Now showing items 1-4 of 4

    • Endogenous contagion – a panel data analysis 

      Baur, Dirk; Fry, Renee (CFAP, Cambridge Judge Business School, University of Cambridge, 2006)
      This paper proposes a panel data model to analyze contagion in a multivariate framework. The model distinguishes between vulnerability and contagion, and provides a time series of contagion. The most important feature of ...
    • Operating Leverage over the Business Cycle 

      Arnab Bhattacharjee; Chris Higson; Sean Holly (Department of Applied Economics, 2015-11-24)
    • Revisiting the accelerator principle in a world of uncertainty: Some empirical evidence 

      Arestis, Philip; Gonzalez-Martinez, Ana Rosa (Elsevier, 2016)
      This contribution builds on the accelerator model to produce an investment function in which employment and households’ investment are used as proxies for economic activity. This analysis identifies a positive correlation ...
    • Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 

      Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim (Taylor & Francis, 2016-05-21)
      This paper proposes a new panel unit root test based on the generalized method of moments approach for panels with a possibly small number of time periods, T, and a large number of cross-sectional units, N. In the model ...