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ADF-tests annual data Appendix augmented Dickey-Fuller test autocorrelation autoregressive processes CATHERWOOD LIBRARY central governm private coefficients Cointegration regressions Critical values dep indep DF ADF ADF Dickey-Fuller test Durbin-Watson statistic dynamic long run Engle & Granger error correction model Error correction regressions error correction term final prediction error governm central governm governm local governm governm private sector government wage changes Granger cause wage Increases in unemployment indicated by bold lag length linkages between private logarithm of wages long run effect long run equilibrium mining and manufacturing null hypothesis number of lagged parameters private and public private governm sector private sector central private sector wage Public sector employees public sector wage quarterly data Sargan & Bhargava Scandinavian Model sector central governm sector local governm sector wage changes sector wage increases significance level static long run Statistics Sweden t-test t-value t-value t-value trend unemployment rate Uppsala University white noise