IDEAS home Printed from https://ideas.repec.org/r/scp/wpaper/05-32.html
   My bibliography  Save this item

Unit Roots and Cointegration in Panels

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Francesco Venturini, 2009. "The long-run impact of ICT," Empirical Economics, Springer, vol. 37(3), pages 497-515, December.
  2. Fischer, Christoph, 2007. "An assessment of the trends in international price competitiveness among EMU countries," Discussion Paper Series 1: Economic Studies 2007,08, Deutsche Bundesbank.
  3. Bukowski, Maciej & Koloch, Grzegorz & Lewandowski, Piotr, 2008. "Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach," MPRA Paper 12429, University Library of Munich, Germany.
  4. Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
  5. Guanghua Wan & Ming Lu & Zhao Chen, 2007. "Globalization And Regional Income Inequality: Empirical Evidence From Within China," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 53(1), pages 35-59, March.
  6. Léonce Ndikumana & Sher Verick, 2007. "The Linkages between FDI and Domestic Investment: Unravelling the Developmental Impact of Foreign Investment," UMASS Amherst Economics Working Papers 2007-13, University of Massachusetts Amherst, Department of Economics.
  7. Ibhagui, Oyakhilome, 2017. "How Does Foreign Direct Investment Affect Growth in Sub-Saharan Africa? New Evidence from Non-threshold and Threshold Analysis," MPRA Paper 85784, University Library of Munich, Germany.
  8. Kaddour Hadri & Yao Rao, 2008. "Panel Stationarity Test with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 245-269, April.
  9. António Afonso & Christophe Rault, 2007. "What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Working Papers Department of Economics 2007/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  10. Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre, 2006. "Testing for Multicointegration in Panel Data with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
  11. Hyungsik Roger Moon & Peter C. B. Phillips, 2004. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometrica, Econometric Society, vol. 72(2), pages 467-522, March.
  12. Inaki Aldasoro & Mike Seiferling, 2014. "Vertical Fiscal Imbalances and the Accumulation of Government Debt," IMF Working Papers 14/209, International Monetary Fund.
  13. Claude Lopez, 2009. "A Panel Unit Root Test with Good Power in Small Samples," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 295-313.
  14. Laszlo Goerke & Markus Pannenberg & Heinrich Ursprung, 2010. "A positive theory of the earnings relationship of unemployment benefits," Public Choice, Springer, vol. 145(1), pages 137-163, October.
  15. Nicolas Berman & Antoine Berthou, 2006. "Financial market imperfections and the impact of exchange rate movements," Post-Print halshs-00118834, HAL.
  16. Magnus Saxegaard & Stéphane Roudet & Charalambos G Tsangarides, 2007. "Estimation of Equilibrium Exchange Rates in the WAEMU; A Robustness Analysis," IMF Working Papers 07/194, International Monetary Fund.
  17. Nakamura, Emi & Zerom, Dawit, 2008. "Accounting for Incomplete Pass-Through," MPRA Paper 14389, University Library of Munich, Germany.
  18. Munshi, Farzana, 2006. "Does openness reduce wage inequality in developing countries? A panel data analysis," Working Papers in Economics 241, University of Gothenburg, Department of Economics, revised 06 Feb 2008.
  19. Mohamed Douch & Binyam Solomon, 2014. "Middle Powers And The Demand For Military Expenditures," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(6), pages 605-618, December.
  20. Gengenbach Christian & Palm Franz C. & Urbain Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  21. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," Working Papers 2006.22, Fondazione Eni Enrico Mattei.
  22. Lopez, Claude & Papell, David H., 2012. "Convergence of Euro area inflation rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1440-1458.
  23. Eberhardt, Markus & Teal, Francis, 2009. "A Common Factor Approach to Spatial Heterogeneity in Agricultural Productivity Analysis," MPRA Paper 15810, University Library of Munich, Germany.
  24. David E. Rapach & Jack K. Strauss, 2006. "The long-run relationship between consumption and housing wealth in the Eighth District states," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Oct, pages 140-147.
  25. N. Vasudeva Murthy, 2009. "The Feldstein–Horioka puzzle in Latin American and Caribbean countries: a panel cointegration analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(2), pages 176-188, April.
  26. Imed Drine & Christophe Rault, 2003. "Do panel data permit the rescue of the Balassa-Samuelson hypothesis for Latin American countries?," Applied Economics, Taylor & Francis Journals, vol. 35(3), pages 351-359.
