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    題名: An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach
    作者: Chang, Tsangyao;Lee, Kuei-Chiu;聶建中;Nieh, Chien-chung;Wei, Ching-chun
    貢獻者: 淡江大學財務金融學系
    日期: 2005-11
    上傳時間: 2009-11-30 17:53:30 (UTC+8)
    出版者: Taylor & Francis
    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.
    關聯: Applied Economics Letters 12(14), pp.881-886
    DOI: 10.1080/13504850500365871
    顯示於類別:[財務金融學系暨研究所] 期刊論文

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