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Long and short-run components in explanatory variables and different panel-data estimates

Alfonso Ugarte-Ruiz ()

No 16/10, Working Papers from BBVA Bank, Economic Research Department

Abstract: We investigate the idea that when we separate an explanatory variable into its \'between\' and \'within\' variations we could be roughly decomposing it into a structural (long-term) and a cyclical component respectively, and this could translate into different Between and Within estimates in panel data.

Keywords: Global; Research; Working Paper (search for similar items in EconPapers)
JEL-codes: C01 C18 C23 C33 C51 C58 G20 G21 (search for similar items in EconPapers)
Pages: 25 pages
Date: 2016-05
New Economics Papers: this item is included in nep-ecm and nep-net
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Handle: RePEc:bbv:wpaper:1610