011 Review of Economic Dynamics. 14 176-198
Onatski, A. Asymptotics of the principal components estimator of large factor models with weakly influential factors. 2012 Journal of Econometrics. 168 244-258
Pesaran, M.H. Testing weak cross-sectional dependence in large panels. 2015 Econometric Reviews. 34 1089-1117
Pesaran, M.H. ; Schuermann, T. ; Weiner, S. Modeling regional interdependencies using a global error-correcting macroeconomic model. 2004 Journal of Business and Economic Statistics. 22 129-162
Pesaran, M.H. ; Tosetti, E. Large panels with common factors and spatial correlation. 2011 Journal of Econometrics. 161 182-202
Shi, W. ; Lee, L.F. Spatial dynamic panel data models with interactive fixed effects. 2017 Journal of Econometrics. 197 323-347
Tao, J. ; Yu, J. The spatial time lag in panel data models. 2012 Economics Letters. 117 544-547
Vega, S.H. ; Elhorst, J.P. A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors. 2016 Regional Science and Urban Economics. 60 85-95
Wang, M. ; Wong, M. ; Granato, J. International comovement of economic fluctuations: a spatial analysis. 2015 World Development. 67 186-201