I want to use fixed effects to estimate the impact that a fiscal council's presence has on country macroeconomic forecast errors.
Code:
xtreg rgfe L.fc L.fri L.og L.debt, fe
estimates store fixed
xtreg rgfe L.fc L.fri L.og L.debt, re
hausman fixed 

 chi2(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
                          =       32.51
                Prob>chi2 =      0.0000
The above tells me that fixed effects is preferred to random effects, which makes theoretical sense.
1) Is it then appropriate to use the fixed effects model with time dummies included without having to test once again or should I follow the same process as above for the model with time dummies included?
2) Should I perform this test for each specification of my model, e.g. if I include a fiscal council independence index as another explanatory variable, or only for my baseline regression?

I also have another problem. When estimating the impact that a fiscal council's presence has on budget balance forecast errors, a Hausman test indicates that random effects are preferred but when estimating the impact on absolute budget balance forecast errors, fixed effects are preferred. Theoretically, it seems I should use fixed effects for both since I expect the unobserved individual effects to be correlated with the other explanatory variables (e.g. a country's attitude towards fiscal discipline is likely to determine whether or not a fiscal council is instituted). How would I overcome this? Would it be best to go ahead with random effects even though I don't think the assumptions for it are satisfied?