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Articles ( Showing 1-20 of 5 items)
Searched for: [ Keywords: "Panel VAR" ] clear all
Journal Article
COVID-19 and non-communicable diseases: GMM/IV Panel VAR evidence from US states
by Lotanna E. Emediegwu
Abstract
This paper estimates panel vector autoregressions to analyze the endogenous connection between COVID-19 and non-communicable diseases (NCDs). Using weekly, US state-level data, the study finds evidence of a significant positive effect of NCD-related mortality on deaths due to COVID-19. I find this effect to be higher for males than females. Results are robust to several sensiti [...] Read more

Journal Article
The impact of digital economy development on local fiscal revenue efficiency
by Haixiang Xiao  and  Jiayi Liu
Abstract
The vigorous development of the digital economy has brought new opportunities and challenges to the construction of local fiscal revenue efficiency. Based on the panel data from 2011 to 2020, this paper uses the fixed effect model, instrumental variable method and other empirical studies to investigate the impact of the development of the digital economy on the efficiency of lo [...] Read more

Journal Article
Student loan debt and U.S. married households’ stock investment decisions
by Thomas Korankye
Abstract
This study aims to examine the effects of student loan debt on the decisions of U.S. married households to invest in stocks located in non-retirement accounts. Using longitudinal datasets from the 2011 to 2017 U.S. Panel Study of Income Dynamics and a fixed effects logit model, the results show mixed findings. The presence of student debt decreases the probability that married [...] Read more

Journal Article
How do R&D factors affect total factor productivity: based on stochastic frontier analysis method
by Shikuan Zhao , Wen Tian  and  Abd Alwahed Dagestani
Abstract
Based on provincial panel data from 1998-2018, this paper estimates research and development (R&D) factors, and a stochastic frontier analysis (SFA) model is constructed to examine the effects of R&D factors on regional total factor productivity (TFP). The results show that both R&D capital stock and R&D personnel can significantly promote regional TFP, but the [...] Read more

Journal Article
The relative persistence of income inequality and intra-generational income mobility in Poland during and after the Great Financial Crisis (2008-2015)
by Marcin Wron ski
Abstract
Poland has experienced a very sharp rise in income and wealth inequality after the economic transition. We measure the relative persistence of income inequality and intra-generational income mobility in Poland during the period 2008-2015. Our research is based on the panel survey data, our subsample includes 501 households. To measure the persistence of income inequality we cal [...] Read more