Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence

DOI10.1016/J.ECONLET.2020.109435zbMath1451.91217OpenAlexW3044550757MaRDI QIDQ2208879

Dimitrios Bakas, Ivan Mendieta-Muñoz

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109435

zbMATH Keywords

recessionspanel datafinancial crisiscross-sectional dependenceimpulse responsesparameter heterogeneity

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Uses Software

• Stata
• xtdcce2

Cites Work

• Testing slope homogeneity in large panels
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

This page was built for publication: Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence