1. Asymmetric effects of oil demand and oil supply shocks on New Zealands trade. (2024). Vatsa, Puneet ; Baek, Jungho.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003660.

   Full description at Econpapers || Download paper

2. Asymmetric responses of consumer spending to energy prices: A threshold VAR approach. (2021). Knotek, Edward ; Zaman, Saeed.
   In: Energy Economics.
   RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000323.

   Full description at Econpapers || Download paper

3. Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Bibi, Salma ; Haq, Mirajul.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2021-03-63.

   Full description at Econpapers || Download paper

4. Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach. (2020). Zaman, Saeed ; Knotek, Edward.
   In: Working Papers.
   RePEc:fip:fedcwq:88169.

   Full description at Econpapers || Download paper

5. Does oil price respond to macroeconomic uncertainty? New evidence. (2016). Yin, Libo.
   In: Empirical Economics.
   RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1027-7.

   Full description at Econpapers || Download paper

6. Oil prices, exhaustible resources and economic growth. (2013). Hamilton, James D..
   In: Chapters.
   RePEc:elg:eechap:14429_1.

   Full description at Econpapers || Download paper

1. Amemiya T (1971) The estimation of the variance in a variance-components model. Int Econ Rev 12: 1–13.

2. Baltagi BH (1981) Pooling: an experimental study of alternative testing and estimation procedures in a two-way error component model. J Econom 17: 21–49.

3. Baltagi BH (2008) Econometric analysis of panel data. Wiley, Chichester, UK.
   Paper not yet in RePEc: Add citation now
   

4. Baltagi BH, Griffin JM (1983) Gasoline demand in the OECD: an application of pooling and testing procedures. Eur Econ Rev 22: 117–137.

5. Baltagi BH, Pinnoi N (1995) Public capital stock and state productivity growth: further evidence from an error components model. Empir Econ 20: 351–359.

6. Baltagi BH, Song SH, Jung BC (2002) A comparative study of alternative estimators for the unbalanced two-way error component regression model. Econom J 5: 480–493.

7. Barsky RB, Kilian L (2002) Do we really know that oil caused the great stagflation? A monetary alternative. In: Bernanke BS, Rogoff K (eds) NBER Macroeconomics Annual 2001. MIT Press, Cambridge, pp 137–183.

8. Barsky RB, Kilian L (2004) Oil and the macroeconomy since the 1970s. J Econ Perspect 18(4): 115–134.

9. Blanchard OJ, Gali J (2008) The macroeconomic effects of oil price shocks: why are the 2000s so different from the 1970s?. In: Gali J, Gertler MJ (eds) International dimensions of monetary policy. University of Chicago Press, Chicago, IL.

10. Boehmer E, Megginson WL (1990) Determinants of secondary market prices for developing country syndicated loans. J Financ 45: 1517–1540.

11. Breusch TS (1987) Maximum likelihood estimation of random effects models. J Econom 36: 383–389.

12. Burbidge J, Harrison A (1984) Testing for the effects of oil-price rises using vector autoregressions. Int Econ Rev 25: 459–484.

13. Carruth AA, Hooker MA, Oswald AJ (1998) Unemployment equilibria and input prices: theory and evidence from the United States. Rev Econ Stat 80: 621–628.

14. Cuñado J, de Gracia FP (2003) Do oil price shocks matter? Evidence for some European countries. Energy Econ 25: 137–154.

15. Davis SJ (1987a) Fluctuations in the pace of labor reallocation. In: Brunner K, Meltzer AH (eds) Empirical studies of velocity, real exchange rates, unemployment and productivity. Carnegie-Rochester conference series on public policy 24, North Holland, Amsterdam, Netherlands.
    Paper not yet in RePEc: Add citation now
    

16. Davis SJ (1987b) Allocative disturbances and specific capital in real business cycle theories. Am Econ Rev Pap Proc 77(2): 326–332.

17. Davis SJ, Haltiwanger J (2001) Sectoral job creation and destruction responses to oil price changes. J Monet Econ 48: 465–512.

