This paper provides tables of critical values for some popular tests of cointegration and unit roots. Although these …

cointegration between the nominal exchange rate and the relative prices. In particular, the Argentinean RER appears to be trend …

In the conduct of empirical macroeconomic research, unit root, cointegration, common cycle, and related test statistics … substantive effect that incorrect transformation can have on the finite sample performance of common feature and cointegration …

-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …

operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration …

null of no cointegration can be decisively rejected by applying the panel cointegration test of Pedroni (1999). The …

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …