Open AccessDebt, Inflation and Growth Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Author(s) -
Alexander Chudík,
Kamiar Mohaddes,
M. Hashem Pesaran,
Mehdi Raissi
Publication year - 2013
Publication title -
federal reserve bank of dallas, globalization and monetary policy institute working papers
Language(s) - English
DOI - 10.24149/gwp162
Subject(s) - economics , debt , inflation (cosmology) , econometrics , panel data , estimation , short run , monetary economics , debt ratio , sample (material) , empirical evidence , lag , monte carlo method , distributed lag , macroeconomics , statistics , mathematics , computer science , physics , management , theoretical physics , computer network , philosophy , chemistry , epistemology , chromatography
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