Showing 1 - 10 of 175
cointegration analysis. Specifically, we use panel unit root tests of the first and second generation allowing in some cases for … structural breaks. We also apply modern panel cointegration techniques developed by Pedroni (1999, 2004), generalized by Banerjee …
Persistent link: https://www.econbiz.de/10011604866
We assess the sustainability of public finances in the EU15 using stationarity and cointegration analysis. Specifically … apply modern panel cointegration techniques developed by Pedroni (1999, 2004), generalized by Banerjee and Carrion …
Persistent link: https://www.econbiz.de/10010264310
cointegration analysis. Specifically, we use panel unit root tests of the first and second generation allowing in some cases for … structural breaks. We also apply modern panel cointegration techniques developed by Pedroni (1999, 2004), generalized by Banerjee …
Persistent link: https://www.econbiz.de/10005593005
We assess the sustainability of public finances in the EU15 using stationarity and cointegration analysis. Specifically … apply modern panel cointegration techniques developed by Pedroni (1999, 2004), generalized by Banerjee and Carrion …
Persistent link: https://www.econbiz.de/10005416479
cointegration analysis. Specifically, we use panel unit root tests of the first and second generation allowing in some cases for … structural breaks. We also apply modern panel cointegration techniques developed by Pedroni (1999, 2004), generalized by Banerjee …
Persistent link: https://www.econbiz.de/10005677525
To account for employment evolutions at the macro-economic level, we propose a modelling where employment is explained by added value, working time and real labour cost. Estimations using quarterly French macro-economic data are carried out in a multivariate framework for three sets of sectors....
Persistent link: https://www.econbiz.de/10010275663
To account for employment evolutions at the macro-economic level, we propose a modelling where employment is explained by added value, working time and real labour cost. Estimations using quarterly French macro-economic data are carried out in a multivariate framework for three sets of sectors....
Persistent link: https://www.econbiz.de/10005703692
We assess the cointegration relationship between current account and budget balances, and effective real exchange rates …, using recent bootstrap panel cointegration techniques and SUR methods. We investigate the magnitude of the relationship … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and …
Persistent link: https://www.econbiz.de/10003803327
We assess the cointegration relationship between current account and budget balances, and effective real exchange rates …, using recent bootstrap panel cointegration techniques and SUR methods. We investigate the magnitude of the relationship … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and …
Persistent link: https://www.econbiz.de/10003808652
We assess the cointegration relationship between current account and budget balances, and effective real exchange rates …, using recent bootstrap panel cointegration techniques and SUR methods. We investigate the magnitude of the relationship … panel cointegration tests used allow for within and between correlation, while the SUR results show both positive and …
Persistent link: https://www.econbiz.de/10013316457