18. Dotsey M, Reid M (1992) Oil shocks, monetary policy, and economic activity. Econ Rev Fed Reserve Bank Richmond 78: 14–27.
    Paper not yet in RePEc: Add citation now
    
19. Fuller WA, Battese GE (1973) Transformations for estimation of linear models with nested error structure. J Am Stat Assoc 68: 626–632.
    Paper not yet in RePEc: Add citation now
    

20. Geweke J (1989) Bayesian inference in econometrics models using Monte Carlo integration. Econometrica 57: 1317–1339.

21. Gisser M, Goodwin TH (1986) Crude oil and the macroeconomy: tests of some popular notions. J Money Credit Bank 18: 95–103.

22. Hamilton JD (1983) Oil and the macroeconomy since world war II. J Political Econ 91: 228–248.

23. Hamilton JD (1996) This is what happened to the oil price–macroeconomy relationship. J Monet Econ 91: 228–248.

24. Hamilton JD (2001) A parametric approach to flexible nonlinear inference. Econometrica 69(3): 537–573.

25. Hamilton JD (2003) What is an oil shock?. J Econom 113: 363–398.

26. Hamilton JD (2008) Oil and the macroeconomy. In: Durlauf S., Blume L. (eds) New Palgrave dictionary of economics. Palgrave McMillan Ltd, New York.
    Paper not yet in RePEc: Add citation now
    
27. Hamilton JD (2009a) Causes and consequences of the oil shock of 2007–08. Brook Pap Econ Act 1: 215–261.
    Paper not yet in RePEc: Add citation now
    
28. Hamilton JD (2009b) Nonlinearities and the macroeconomic effects of oil prices. http://dss.ucsd.edu/~jhamilto/oil_nonlinear_macro_dyn.pdf .
    Paper not yet in RePEc: Add citation now
    

29. Hamilton JD, Herrera AM (2004) Oil shocks and aggregate macroeconomic behavior: the role of monetary policy. J Money Credit Bank 36(2): 265–286.

30. Herrera AM, Lagalo LG, Wada T (2010) Oil price shocks and industrial production: is the relationship linear? Macroecon Dyn.

31. Hooker MA (1996) What happened to the oil price–macroeconomy relationship?. J Monet Econ 38: 195–213.

32. Hsiao C (2003) Analysis of panel data. Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
    

33. Jimenez-Rodriguez R, Sanchez M (2005) Oil price shocks and real GDP growth: empirical evidence for some OECD countries. Appl Econ 37(2): 201–228.

34. Kilian L (2008a) Exogenous oil supply shocks: how big are they and how much do they matter for the U.S. economy?. Rev Econ Stat 90(2): 216–240.
    Paper not yet in RePEc: Add citation now
    
35. Kilian L (2008b) A comparison of the effects of exogenous oil supply shocks on output and inflation in the G7 countries. J Eur Econ Assoc 6(1): 78–121.
    Paper not yet in RePEc: Add citation now
    
36. Kilian L (2009a) Not all oil price shocks are alike: disentangling demand and supply shocks in the crude oil market. Am Econ Rev 99(3): 1053–1069.
    Paper not yet in RePEc: Add citation now
    
37. Kilian L (2009b) Causes and consequences of the oil shock of 2007–08 by James D. Hamilton. Brook Pap Econ Act 1: 267–278.
    Paper not yet in RePEc: Add citation now
    

38. Kilian L, Vigfusson RJ (2009) Pitfalls in estimating asymmetric effects of energy price shocks. http://www-personal.umich.edu/~lkilian/kv14apr09.pdf .

39. Kim DH, Osborn DR, Sensier M (2005) Nonlinearity in the Fed’s Monetary Policy Rule. J Appl Econom 20: 621–639.

40. Klevmarken NA (1989) Panel studies: what can we learn from them?. Eur Econ Rev 33: 523–529.
    Paper not yet in RePEc: Add citation now
    

41. Leduc S, Sill K (2004) A quantitative analysis of oil-price shocks, systematic monetary policy and economic downturns. J Monet Econ 51: 781–808.

42. Lee K, Ni S (2002) On the dynamic effects of oil price shocks: a study using industry level data. J Monet Econ 49: 823–852.

