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Fiscal sustainability of the German Laender : time series evidence
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - 2014
-run relation between expenditures and revenues in a cointegration analysis within each Land. The results provide evidence against …
Persistent link: https://www.econbiz.de/10010388609
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Fiscal sustainability of the German Länder : time-series evidence
Burret, Heiko Tobias; Feld, Lars P.; Köhler, Ekkehard A. - In: FinanzArchiv : European journal of public finance 73 (2017) 1, pp. 103-132
Persistent link: https://www.econbiz.de/10015099941
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509581
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International migration to Germany : estimation of a time-series model and inference in panel cointegration
Brücker, Herbert; Siliverstovs, Boriss; Trübswetter, … - In: Emerging market economies and European economic integration, (pp. 119-133). 2004
Persistent link: https://www.econbiz.de/10002525256
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
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Fiscal sustainability of the German Laender : time series evidence
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - 2015
explore their long‐run relation in cointegration analyses for each Land we extend the existing literature. The results provide …
Persistent link: https://www.econbiz.de/10011404648
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
This paper uses fractional integration and cointegration in order to model the DM/dollar and the yen/dollar real …. -- fractional integration ; fractional cointegration ; real exchange rates …
Persistent link: https://www.econbiz.de/10009611542
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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International migration to Germany : estimation of a time-series model and inference in panel cointegration.
Brücker, Herbert; Siliverstovs, Boriss; Trübswetter, … - 2003
null of no cointegration can be decisively rejected by applying the panel cointegration test of Pedroni (1999). The …
Persistent link: https://www.econbiz.de/10011439458
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How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
(the DM). We use monthly data from 1975:01 to 2007:12. Applying a novel time-varying coefficient estimation approach, we …
Persistent link: https://www.econbiz.de/10010207061