  27. repec:kap:iaecre:v:14:y:2008:i:1:p:11-24 is not listed on IDEAS
  28. Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009. "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, vol. 149(1), pages 82-99, April.
  29. Kahia, Montassar & Ben Aissa, Mohamed Safouane, 2014. "Renewable and non-renewable energy consumption and economic growth: Evidence from MENA Net Oil Importing Countries," MPRA Paper 80780, University Library of Munich, Germany.
  30. António Afonso & Christophe Rault, 2010. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 731-755, January.
  31. António Afonso & Christophe Rault, 2015. "Short- and long-run behaviour of long-term sovereign bond yields," Applied Economics, Taylor & Francis Journals, vol. 47(37), pages 3971-3993, August.
  32. Antonia Lopez Villavicencio, 2006. "Real Equilibrium Exchange Rates: a Panel Data Approach for Advanced and Emerging Economies," Economie Internationale, CEPII research center, issue 108, pages 59-81.
  33. Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergence of Prices and Rates of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 863-877, December.
  34. Julian Ramajo & Montserrat Ferre, 2010. "Purchasing power parity revisited: evidence from old and new tests for an organisation for economic co-operation and development panel," Applied Economics, Taylor & Francis Journals, vol. 42(17), pages 2243-2260.
  35. Smyth, Russell, 2013. "Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production," Applied Energy, Elsevier, vol. 104(C), pages 371-378.
  36. António Afonso & Christophe Rault, 2010. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 731-755, January.
  37. Luisanna Onnis & Patrizio Tirelli, 2010. "Challenging the popular wisdom. New estimates of the unobserved economy," Working Papers 184, University of Milano-Bicocca, Department of Economics, revised Apr 2010.
  38. Nicolas Berman & Antoine Berthou, 2009. "Financial Market Imperfections and the Impact of Exchange Rate Movements on Exports," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 103-120, February.
  39. Makrame Gaaliche & Montassar Zayati Gaaliche, 2014. "The causal relationship between remittances and poverty reduction in developing country: using a non-stationary dynamic panel data," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 1, pages 1-1, June.
  40. Mohamed Arouri & Christophe Rault, 2010. "Oil Prices and Stock Markets: What Drives What in the Gulf Corporation Council Countries," International Economics, CEPII research center, issue 122, pages 41-56.
  41. Saten Kumar & Mamta B. Chowdhury & B. Bhaskara Rao, 2013. "Demand for money in the selected OECD countries: a time series panel data approach and structural breaks," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1767-1776, May.
  42. Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University.
  43. Chukiat Chaiboonsri & Prasert Chaitip, 2016. "ICT equipment demand and AEC social-economic mechanisms using PCHVAR(x)-approach and PBVAR(X)-approach," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 6(2), pages 156-175.
  44. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers 77, Center for Policy Research, Maxwell School, Syracuse University.
  45. Felicitas Nowak-Lehmann D. & Dierk Herzer & Sebastian Vollmer & Inmaculada Martínez-Zarzoso, 2006. "Problems in Applying Dynamic Panel Data Models: Theoretical and Empirical Findings," Ibero America Institute for Econ. Research (IAI) Discussion Papers 140, Ibero-America Institute for Economic Research.
  46. Paul R. Bergin & Robert C. Feenstra, 2009. "Pass-Through of Exchange Rates and Competition between Floaters and Fixers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 35-70, February.
  47. Christian Proaño Acosta, 2007. "Inflation Differentials and Business Cycle Fluctuations in the European Monetary Union," IMK Working Paper 05-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  48. Rao, B. Bhaskara & Kumar, Saten, 2009. "A panel data approach to the demand for money and the effects of financial reforms in the Asian countries," Economic Modelling, Elsevier, vol. 26(5), pages 1012-1017, September.
  49. Westerlund, Joakim & Larsson, Rolf, 2009. "A Note On The Pooling Of Individual Panic Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1851-1868, December.
  50. Kappler, Marcus, 2006. "Panel Tests for Unit Roots in Hours Worked," ZEW Discussion Papers 06-022, ZEW - Leibniz Centre for European Economic Research.
  51. Urgaia, Worku R., 2018. "The Role of Human Capital Resources in East African Economies," GLO Discussion Paper Series 218, Global Labor Organization (GLO).
  52. Christophe Hurlin, 2010. "What would Nelson and Plosser find had they used panel unit root tests?," Applied Economics, Taylor & Francis Journals, vol. 42(12), pages 1515-1531.
  53. Christoph Fischer & Daniel Porath, 2010. "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Empirical Economics, Springer, vol. 39(3), pages 767-792, December.
