Search results for "Gravity models"

showing 2 items of 12 documents

Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators

2021

The last decades have seen an increasing interest in FDI and the process of production fragmentation. This has been particularly important for Germany as the core of the European Union (EU) production hub. This paper attempts to provide a deeper under standing of the drivers of German outward FDI in the EU for the period 1996–2012 by tackling the two main challenges faced in the modelization of FDI, namely the variable selection problem and the choice of the estimation method. For that purpose, we first extend previous BMA analysis developed by Camarero et al. (Econ Model 83:326–345, 2019) by including country-pair-fixed effects to select the appropriate set of variables. Second, we compare…

Statistics and ProbabilityGeneralized linear modelFDI determinantsEconomics and Econometricsgravity modelsForeign direct investmentgermanyBayesian inferenceGermanMathematics (miscellaneous)Germany0502 economics and businessEconomicsEconometricsmedia_common.cataloged_instanceC13050207 economicsEuropean unionC33050205 econometrics media_commonEstimation05 social sciencesEstimatorUNESCO::CIENCIAS ECONÓMICASInvestment (macroeconomics)language.human_languageGravity modelsOutward FDIlanguageoutward FDIF21F23GLMSocial Sciences (miscellaneous)
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EMU and Trade Revisited: Long-Run Evidence Using Gravity Equations

2013

In this paper, we present evidence of the long-run effect of the euro on trade for the twelve initial EMU countries for the period 1967–2008 from a double perspective. First, we pool all the bilateral combinations of trade flows among the EMU countries in a panel cointegration gravity specification. Second, we estimate a gravity equation for each of the EMU members vis-a-vis the other eleven partners. We apply panel cointegration techniques based on factor models that account for cross-dependence and structural breaks. Whereas the joint gravity equation provides evidence on the aggregate effect of the euro on intra-European trade, by isolating the individual countries, we assess which of th…

panel cointegrationEconomics and EconometricsGravity (chemistry)CointegrationEuroInternational economicsGravity modelsExportscross- section dependenceAccountingPolitical Science and International RelationsEconomicsGravity equationstructural breaksFinanceFactor analysis
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