We use a panel cointegration model with multiple time- varying individual effects to control for the enigmatic missing …

may have been overestimated in previous studies due to application of inappropriate first generation panel cointegration …

This paper presents results concerning the performance of both single equation and system panel cointegration tests and … cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic …

I consider a panel vector-autoregressive model with cross-sectional dependence of the disturbances characterized by a … transformed data and applies standard techniques for estimation of panel vector-autoregressive models. I compare the small …

-sectional and panel data and compares the classical and Bayesian estimation methods. We outline the error covariance structure in a …

for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and …

werden können, stammen in Deutschland vor allem aus zwei Quellen, dem IAB-Betriebspanel und den AFiD-Panel, wobei das Akronym … Deutschland sowohl das IAB-Betriebspanel als auch die AFiD-Panel enthalten muss, denn nur so ist sicher gestellt, dass ein …

In this study, we analyse the sustainability of fiscal policy of EU member countries within the panel cointegration and … error-correction frameworks. Unlike the previous empirical papers in this area, we apply the test for panel cointegration … conclude that the fiscal policy is consistent with the intertemporal budget constraint, i.e., it is sustainable in the panel of …