43. Lee K, Ni S, Ratti RA (1995) Oil shocks and the macroeconomy: the role of price variability. Energy J 16: 39–56.

44. Loungani P (1986) Oil price shocks and the dispersion hypothesis. Rev Econ Stat 58: 536–539.

45. Maddala GS (1971) The use of variance components models in pooling cross section and time series data. Econometrica 39(2): 341–358.

46. Mork KA (1989) Oil and the macroeconomy when prices go up and down: an extension of Hamilton’s results. J Political Econ 91: 740–744.

47. Mork KA, Olsen O, Mysen HT (1994) Macroeconomic responses to oil price increases and decreases in seven OECD countries. Energy J 15(4): 19–35.

48. Nerlove ML (1971) A note on error components models. Econometrica 39: 383–396.

49. Rasche RH, Tatom JA (1977) Energy resources and potential GNP. Fed Reserve Bank St. Louis Rev 59: 10–24.

50. Rasche RH, Tatom JA (1981) Energy price shocks, aggregate Supply, and monetary policy: the theory and international evidence. In: Brunner K, Meltzer AH (eds) Supply shocks, incentives, and national wealth. Carnegie-Rochester Conference Series on Public Policy 14, North-Holland, Amsterdam, Netherlands, pp 9–93.

51. Rotemberg JJ, Woodford M (1996) Imperfect competition and the effects of energy price increases. J Money Credit Bank 28: 549–577.

52. Swamy PAVB, Arora SS (1972) The exact finite sample properties of the estimators of coefficients in the error components regression models. Econometrica 40: 261–275.

53. Wallace TD, Hussain A (1969) The use of error components models in combining cross-section and time-series data. Econometrica 37: 55–72.

1. Simultaneous Equations with Three Way Error Components. (2021). AMBA, Marius.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00236-0.

   Full description at Econpapers || Download paper

2. RETRACTED ARTICLE: Green innovations and patenting renewable energy technologies. (2021). Maasoumi, Esfandiar ; Heshmati, Almas ; Lee, Inhee.
   In: Empirical Economics.
   RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01986-1.

   Full description at Econpapers || Download paper

3. Impact of Agricultural Factors on Carbon Footprints for GHG Emission Policies in Asia. (2021). Jayasooriya, Sujith.
   In: MPRA Paper.
   RePEc:pra:mprapa:109790.

   Full description at Econpapers || Download paper

4. Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, Xu ; Bai, Jushan ; Duan, Jiangtao.
   In: Papers.
   RePEc:arx:papers:2102.12666.

   Full description at Econpapers || Download paper

5. Subspace Clustering for Panel Data with Interactive Effects. (2021). Gao, Wei ; Duan, Jiangtao ; Tony, Hon Keung ; Qu, Hao.
   In: Papers.
   RePEc:arx:papers:1909.09928.

   Full description at Econpapers || Download paper

6. Hierarchically spatial autoregressive and moving average error model. (2019). Long, Zhihe ; Ye, Qianting ; Lin, Kuan-Pin ; Liang, Huajie.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:76:y:2019:i:c:p:14-30.

   Full description at Econpapers || Download paper

7. Financial Systems and Private Innovation Activity. A Research for OECD Countries. (2018). Yanes-Guerra, Carlos ; Mendez-Morales, Alberto.
   In: Proceedings of the 11th International RAIS Conference, November 19-20, 2018.
   RePEc:smo:jpaper:02am.

   Full description at Econpapers || Download paper

8. Testing for serial correlation in hierarchical linear models. (2018). Sosa Escudero, Walter ; Montes-Rojas, Gabriel ; Alejo, Javier ; Sosa-Escudero, Walter.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:165:y:2018:i:c:p:101-116.

   Full description at Econpapers || Download paper

9. The effect of female and male health on economic growth: cross-country evidence within a production function framework. (2017). Holmes, Mark ; Hassan, Gazi ; Cooray, Arusha.
   In: Empirical Economics.
   RePEc:spr:empeco:v:52:y:2017:i:2:d:10.1007_s00181-016-1088-2.

   Full description at Econpapers || Download paper

10. The Effect of Female and Male Health on Economic Growth: Cross-Country Evidence within a Production Function Framework. (2015). Holmes, Mark ; Hassan, Gazi ; Cooray, Arusha.
    In: Working Papers in Economics.
    RePEc:wai:econwp:15/03.

