9 datasets found

This paper analyses the relationship between the main determinants of technological activity and patent applications. To this end, an original panel of 181 international...

Crude oil, heating oil, and unleaded gasoline futures contracts are simultaneously analysed for their effectiveness in reducing price volatility for an energy trader. A...

An empirical model of multiple asset classes across countries is formulated in a latent factor framework. A special feature of the model is that financial market linkages during...

This paper presents a theoretical growth model which explicitly takes into account technological interdependence among economies and examines the impact of spillover effects....

This study investigates the pattern of knowledge spillovers arising from patent activity between European regions. A Bayesian hierarchical model is developed that specifies...

Understanding the complexity of the financial transmission process across various assets-domestically as well as within and across asset classes-requires the simultaneous...

This paper assesses intra-sectoral spillovers in total factor productivity (TFP) across Chinese producers in the chemical industry using panel data on 12,552 firms observed over...

We propose a novel methodology for dynamic econometric modelling of large financial networks subject to persistence, structural changes and sparsity. We estimate bivariate...

This paper considers identification of spatial Durbin dynamic panel models under 2SLS and ML estimations. We show that the parameters are generally identified via 2SLS moment...