Germany using an unprecedentedly comprehensive fiscal dataset for the time period from 1950 to 2011 for West German Laender …-run relation between expenditures and revenues in a cointegration analysis within each Land. The results provide evidence against …

Using data from Germany, Japan, UK, and the U.S., we explore possible threshold cointegration in nominal short- and … long-run interest rates with corresponding inflation rates. Traditional cointegration implies perfect mean reversion in … real rates and hence confirms the Fisher hypothesis. Threshold cointegration accounts for the possibility that this mean …

contribution uses time series data for a single country with good data quality: Germany. With a specification that includes all … theoretical variations and different appropriate estimation procedures, it is found that only for few pollutants can the typical …

This paper uses fractional integration and cointegration in order to model the DM/dollar and the yen/dollar real …. -- fractional integration ; fractional cointegration ; real exchange rates …