  54. Alfonso ARPAIA & Alessandro TURRINI, "undated". "Government Expenditure and Economic Growth in the EU: Long-Run Tendencies and Short-Term Adjustment," EcoMod2008 23800006, EcoMod.
  55. Jayasuriya, Sisira & Kim, Jae H. & Kumar, Parmod, 2007. "International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market," 106th Seminar, October 25-27, 2007, Montpellier, France 7935, European Association of Agricultural Economists.
  56. Oliver Hossfeld, 2010. "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," Working Papers 2010.3, International Network for Economic Research - INFER.
  57. repec:ebl:ecbull:v:3:y:2008:i:37:p:1-13 is not listed on IDEAS
  58. Emilio Pineda & Paul Cashin & Yan M Sun, 2009. "Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union," IMF Working Papers 09/78, International Monetary Fund.
  59. Anna Bottasso & Maurizio Conti, 2010. "The productive effect of transport infrastructures: does road transport liberalization matter?," Journal of Regulatory Economics, Springer, vol. 38(1), pages 27-48, August.
  60. Chan, Tze-Haw, 2008. "International Parities among China and Her Major Trading Partners in Asia Pacific," MPRA Paper 15504, University Library of Munich, Germany, revised 06 Apr 2009.
  61. Franco Malerba & Maria Mancusi & Fabio Montobbio, 2013. "Innovation, international R&D spillovers and the sectoral heterogeneity of knowledge flows," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(4), pages 697-722, December.
  62. Costantini, Valeria & Martini, Chiara, 2010. "The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data," Energy Economics, Elsevier, vol. 32(3), pages 591-603, May.
  63. Danny Leung & Yi Zheng, 2012. "What affects MFP in the long-run? Evidence from Canadian industries," Applied Economics, Taylor & Francis Journals, vol. 44(6), pages 727-738, February.
  64. Syed A. Basher & Josep Lluis Carrión-i-Silvestre, 2008. "Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities," Working Papers XREAP2008-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
  65. Marcus Kappler, 2009. "Do hours worked contain a unit root? Evidence from panel data," Empirical Economics, Springer, vol. 36(3), pages 531-555, June.
  66. Kristian Jönsson, 2008. "The accuracy of normal approximation in a heterogeneous panel data unit root test," Statistical Papers, Springer, vol. 49(3), pages 565-579, July.
  67. Mathias Klein, 2015. "Inequality and household debt: a panel cointegration analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(2), pages 391-412, May.
  68. Claudia Buch & Paola Monti, 2010. "Openness and income disparities: does trade explain the “Mezzogiorno effect”?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 667-688, January.
  69. Di Matteo, Livio & Cantarero-Prieto, David, 2018. "The Determinants of Public Health Expenditures: Comparing Canada and Spain," MPRA Paper 87800, University Library of Munich, Germany.
  70. Felicitas Nowak-Lehmann D. & Dierk Herzer & Sebastian Vollmer & Inmaculada Martínez-Zarzoso, 2006. "Chile´s Market Share in the EU Market: The Role of Price Competition in a Panel Analysis Setting," Ibero America Institute for Econ. Research (IAI) Discussion Papers 139, Ibero-America Institute for Economic Research.
  71. Claudia M. Buch & Paola Monti & Farid Toubal, 2008. "Trade's Impact on the Labor Share: Evidence from German and Italian Regions," IAW Discussion Papers 46, Institut für Angewandte Wirtschaftsforschung (IAW).
  72. Drine, I. & Rault, Ch., 2004. "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(4).
  73. Geldi, Hatice Kerra, 2012. "Trade effects of regional integration: A panel cointegration analysis," Economic Modelling, Elsevier, vol. 29(5), pages 1566-1570.
  74. Léonce Ndikumana & Sher Verick, 2008. "The Linkages Between FDI and Domestic Investment: Unravelling the Developmental Impact of Foreign Investment in Sub-Saharan Africa," Development Policy Review, Overseas Development Institute, vol. 26(6), pages 713-726, November.
  75. Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007. "Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence," IREA Working Papers 200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
  76. Joao Sousa Andrade & Marta Simões & Adelaide Duarte, 2016. "A thresholds analysis of growth, convergence and structural change in the EU: insights for Portugal," EcoMod2016 9690, EcoMod.
  77. Ciżkowicz, Piotr & Rzońca, Andrzej, 2010. "Inflation and corporate investment in selected OECD countries in the years 1960-2005 – an empirical analysis," MPRA Paper 29846, University Library of Munich, Germany.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.