Search Results - subject:"Panel cointegration test"

A Panel Unit Root and Panel Cointegration Test of the Complementarity Hypothesis in the Mexican Case, 1960-2001

Ramirez, Miguel D. - Economic Growth Center, Economics Department - 2006

://www.econ.yale.edu/~egcenter/ CENTER DISCUSSION PAPER NO. 942 A Panel Unit Root and Panel Cointegration Test of the Complementarity Hypothesis in the … Panel Cointegration Test of the Complementarity Hypothesis in the Mexican Case, 1960-2001 Miguel D. Ramirez Abstract Using … Cointegration Test, Complementarity Hypothesis, Mexican Labor Productivity JEL Codes: O10, O50, and O40 3 I. Introduction …

Persistent link: https://www.econbiz.de/10005738366

Energy consumption and economic growth: Evidence from the economic community of West African States (ECOWAS)

Ouedraogo, Nadia S. - In: Energy Economics 36 (2013) C, pp. 637-647

Access to modern energy is believed to be a prerequisite for sustainable development, poverty alleviation and the achievement of the Millennium Development Goals.

Persistent link: https://www.econbiz.de/10010616861

Energy consumption and economic growth: Evidence from the economic community of West African States (ECOWAS)

Ouédraogo, Nadia S. - Université Paris-Dauphine (Paris IX) - 2013

Access to modern energy is believed to be a prerequisite for sustainable development, poverty alleviation and the achievement of the Millennium Development Goals. However, theoretical models and empirical results offer conflicting evidence on the relationship between energy consumption and...

Persistent link: https://www.econbiz.de/10010707508

Energy consumption and economic growth : evidence from the economic community of West African States (ECOWAS)

Ouedraogo, Nadia S. - In: Energy economics 36 (2013), pp. 637-647

Persistent link: https://www.econbiz.de/10009724621

Estimation of total factor productivity for regions and sectors in Italy. A panel cointegration approach

Paci, R.; Pala, R.; Marrocu, E. - Centro Ricerche Nord Sud (CRENoS) - 2000

In this paper a complete set of estimates of long-run production functions for 20 regions and 17 sectors in Italy is provided over the period 1970-1994. Our approach features two important aspects. First, this paper represents the first attempt to provide such a comprehensive set of estimates...

Persistent link: https://www.econbiz.de/10005049507

A Panel Unit Root and Panel Cointegration Test of the Complementarity Hypothesis in the Mexican Case: 1960–2001

Ramirez, Miguel - In: Atlantic Economic Journal 35 (2007) 3, pp. 343-356

Persistent link: https://www.econbiz.de/10005716261

Sustainability of EU Fiscal Policies: a Panel Test

Claeys, Peter - In: Journal of Economic Integration 22 (2007), pp. 112-127

The fiscal policy rule implicit in the Stability and Growth Pact, has been rationalised as a way to ensure that national fiscal policies remain sustainable within the EU, thereby endorsing the independence of the ECB. We empirically examine the sustainability of European fiscal policies over the...

Persistent link: https://www.econbiz.de/10009392000

Panel Cointegration Tests of the Fisher Hypothesis

Westerlund, Joakim - Nationalekonomiska Institutionen, Ekonomihögskolan - 2005

Recent empirical studies suggest that the Fisher hypothesis, stating that inflation and nominal interest rates should cointegrate with a unit parameter on inflation, does not hold, a finding at odds with many theoretical models. This paper argues that these results can be explained in part by...

Persistent link: https://www.econbiz.de/10005645089

Testing for Error Correction in Panel Data

Westerlund, Joakim - Nationalekonomiska Institutionen, Ekonomihögskolan - 2005

This paper proposes four new tests for the null hypothesis of no cointegration in panel data that are based on the error correction parameter in a conditional error correction model. The limit distribution of the test statistics are derived and critical values are provided. Our Monte Carlo...

Persistent link: https://www.econbiz.de/10005645185

Price and Income Elasticities of Turkish Export Demand : A Panel Data Application

Cosar, Evren Erdogan - In: Central Bank Review 2 (2002) 2, pp. 19-53

In this paper, price and income elasticities of export demand are calculated. The study is extended to sectoral and country specific export demand functions. The paper presents some panel unit root and cointegration tests, which have been studied extensively in recent years. The major aim of...

Persistent link: https://www.econbiz.de/10005792638