[eng] This paper offers an overview of panel-data cointegration tests. We present the main tests based on the null hypothesis of no cointegration (Pedroni, Kao, Bai and Ng test ; Groen and Kleibergen test ) and the McCoskey and Kao test based on the null hypothesis of cointegration. We also...

[fre] Le partage de la valeur ajoutée dans le cycle. Quelques pistes de modélisation en équilibre général . Christophe Hurlin et Franck Portier . Notre objectif dans cet article est de présenter un rapide constat empirique de l'évolution cyclique du partage de la valeur ajoutée dans les...

[eng] The contribution of public capital to private factor productivity: an estimate using sector-based panel data . for ten OECD countries . by Christophe Hurlin . This paper uses sector-based panel data on ten OECD countries to produce a number of estimates of the return on public capital. The...

[eng] Our article presents an overview of panel unit-root tests. There are two major trends in this research area. First, since the late 1990s, the work on panel unit-root tests aims to take account of heterogeneity in dynamic properties of series. Second, attempts have recently been made to...