期刊刊名：育達科大學報 　 卷期：40期

篇名出版日期：2015年4月1日

作者：曾漢文,陳聰賢, Han-Wen Tzeng, Tsung-Hsien Chen

語言：English

關鍵字：hysteresis hypothesis, panel data unit-root test, Eastern Europe countries, Panel SURADF檢定法,東歐八國,失業率,磁滯現象

被點閱次數：2次

閱讀時間：1802sec

摘要：
The hysteresis hypothesis in unemployment for the eight Eastern Europe countries is tested using the newly developed Panel SURADF tests of Breuer et al. (2001) for the period 2002–2014. While the other Panel-based unit root tests are joint tests of a unit root for all members of the panel and are incapable of determining the mix of I(0) and I(1) series in the panel setting, the Panel SURADF tests a separate unit-root null hypothesis for each individual panel member; it therefore identifies how many and which series in the panel are stationary processes. The hysteresis hypothesis does not hold for all eight Eastern Europe countries except for Lithuania when Breuer et al.’s Panel SURADF tests are conducted.

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