    Full description at Econpapers || Download paper

11. The Impact of Independence on Regulatory Outcomes: the Case of EU Competition Policy. (2015). Guidi, Mattia.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:53:y:2015:i:6:p:1195-1213.

    Full description at Econpapers || Download paper

12. Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances. (2014). Egger, Peter ; Badinger, Harald.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4126.

    Full description at Econpapers || Download paper

13. Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances. (2014). Egger, Peter ; Badinger, Harald.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp173.

    Full description at Econpapers || Download paper

14. Testing for heteroskedasticity and spatial correlation in a two way random effects model. (2014). Salisu, Afees ; MOUGOUE, Mbodja ; AMBA, Marius ; Sango, Joel ; Kouassi, Eugene ; Bosson Brou, J. M., ; Amba, Claude M. O., .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:70:y:2014:i:c:p:153-171.

    Full description at Econpapers || Download paper

15. Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances. (2014). Egger, Peter ; Badinger, Harald.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4847.

    Full description at Econpapers || Download paper

16. OECD unbundled local loop pricing. (2013). Madden, Gary ; Tran, Thien ; Ahmad, Hasnat ; Bohlin, Erik.
    In: Telecommunications Policy.
    RePEc:eee:telpol:v:37:y:2013:i:11:p:1033-1045.

    Full description at Econpapers || Download paper

17. Panel data models with multiple time-varying individual effects. (2013). Lee, Young Hoon ; Ahn, Seung ; Schmidt, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:1-14.

    Full description at Econpapers || Download paper

18. Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data. (2013). Dama, Marcel die ; Soh, Galex syrie ; Epo, Boniface Ngah.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00007.

    Full description at Econpapers || Download paper

19. The effect of female and male health on economic growth: cross-country evidence within a production function framework. (2012). Hassan, Gazi ; Cooray, Arusha.
    In: Economics Working Papers.
    RePEc:uow:depec1:wp12-07.

    Full description at Econpapers || Download paper

20. What is an oil shock? Panel data evidence. (2012). Kim, Dong Heon.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:1:p:121-143.

    Full description at Econpapers || Download paper

21. The effect of female and male health on economic growth: cross-country evidence within a production function framework. (2012). Hassan, Gazi ; Cooray, Arusha.
    In: MPRA Paper.
    RePEc:pra:mprapa:40083.

    Full description at Econpapers || Download paper

22. Determinants of Urban Sprawl in France. (2011). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:48:y:2011:i:13:p:2865-2886.

    Full description at Econpapers || Download paper

23. Negative variance estimates in panel data models. (2010). Magazzini, Laura ; Calzolari, Giorgio.
    In: Working Papers.
    RePEc:ver:wpaper:15/2010.

    Full description at Econpapers || Download paper

24. Panel Data Inference under Spatial Dependence. (2010). Baltagi, Badi ; Pirotte, Alain.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:123.

    Full description at Econpapers || Download paper

25. On the role of distance for outward FDI. (2008). Egger, Peter.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:42:y:2008:i:2:p:375-389.

    Full description at Econpapers || Download paper

26. Panel Data Econometrics in R: The plm Package. (2008). Millo, Giovanni ; Croissant, Yves.
    In: Journal of Statistical Software.
    RePEc:jss:jstsof:27:i02.

    Full description at Econpapers || Download paper

27. A panel data approach to economic forecasting: the bias-corrected average forecast. (2008). Lima, Luiz ; Issler, João.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:668.

    Full description at Econpapers || Download paper

28. A robust bootstrap approach to the Hausman test in stationary panel data models. (2007). Neumann, Michael H. ; Herwartz, Helmut.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:6798.

    Full description at Econpapers || Download paper

29. Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor. (2006). Li, Dong ; Baltagi, Badi.
    In: Spatial Economic Analysis.
    RePEc:taf:specan:v:1:y:2006:i:2:p:175-185.

    Full description at Econpapers || Download paper

30. Estimating regressions and seemingly unrelated regressions with error component disturbances. (2006). Foschi, Paolo.
    In: MPRA Paper.
    RePEc:pra:mprapa:1424.

