Hidden panel cointegration

Keyphrases

• Panel Cointegration 100%
• Long-term Relationship 100%
• Two-variable 50%
• Quarterly Data 50%
• Result-oriented 50%
• Time Series Data 50%
• Positive Shocks 50%
• Economic Growth 50%
• Cumulative Sum 50%
• Relationship between Variables 50%
• Granger 50%
• Cointegrating Relationships 50%
• Hidden Cointegration 50%
• Deterministic Trend 50%
• Positive Part 50%
• Stochastic Trend 50%
• Negative Components 50%
• Scandinavian Countries 50%
• Transformed Data 50%
• Methodological Research 50%
• Data Framework 50%
• Consumption Growth 50%
• Government Consumption 50%

Economics, Econometrics and Finance

• Public Consumption 33%