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Sources of German unemployment : evidence from a structural VAR model
Linzert, Tobias - 2001
This paper analyzes the dynamic effects of different macroeconomic shocks on unemployment in Germany. In a first step, a cointegration analysis of productivity, prices, real wages, employment, and the unemployment rate reveals two long run relationships, interpreted as a labor demand and a wage...
Persistent link: https://www.econbiz.de/10011446670
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Sources of German unemployment: evidence from a structural VAR model
Linzert, Tobias - 2001
This paper analyzes the dynamic effects of different macroeconomic shocks on unemployment in Germany. In a first step, a cointegration analysis of productivity, prices, real wages, employment, and the unemployment rate reveals two long run relationships, interpreted as a labor demand and a wage...
Persistent link: https://www.econbiz.de/10010297779
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Sources of German unemployment: evidence from a structural VAR model
Linzert, Tobias - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2001
This paper analyzes the dynamic effects of different macroeconomic shocks on unemployment in Germany. In a first step, a cointegration analysis of productivity, prices, real wages, employment, and the unemployment rate reveals two long run relationships, interpreted as a labor demand and a wage...
Persistent link: https://www.econbiz.de/10005098324
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Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - 2000
Persistent link: https://www.econbiz.de/10001509562
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Some nonparametric tests for unit roots and cointegration
Breitung, Jörg - 1999
Persistent link: https://www.econbiz.de/10001390729
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Rank tests for nonlinear cointegration
Breitung, Jörg - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10001603256
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Non-linear error correction and the efficient market hypothesis : the case of German dual-class shares
Breitung, Jörg; Wulff, Christian - In: German economic review 2 (2001) 4, pp. 419-434
Persistent link: https://www.econbiz.de/10001620840
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Nonlinear error correction and the efficient market hypothesis : the case of German dual-class shares
Breitung, Jörg; Wulff, Christian - 1999
Persistent link: https://www.econbiz.de/10001413057
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A residual-based LM test for fractional cointegration
Hassler, Uwe; Breitung, Jörg - 2002
Persistent link: https://www.econbiz.de/10001751635
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Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - In: Journal of econometrics 110 (2002) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10001703506