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DateTitle Authors
2014 Estimation of Time-invariant Effects in Static Panel Data ModelsPesaran, M. Hashem / Zhou, Qiankun
2008 The global dimension of inflation: evidence from factor-augmented Phillips curvesEickmeier, Sandra / Moll, Katharina
2004 Interest rate reaction functions for the euro area Evidence from panel data analysisRuth, Karsten
2009 Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil priceReitz, Stefan / Rülke, Jan-Christoph / Stadtmann, Georg
2004 The Determinants of Venture Capital: Additional Evidencevan Pottelsberghe de la Potterie, Bruno / Romain, Astrid
2004 Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and ItalyHeppke-Falk, Kirsten H. / Hüfner, Felix P.
2005 Financial constraints and capacity adjustment in the United Kingdom: Evidence from a large panel of survey datavon Kalckreuth, Ulf / Murphy, Emma
2012 How aid supply responds to economic crises: A panel VAR approachGravier-Rymaszewska, Joanna
2009 The effect of cash flow on investment: An empirical test of the balance sheet channelMelander, Ola
2012 Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic heterogeneityGilhooly, Robert / Weale, Martin / Wieladek, Tomasz

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