DataExp

A dataset in the form of stacked time-series. Quarterly data cover nine countries (Poland, Bulgaria, the Czech Republic, Hungary, Latvia, Lithuania, Romania, Slovakia, Slovenia; the numbers denoting particular countries form a series i=1,2,...,9) from 2005q2 to 2013q4. The dataset contains the following (below) variables

panel data

Calculates the pooled mean group (PMG) estimator for dynamic panel data models, as described by Pesaran, Shin and Smith (1999) <doi:10.1080/01621459.1999.10474156>.

Lech Kujawski

PooledMeanGroup

Pooled Mean Group Estimation of Dynamic Heterogenous Panels

Piotr Zientara

DataExp function

A data frame with 315 observations on the following 16 variables.<dl class="dl-horizontal">
 <dt><code>y10</code></dt><dd>a numeric vector</dd>
 <dt><code>y10spread</code></dt><dd>a numeric vector</dd>
 <dt><code>riskavers</code></dt><dd>a numeric vector</dd>
 <dt><code>debt</code></dt><dd>a numeric vector</dd>
 <dt><code>deficit</code></dt><dd>a numeric vector</dd>
 <dt><code>openess</code></dt><dd>a numeric vector</dd>
 <dt><code>cpi</code></dt><dd>a numeric vector</dd>
 <dt><code>growth</code></dt><dd>a numeric vector</dd>
 <dt><code>crisk</code></dt><dd>a numeric vector</dd>
 <dt><code>urate</code></dt><dd>a numeric vector</dd>
 <dt><code>iip</code></dt><dd>a numeric vector</dd>
 <dt><code>iipnetto</code></dt><dd>a numeric vector</dd>
 <dt><code>cagdp</code></dt><dd>a numeric vector</dd>
 <dt><code>caresvs</code></dt><dd>a numeric vector</dd>
 <dt><code>cds</code></dt><dd>a numeric vector</dd>
 <dt><code>bidask</code></dt><dd>a numeric vector</dd>
 </dl>

Format

DataExp — DataExp

A data frame with 315 observations on the following 16 variables.<dl class='dl-horizontal'>
 <dt><code>y10</code></dt><dd>a numeric vector</dd>
 <dt><code>y10spread</code></dt><dd>a numeric vector</dd>
 <dt><code>riskavers</code></dt><dd>a numeric vector</dd>
 <dt><code>debt</code></dt><dd>a numeric vector</dd>
 <dt><code>deficit</code></dt><dd>a numeric vector</dd>
 <dt><code>openess</code></dt><dd>a numeric vector</dd>
 <dt><code>cpi</code></dt><dd>a numeric vector</dd>
 <dt><code>growth</code></dt><dd>a numeric vector</dd>
 <dt><code>crisk</code></dt><dd>a numeric vector</dd>
 <dt><code>urate</code></dt><dd>a numeric vector</dd>
 <dt><code>iip</code></dt><dd>a numeric vector</dd>
 <dt><code>iipnetto</code></dt><dd>a numeric vector</dd>
 <dt><code>cagdp</code></dt><dd>a numeric vector</dd>
 <dt><code>caresvs</code></dt><dd>a numeric vector</dd>
 <dt><code>cds</code></dt><dd>a numeric vector</dd>
 <dt><code>bidask</code></dt><dd>a numeric vector</dd>
 </dl>

DataExp: DataExp

Description

Usage

Arguments

Format

Examples