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I have 1 discrete (dummy) explanatory variable which is time-series

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hi there
what r the dependent variables. as u explained ur independent is a dummy....i have not come a cross a model with indepedent being only dummy.....could u elaborate more and if possible write ur model
thanx

A logit regression was suggested

I am now a little confused with the best way to do this.

Thanks Again

let me understand this ur dependent variable is Dummy....if so u can use logit model and run the series then....or u can use discriminant analysis in the SPSS. i'm not expert in logit model but it seems that this should be the way....
all the best

Thanks again for your continued help

there is a suggestion to do an ANOVA analysis. since u r test whehther the bailout will affect the performance of the banks.
if u want to do a regression analysis......u can run each performance measurement on the dummy.
how many dummy variables do u have?

Thanks again.

I have just the one dummy variable

1

that is good
may i know how did u run Granger causality on panel data?
if u have answered ur research questions then u should not go further
if u can send me the way u did the Granger causality i would be grateful
thanx

The granger method i just opened my data as a balanced panel (quarterly data) then highlighted the series i required and clicked: QUICK: GROUP STATISTICS: GRANGER CAUSALITY TEST: OK ....hope this helps

Thanks