    Full description at Econpapers || Download paper

31. Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor. (2006). Li, Dong ; Baltagi, Badi.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:84.

    Full description at Econpapers || Download paper

32. Estimating the Stochastic Discount Factor without a Utility Function. (2005). Issler, João ; Araujo, Fabio.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:202.

    Full description at Econpapers || Download paper

33. A note on equity ownership and corporate value in Greece. (2004). Drakos, Anastasios ; Karathanassis, G. A..
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:25:y:2004:i:8:p:537-547.

    Full description at Econpapers || Download paper

34. Estimating regional trading bloc effects with panel data. (2004). Egger, Peter.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:140:y:2004:i:1:p:151-166.

    Full description at Econpapers || Download paper

35. Distance, trade and FDI: a Hausman-Taylor SUR approach. (2004). Pfaffermayr, Michael ; Egger, Peter.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:2:p:227-246.

    Full description at Econpapers || Download paper

36. Value Relevance Of Institutional Investors. (2004). Tsionas, Efthymios ; PHILIPPAS, NIKOLAOS ; HEVAS, DIMOSTHENIS ; Karathanassis, George.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:vii:y:2004:i:3-4:p:83-102.

    Full description at Econpapers || Download paper

37. What have We Learnt from the Convergence Debate?. (2003). .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:17:y:2003:i:3:p:309-362.

    Full description at Econpapers || Download paper

38. Town size and the consumer behaviour of Spanish households: a panel data approach. (2002). Dhehibi, Boubaker ; Angulo, Ana ; Jesús Mur, ; Ana María Angulo, .
    In: Applied Economics.
    RePEc:taf:applec:v:34:y:2002:i:4:p:503-507.

    Full description at Econpapers || Download paper

39. SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects. (2002). Egger, Peter.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:b6-3.

    Full description at Econpapers || Download paper

40. Long Run and Short Effects in Static Panel Models. (2002). Pfaffermayr, Michael ; Egger, Peter.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:b6-2.

    Full description at Econpapers || Download paper

41. Asymptotics for random effects models with serial correlation. (2002). Karlsson, Sune ; Skoglund, Jimmy.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:a6-1.

    Full description at Econpapers || Download paper

42. SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects. (2001). Egger, Peter.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2001:i:171.

    Full description at Econpapers || Download paper

43. Distance, Trade and FDI: A Hausman-Taylor SUR Approach. (2001). Pfaffermayr, Michael ; Egger, Peter.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2001:i:164.

    Full description at Econpapers || Download paper

44. Determinants of Environmental and Economic Performance of Firms: An Empirical Analysis of the European Paper Industry. (2001). Wagner, Marcus ; Nguyen-Van, Phu ; Azomahou, Théophile.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2001-22.

    Full description at Econpapers || Download paper

45. The unbalanced nested error component regression model. (2001). Baltagi, Badi ; Song, Seuck Heun ; Jung, Byoung Cheol.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:101:y:2001:i:2:p:357-381.

    Full description at Econpapers || Download paper

46. THE EFFECT OF HOUSEHOLDS LOCATION ON THE SPANISH DEMAND FOR FOOD: A PANEL DATA APPROACH. (2000). Dhehibi, Boubaker ; Angulo, Ana ; Gil, Jose Maria.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa00p124.

    Full description at Econpapers || Download paper

47. On the estimated variances of regression coefficients in misspecified error components models. (1992). Deschamps, Philippe.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:d0937309-75c2-411b-a9fa-fc3cf2e759b3.

    Full description at Econpapers || Download paper

48. Estimation of the error-components model with incomplete panels. (1990). Kapteyn, Arie ; Wansbeek, T J.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:cce8fcd9-a6dc-4cab-83b7-5dac88041a45.

    Full description at Econpapers || Download paper

49. The Variances of Regression Coefficient Estimates Using Aggregate Data. (1974). Welsch, Roy E. ; Kuh, Edwin .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0060.

    Full description at Econpapers || Download paper

50. On the Effects of Industrialization Processes on Growth and Convergence Dynamics: Evidence from Italian Regions. (). Leonida, Leone.
    In: Discussion Papers.
    RePEc:yor:yorken:04/15.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 05:17:29 || Missing content? Let us know