The German labour market and the unification shock

Economic Modelling

Volumn 17, Issue 3, 2000, Pages 439-454

  Hansen, Gerd ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034239469     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0264-9993(99)00047-4     Document Type: Article

References (9)

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3. Hansen, G., Kim, J.R., Mittnik, S., 1998. Testing cointegration coefficients in vector autoregressive error correction models. Economics Letters, 58, 1-5.
4. Johansen, S., 1988. Statistical analysis of cointegration vectors. J. Econ. Dynam. Control 12, 231-254.
5. Johansen, S., 1995. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. Oxford.
6. Johansen, S., Nielsen, B., 1993. Manual for the Simulation Program Disco. Institute of Mathematical Statistics, University of Copenhagen.
7. Mittnik, S., Kim, J.-R., Rachev, S.T., 1996. Chi-square-type Distributions for Heavy-tailed Variates. Discussion Paper 94. Institute of Statistics and Econometrics, Christian-Albrechts-University at Kiel.
8. Nickell, S.J., Andrews, M., 1983. Unions, real wages and employment in Britain 1951-79. Oxford Econ. Pap. 35 (Suppl.), 183-206.
9. Perron, P., 1989. The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57, 1361-1401.