Professuren für Statistik und Ökonometrie

Dr. Yabibal M. Walle

  • Postdoctoral researcher at the Chair of Econometrics (Prof. Dr. Helmut Herwartz), since April 2013

Research interests:

  • Development economics: the finance-growth nexus; financial literacy and gender; income inequality and economic growth
  • Applied econometrics: panel unit root and cointegration testing; Structural Vectorautoregressions

Publications in refereed journals:

  • A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (with Helmut Herwartz), Computational Statistics, forthcoming.
  • Panel unit root tests for heteroskedastic panels (with Helmut Herwartz, Simone Maxand, and Fabian Raters), The Stata Journal, forthcoming.
  • Local financial development and household welfare in Vietnam: evidence from a panel survey (with Helmut Herwartz and Viet T. Tran), Journal of Development Studies, 2017:1-22.
  • Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions (with Helmut Herwartz and Florian Siedenburg), Econometric Reviews, 2016, 35 (5):727-750.
  • Openness and the finance-growth nexus (with Helmut Herwartz), Journal of Banking & Finance, 2014, 48: 235-247.
  • Revisiting the finance-growth nexus in Sub-Saharan Africa: results from error correction-based panel cointegration tests, African Development Review, 2014, 26 (2): 310-321.
  • Determinants of the link between financial and economic development: evidence from a functional coefficient model (with Helmut Herwartz), Economic Modelling, 2014, 37: 417-427.
  • Where enterprise leads, finance follows. In-sample and out-of-sample evidence on the causal relation between finance and growth (with Matthias Hartmann and Helmut Herwartz), Economics Bulletin, 2012, 32 (1): 871-882.

Working papers:

  • Heteroskedasticity-robust unit root testing for trending panels (with Helmut Herwartz and Simone Maxand), Center for European, Governance and Economic Development Research Discussion Papers No. 314, Georg-August-Universität Göttingen, 2017.
  • The financial Literacy Gender Gap: A Question of Nature or Nurture? (with Ute Filipiak), Center for European, Governance and Economic Development Research Discussion Papers No. 176, Georg-August-Universität Göttingen, 2015.
  • Tourist flows and its determinants in Ethiopia, Ethiopian Development Research Institute Working Paper 001, 2010.

Teaching:

Educational background: