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English version    
 

Program of the Workshop

„Unit roots and cointegration in panel data“

 

Location: Guesthouse of the Goethe-University, Frauenlobstr. 1

 

Friday, October 22nd

 

09.30 – 09.40: Uwe Hassler, Goethe-Universität Frankfurt

                        Welcome

09.40 – 10.20: Michael Binder, Goethe-Universität Frankfurt

                        “Unit Root Testing and Cointegration in Short Panel VARs”

10.20 – 11.00: Christian Dreger, Halle Institute for Economic Research (IWH)

“Consumption and Income in the Euro Area: Empirical Evidence Based on Panel Cointegration Methods”

11.00 – 11.30: Coffee break

11.30 – 12.10: Marcus Kappler, Centre for European Economic Research (ZEW), Mannheim

                        “The ZEW Growth Monitor”

12.10 – 12.50: Hans-Eggert Reimers, Hochschule Wismar (University of Technology)

                       “Panel Seasonal Unit Root Tests with Application for Unemployment Data”

13.00 – 15.00: Lunch break

15.00 – 15.40: Adina-Ioana Tarcolea, Goethe-Universität Frankfurt,

                        “Combining Significance of Correlated Statistics and Panel Data”

15.40 – 16.20: Matei Demetrescu, Goethe-Universität Frankfurt

                        “Nonlinear IV Panel Cointegration Testing”

16.20 – 16.50: Tea break

16.50 – 17.30: Jean-Pierre Urbain, Universiteit Maastricht

                        “Spurious Regression in Nonstationary Panels with Cross-Member Cointegration”

19.00:              Dinner

 

 

Saturday, October 23rd

 

09.00 – 09.40: Anindya Banerjee, European University Institute, Firenze

                        “A New Look at the Feldstein-Horioka Puzzle Using an Integrated Panel”

09.40 – 10.20: Josep Carrion-i-Silvestre, Universidad de Barcelona

                        “Breaking Panel Cointegration

10.20 – 10.50: Coffee break

10.50 – 11.30: Samarjit Das, Universität Bonn

                        “Testing for Unit Roots in Panels with Factor Structures”

11.30 – 12.10: Jörg Breitung, Universität Bonn

                        “Efficient Estimation of Dynamic Factor Models”

12.30 – 14.00: Lunch break

 

14.00 – 16.00: Meeting of the DFG project (members only)

 

 

 

 

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