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Sustainability of Swiss fiscal policy : presented at CESifo Area Conference on Macro, Money & International Finance, February 2006

Kirchgässner, Gebhard; Prohl, Silika - 2006

We examine whether Swiss federal fiscal policy was sustainable over the period from 1900 to 2002. We perform unit root and cointegration tests for federal revenues and expenditures, taking into account a structural shift in the budgetary process related to World War II. We find sustainability...

Persistent link: https://www.econbiz.de/10003298548

On the importance of the first observation in GLS detrending in unit root testing

Westerlund, Joakim - In: Oxford bulletin of economics and statistics 77 (2015) 1, pp. 152-161

Persistent link: https://www.econbiz.de/10011373616

On the use of GLS demeaning in panel unit root testing

Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 309-320

Persistent link: https://www.econbiz.de/10011895009

New simple tests for panel cointegration

Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002552459

Testing for a unit root in panel time series models with multiple breaks

Westerlund, Joakim - 2009

Persistent link: https://www.econbiz.de/10003884487

Heterocedasticity robust panel unit root tests

Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 112-135

Persistent link: https://www.econbiz.de/10010380473

Some cautions on the use of the LLC panel unit root test

Westerlund, Joakim - 2006

Persistent link: https://www.econbiz.de/10003483115

Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis

Westerlund, Joakim - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 491-522

Persistent link: https://www.econbiz.de/10003518507

New simple tests for panel cointegration

Westerlund, Joakim - In: Econometric reviews 24 (2005) 3, pp. 297-316

Persistent link: https://www.econbiz.de/10003105617

The power of PANIC

Westerlund, Joakim - In: Journal of econometrics 185 (2015) 2, pp. 495-509

Persistent link: https://www.econbiz.de/10011348960

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