教師資料查詢 | 類別: 期刊論文 | 教師: 聶建中 NIEH, CHIEN-CHUNG (瀏覽個人網頁)

標題:An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach
學年94
學期1
出版(發表)日期2005/11/01
作品名稱An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach
作品名稱(其他語言)
著者Chang, Tsangyao; Lee, Kuei-Chiu; 聶建中; Nieh, Chien-chung; Wei, Ching-chun
單位淡江大學財務金融學系
出版者Taylor & Francis
著錄名稱、卷期、頁數Applied Economics Letters 12(14), pp.881-886
摘要The hysteresis hypothesis in unemployment for ten European countries are tested using newly developed Panel SURADF tests of Breuer et al. (2001 Breuer, JB, McNown, R and Wallace, MS. 2001. Misleading inferences from panel unit-root tests with an illustration from purchasing power parity. Review of International Economics, 9(3): 482–93.
[CrossRef]
) for the 1961–1999 period. While the other Panel-based unit root tests are joint tests of a unit root for all members of the panel and are incapable of determining the mix of I(0) and I(1) series in the panel setting, the Panel SURADF tests a separate unit-root null hypothesis for each individual panel member and, therefore identifies how many and which series in the panel are stationary processes. The hysteresis hypothesis is confirmed for all the European countries except Belgium and the Netherlands when Breuer et al.'s Panel SURADF tests are conducted.
關鍵字
語言英文
ISSN1350-4851
期刊性質國內
收錄於
產學合作
通訊作者
審稿制度
國別中華民國
公開徵稿
出版型式,電子版
相關連結
Google+ 推薦功能,讓全世界都能看到您的推薦!