Financial development and dynamic investment behavior: Evidence from panel VAR

By Inessa Love, Lea Zicchino. 2006

1,822 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Information Systems

View Paper: https://www.semanticscholar.org/paper/daa03396c950c441ac985c124f21848136e870b3

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Citations in the corpus

Education, lifelong learning, inequality and financial access: evidence from African countries (2020, background): “Moreover, it controls for crosssectional dependence and restricts the proliferation of instruments (or over-identification) (see Love & Zicchino, 2006; Baltagi, 2008).”
The Role of ICT in Modulating the Effect of Education and Lifelong Learning on Income Inequality and Economic Growth in Africa (2019, positive): “Besides this, it restricts over-identification (or the proliferation of instruments) and controls for cross-sectional dependence (Baltagi, 2008; Love & Zicchino, 2006).”
Remittances, growth and poverty: New evidence from Asian countries (2014, methodology): “For this purpose, following Love and Zicchino (2006), we estimate a trivariate panel vector autoregression (PVAR) in the following form:”
Search, Liquidity and the Dynamics of House Prices and Construction (2014, background): “Substituting (38) into (73) yields (40).”
The Role of Information Sharing in Modulating the Effect of Financial Access on Inequality (2019, background): “…extension of Arellano and Bover (1995) is preferred in this inquiry because it has been acknowledged to take into account crosssectional dependence and restrict instrument proliferation (or over-identification) (see Baltagi, 2008; Boateng, Asongu, Akamavi, & Tchamyou, 2018; Love & Zicchino, 2006).”
How Firms Respond to Business Cycles: The Role of Firm Age and Firm Size (2013, positive): “Consistent with Love and Zicchino (2006) (building on the insights of Arellano and Bover, 1995) we use the Helmert transformation to control for state fixed effects.”
Digital Economy Development, Industrial Structure Upgrading and Green Total Factor Productivity: Empirical Evidence from China’s Cities (2022, methodology): “The PVAR model has been continuously improved and matured by scholars, such as Mccuskey and Kao (1998) [72], Love and Zicchino (2006) [73].”
Information Asymmetry and Market Power in the African Banking Industry (2017, methodology): “…of this inquiry, we prefer the Roodman (2009ab) extension of Arellano and Bover (1995) because it has been documented to: (i) account for cross-sectional dependence and (ii) restrict over-identification or instrument proliferation (see Love & Zicchino, 2006; Baltagi, 2008; Asongu & De Moor, 2016).”