Artikel
Open Access
Testing for Breaks in Cointegrated Panels − with an Application to the Feldstein-Horioka Puzzle
-
Francesca Di Iorio
und
Stefano Fachin
Veröffentlicht/Copyright:
13. Dezember 2007
Published Online: 2007-12-13
Published in Print: 2007-12-01
© 2007 Francesca Di Iorio et al., published by Sciendo
Artikel in diesem Heft
- Regular
- Seigniorage
- Learning Causal Relations in Multivariate Time Series Data
- Asymmetry and Spillover Effects in the North American Equity Markets
- Wage Dispersion, Over-Qualification, and Reder Competition
- Testing for Breaks in Cointegrated Panels − with an Application to the Feldstein-Horioka Puzzle
- Technology Shocks and Employment in Open Economies
- Pricing Damaged Goods
- Uncertain Retirement and the Effects of Social Insurance on Savings, Wealth, and Welfare
- Long Run Macroeconomic Relations in the Global Economy
- Taking a DSGE Model to the Data Meaningfully
- An Idealized View of Financial Intermediation
- Hidden Economies and the Socially Optimal Fiscal-Tax to Liquidity-Tax Ratio
- Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
- Evaluating Inflation Targeting Using a Macroeconometric Model
- Shadow Economies and Corruption All Over the World: Revised Estimates for 120 Countries
Schlagwörter für diesen Artikel
cointegration;
stationary bootstrap;
parameter stability tests;
FM-OLS
Creative Commons
BY 4.0
Artikel in diesem Heft
- Regular
- Seigniorage
- Learning Causal Relations in Multivariate Time Series Data
- Asymmetry and Spillover Effects in the North American Equity Markets
- Wage Dispersion, Over-Qualification, and Reder Competition
- Testing for Breaks in Cointegrated Panels − with an Application to the Feldstein-Horioka Puzzle
- Technology Shocks and Employment in Open Economies
- Pricing Damaged Goods
- Uncertain Retirement and the Effects of Social Insurance on Savings, Wealth, and Welfare
- Long Run Macroeconomic Relations in the Global Economy
- Taking a DSGE Model to the Data Meaningfully
- An Idealized View of Financial Intermediation
- Hidden Economies and the Socially Optimal Fiscal-Tax to Liquidity-Tax Ratio
- Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
- Evaluating Inflation Targeting Using a Macroeconometric Model
- Shadow Economies and Corruption All Over the World: Revised Estimates for 120 Countries
