Exploring the finance-real economy link in U.S.: empirical evidence from panel unit root and cointegration analysis

Abdou-Aziz Niang (), Abdoulaye Diagne () and Marie-Claude Pichery ()

Empirical Economics, 2011, vol. 40, issue 1, 253-268

Keywords: PANIC analysis; Panel data; Common factors; Financial crises; U.S.; C5; C23; D1; G1; N12 (search for similar items in EconPapers)
Date: 2011
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Working Paper: Exploring the finance-real economy link in U.S.: Empirical evidence from Panel Unit Root and Cointegration Analysis (2010)
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DOI: 10.1007/s00181-010-0395-2

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