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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:
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9:00 – 9:30
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Jörg Breitung, University of Bonn:
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Presentation of the research project: “ The Analysis of Integrated and Cointegrated Panel Data” financed by the DFG
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9:30 – 10:30
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Christian Dreger, Halle Institute for Economic Reearch (IWH):
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„Are Real Interest Rates Cointegrated: Further evidence based on panel econometric methods”
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10:30 – 11:00
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Coffee Break
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11:00 – 12:00
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Uwe Hassler, Goethe-University Frankfurt:
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„Asymptotically Normal (co)integration Testing”
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14:00 – 15:00
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Bertrand Candelon, Maastricht University:
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„Purchasing Power Parity During Currency Crisis: Panel Data Unit Root Test Under Structural Breaks”
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15:00 – 16:00
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Boris Hofmann, ZEI:
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„Bank Lending and Property Prices: Some panel evidence”
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16:00 – 17:30
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Meeting of the Research Project
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(Members only)
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Saturday, May 24:
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10:00 – 11:00
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Samarijt Das, University of Bonn:
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„Panel Unit Root Tests in the Presence of Cross-sectional Dependency: A comparative study”
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11:00 – 12:00
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Tobias Linzert, University of Frankfurt:
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„The Unemployment-Inflation Trade-off in Europe: A country panel study”
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13:30 – 14:30
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Jörg Breitung, University of Bonn:
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“A Parametric Approach to the Estimation of Cointegration Vectors in Panel Data”
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14:30 – 15:30
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Discussion: Open Problems in the Analysis of Panel Data
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Matei Demetrescu
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Stand:
