data on export unit values. Parameter estimation relies on GMM first difference, fixed effects, LAD, OLS first difference …

correction models for Germany, France, Italy, the Netherlands and Spain. Using the weights of the Harmonized Index of Consumer …

, bivariate and multivariate cointegration techniques are used to assess the degree of integration in four loans and two deposit …

This paper analyzes the dynamic effects of different macroeconomic shocks on unemployment in Germany. In a first step …, a cointegration analysis of productivity, prices, real wages, employment, and the unemployment rate reveals two long run …

-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …

explains the concept of panel unit roots and panel cointegration and introduces the underlying empirical approach. Next …

long run relationships, applying three different cointegration tests. It covers the US, Canada, Australia, Japan, the … Netherlands, Belgium, France and Germany. Results show that real estate securities in most countries had a high performance in … with the notable exception of Germany. In general, real estate securities seem to represent an asset class distinct from …

bivariate testing for cointegration and correlation analysis. The results indicate that there exist strong long … central markets. With respect to the efficient market hypothesis, the findings by cointegration analysis put some further …