35 datasets found

This paper takes a fresh look at Africa's growth experience by using the Bayesian model averaging (BMA) methodology. BMA enables us to consider a large number of potential...

This paper introduces a new measure of dependence or jointness among explanatory variables. Jointness is based on the joint posterior distribution of variables over the model...

We consider the problem of variable selection in linear regression models. Bayesian model averaging has become an important tool in empirical settings with large numbers of...

Ciccone and Jaroci-ski (American Economic Journal: Macroeconomics 2010; 2: 222-246) show that inference in Bayesian model averaging (BMA) can be highly sensitive to small data...

Barro and McCleary (2003, Religion and economic growth across countries. American Journal of Sociology 68: 760-781) is a key research contribution in the new literature...

This paper shows that foreign aid has a significant positive average effect on real per capita gross domestic product (GDP) growth if, and only if, the quantitatively large...

This paper studies the impact of the growth and volatility of commodity terms of trade (CToT) on economic growth, total factor productivity, physical capital accumulation and...

We develop a twofold analysis of how the information provided by several economic indicators can be used in Markov switching dynamic factor models to identify the business cycle...

This paper considers identification of spatial Durbin dynamic panel models under 2SLS and ML estimations. We show that the parameters are generally identified via 2SLS moment...

We revisit the growth empirics debate using a novel limited-information Bayesian model averaging framework in short T panels that addresses model uncertainty, dynamics, and...

This paper considers panel growth regressions in the presence of model uncertainty and reverse causality concerns. For this purpose, my econometric framework combines Bayesian...

We analyze the contribution of credit spread, house and stock price shocks to the US economy based on a time-varying parameter vector autoregressive model. We find that the...

The study aims at describing and explaining net profit flows per country for the period 1980-2009. A dataset on 'net profit flow' per country is developed. There are diverging...

This data sample (in support the article "Indicators on firm level innovation activities from web scraped data" https://ssrn.com/abstract=3938767) contains data on companies'...

This second, and updated, version of the data sample (in support the article "Indicators on firm level innovation activities from web scraped data"...