This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … October 2008, and from January 1996 to December 2007, our investigation shows that there is evidence for cointegration of oil …

-specific models for 110 economies, and also a pooled system thereof. We test for cointegration among money, prices, and real output …-star variables are constructed and the cointegration property between prices and the P-star variable is analysed. Along these lines … Volkswirtschaften und ein aus den Gleichungen bestehendes gepooltes System. Es wird auf Kointegration zwischen einer Geldmenge, einem …

cointegration linking interest rates and inflation, and stationarity of the real interest rate implying in turn homogeneity of the … potential equilibrium relation. The considered sample is an unbalanced panel and comprises monthly time series data from more … hardly homogeneous over the cross section. Therefore, building on cross sectional parameter homogeneity nonstationary panel …

unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we … national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …

productivity is difficult to investigate at a micro level, the paper builds on a large macro-data panel covering developed as well …

care for the elderly related to the size of young and old voters. Using panel data from Denmark for the period 1989 …

type - a national panel survey to show that proximity to death is indeed a more significant predictor of expenditure on GP … and hospital services than age. Using random effects panel models we show that there is a significant gradient in costs as …

of money demand. This presumption is explored by means of a cointegration analysis. To separate income from wealth …

Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen …

of the bubble, the house price evolution is investigated by panel cointegration techniques. Evidence is based on a … dataset for 35 major cities. Cointegration is detected between real house prices and a set of macroeconomic determinants …