INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES

DOI10.1017/S1365100511000101zbMath1273.91345MaRDI QIDQ5325981

Chien-Chiang Lee

Publication date: 31 July 2013

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

bankingpanel cointegrationstructural breakscross-sectional dependenceinsurance premiumspanel causalityreal output

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

Cites Work

• Statistical analysis of cointegration vectors
• Spurious regression and residual-based tests for cointegration in panel data
• Testing for unit roots in heterogeneous panels.
• Unit root tests in panel data: asymptotic and finite-sample properties
• A panel bootstrap cointegration test
• Testing for stationarity in heterogeneous panel data
• A residual-based test of the null of cointegration in panel data
• Critical values for multiple structural change tests
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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