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Testing unemployment theories : a multivariate long memory approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - 2013

This paper investigates the empirical relevance of different unemployment theories in three major economies, namely the UK, the US and Japan, by estimating the degree of dependence in the unemployment series. Both univariate and multivariate long memory methods are used. The results vary...

Persistent link: https://www.econbiz.de/10010221756