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Panel Seasonal Unit Root Test With An Application for Unemployment Data

Reimers, Hans-Eggert; Dreger, Christian - 2004

In this paper the seasonal unit root test of Hylleberg et al. (1990) is generalized to cover a heterogenous panel. The … industrialized countries. In some cases seasonal unit roots are detected. However, the null hypotheses of panel seasonal unit roots …

Persistent link: https://www.econbiz.de/10010263471

Health Care Expenditures in OECD Countries : A Panel Unit Root and Cointegration Analysis

Dreger, Christian; Reimers, Hans-Eggert - 2021

recent developed panel cointegration techniques. In contrast to previous studies, the analysis accounts for the fact that …

Persistent link: https://www.econbiz.de/10013318758

The role of asset markets for private consumption: evidence from paneleconometric models

Dreger, Christian; Reimers, Hans-Eggert - 2009

wealth approximated by price indices for a panel of industrialized countries. Consumption, income and wealth are cointegrated …

Persistent link: https://www.econbiz.de/10010271108

The role of asset markets for private consumption : evidence from paneleconometric models

Dreger, Christian; Reimers, Hans-Eggert - 2009

wealth approximated by price indices for a panel of industrialized countries. Consumption, income and wealth are cointegrated … income hypothesis ; panel cointegration ; wealth effects …

Persistent link: https://www.econbiz.de/10003823967

Early warning system of government debt crises

Dreger, Christian; Cholodilin, Konstantin Arkadʹevič - 2018

The European debt crisis has revealed serious deficiencies and risks on a proper functioning of the monetary union. Against this backdrop, early warning systems are of crucial importance. In this study that focuses on euro area member states, the robustness of early warning systems to predict...

Persistent link: https://www.econbiz.de/10011803028