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Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings

This paper analyses the cyclical behaviour of the German annual aggregate wage earnings over 179 years. Our results show that there are transitory exogenous shocks which contain predictive information for aggregate wages in a non-linear framework.
Year of publication:
2009
Authors: Chikhi, Mohamed ; Diebolt, Claude
Published in:
Historical Social Research (Section 'Cliometrics'). - Association Française de Cliométrie - AFC. - Vol. 34.2009, 1
Publisher: Association Française de Cliométrie - AFC
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10009293414
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