on household panel data from the German Residential Energy Consumption Survey (GRECS) that span over nine years (2006 … residential electricity consumption, particularly in the long run. Yet, we also find that responses to price changes are very … Paneldaten des German Residential Energy Consumption Survey (GRECS) für die Jahre 2006-2014 werden Preiselastizitäten auf Basis …

null of no cointegration can be decisively rejected by applying the panel cointegration test of Pedroni (1999). The …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

consumption to a 'surprise' term in permanent income as well as past values of consumption growth. We can interpret this … income growth measuring the excess sensitivity of consumption with respect to income changes and thus the degree of liquidity …-run perspective in a co-integration model. Here we specify a Panel-ECM and look at its short run adjustment to judge about the share …

study employed the smooth time-varying cointegration (TVC) and time-varying detrended fluctuation analysis (DFA) methodology …