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
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
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Persistent link: https://EconPapers.repec.org/RePEc:bbv:wpaper:1610
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