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New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks

Grant number: ES/T01573X/1 | Funding period: 2020 - 2024

Completed

Related publications (3)

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The effect of clean energy investment on CO2 emissions: Insights from a Spatial Durbin Model

C Weng, J Huang, M Greenwood-Nimmo

2023-10-01

We estimate the direct and indirect effects of clean energy investment on carbon emissions using a Spatial Durbin Model fitted to ..

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The asymmetric response of dividends to earnings news

Jin Seo Cho, Matthew Greenwood-Nimmo, Yongcheol Shin

2023-06-01

We provide new evidence of sign asymmetry in dividend payout policy in the postwar period in the U.S. Using a nonlinear autoregres..

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Recent developments of the autoregressive distributed lag modelling framework

JS Cho, M Greenwood-Nimmo, Y Shin

2023-02-01

We review the literature on the autoregressive distributed lag (ARDL) model, from its origins in the analysis of autocorrelated tr..

University of Melbourne Researchers

Matthew Greenwood-Nimmo's Profile Picture
Matthew Greenwood-Nimmo

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