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Original Articles

Weak instruments in estimating business cycle effects on banks' interest income

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Pages 1417-1420 | Published online: 05 Mar 2012

References

  • Albertazzi , U. and Gambacorta , L. 2009 . Bank profitability and the business cycle . Journal of Financial Stability , 5 : 393 – 409 .
  • Blundell , R. and Bond , S. R. 1998 . Initial conditions and moment restrictions in dynamic panel data models . Journal of Econometrics , 87 : 115 – 43 .
  • Bobba , M. and Coviello , D. 2007 . Weak instruments and weak identification in estimating the effects of education on democracy . Economics Letters , 96 : 301 – 6 .
  • Bond , S. R. 2002 . Dynamic panel data models: a guide to micro data methods and practice . Portuguese Economic Journal , 1 : 141 – 62 .
  • Roodman , D. 2006 . How to do Xtabond2: an introduction to ‘Difference’ and ‘System’ GMM in Stata , Washington , DC : Working Paper Number 103, Center for Global Development .

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