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Program of the Workshop

„Unit roots and cointegration in panel data“

23.– 24. May 2003, University of Bonn


Location:  Building of the “Staatswissenschaftliche Fakultät”, Juridicum, Adenauerallee 24-42, Room 055 (first floor). The Juridicum is within the walking distance (approximatly 10 minutes) from the central train station or the Hotel Beethoven.


Friday, May 23:


9:00 – 9:30 Jörg Breitung, University of Bonn:
  Presentation of the research project: “ The Analysis of Integrated and Cointegrated Panel Data” financed by the DFG


9:30 – 10:30 Christian Dreger, Halle Institute for Economic Reearch (IWH):
  „Are Real Interest Rates Cointegrated: Further evidence based on panel econometric methods”


10:30 – 11:00 Coffee Break


11:00 – 12:00 Uwe Hassler, Goethe-University Frankfurt:
  „Asymptotically Normal (co)integration Testing”


12:00 – 14:00 Lunch


14:00 – 15:00 Bertrand Candelon, Maastricht University:
  „Purchasing Power Parity During Currency Crisis: Panel Data Unit Root Test Under Structural Breaks”


15:00 – 16:00 Boris Hofmann, ZEI:
  „Bank Lending and Property Prices: Some panel evidence”


16:00 – 17:30 Meeting of the Research Project
  (Members only)


19:00 Dinner



Saturday, May 24:


10:00 – 11:00 Samarijt Das, University of Bonn:
  „Panel Unit Root Tests in the Presence of Cross-sectional Dependency: A comparative study”


11:00 – 12:00 Tobias Linzert, University of Frankfurt:
  „The Unemployment-Inflation Trade-off in Europe: A country panel study”


12:00 - 12:30 Lunch


13:30 – 14:30 Jörg Breitung, University of Bonn:
  “A Parametric Approach to the Estimation of Cointegration Vectors in Panel Data”


14:30 – 15:30 Discussion: Open Problems in the Analysis of Panel Data
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