EFFECTS OF INFLATION ON FINANCIAL SECTOR PERFORMANCE: NEW EVIDENCE FROM PANEL QUANTILE REGRESSIONS

@inproceedings{Zermeo2018EFFECTSOI,
  title={EFFECTS OF INFLATION ON FINANCIAL SECTOR PERFORMANCE: NEW EVIDENCE FROM PANEL QUANTILE REGRESSIONS},
  author={Miguel Angel Tinoco Zerme{\~n}o and Francisco Venegas Mart{\'i}nez and V{\'i}ctor Hugo Torres Preciado},
  year={2018}
}
This paper explores the influence of inflation on the conditional distribution of financial development, an issue that has not received attention in related literature, with data from 84 countries covering the 1980-2010 period. In our data we show the presence of fixed effects, reject cross-sectional dependence in the error structure and justify poolability. Our empirical strategy employs standard and fixed-effects quantile regressions to demonstrate that the influence of inflation varies along… CONTINUE READING

References

Publications referenced by this paper.
SHOWING 1-10 OF 73 REFERENCES

Global Financial Development Database

World Bank
  • Available through: The World Bank <http://www.worldbank.org> [Accessed in October 2014].
  • 2014
VIEW 9 EXCERPTS
HIGHLY INFLUENTIAL

Growth, bank credit, and inflation in Mexico: evidence from an ARDL-bounds testing approach

Miguel Ángel Tinoco-Zermeño, Francisco Venegas-Martínez, Víctor Hugo Torres-Preciado
  • 2014
VIEW 9 EXCERPTS
HIGHLY INFLUENTIAL

Regression Quantiles

VIEW 6 EXCERPTS
HIGHLY INFLUENTIAL

World development indicators 1998 [CD-ROM

VIEW 7 EXCERPTS
HIGHLY INFLUENTIAL