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A time-varying threshold STAR model with applications

Dueker, Michael; Jackson, Laura; Owyang, Michael T.; … - In: Oxford open economics 2 (2023), pp. 1-12

natural rate of unemployment and a model of regime-dependent government spending. …

Persistent link: https://www.econbiz.de/10014492218

Hysteresis in unemployment : evidence from 48 US states

Song, Frank M. - In: Economic inquiry : journal of the Western Economic … 35 (1997) 2, pp. 235-243

Persistent link: https://www.econbiz.de/10001221183

Can the hysteresis hypothesis in Spanish regional unemployment be beaten? : new evidence from unit root tests with breaks

García-Cintado, Alejandro; Romero-Ávila, Diego; … - In: Economic modelling 47 (2015), pp. 244-252

Persistent link: https://www.econbiz.de/10011439106

A spatial econometric multivariate model of Okun's law

Elhorst, J. Paul; Emili, Silvia - In: Regional science & urban economics 93 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013264764

Midastar : Threshold Autoregression with Data Sampled at Mixed Frequencies

Motegi, Kaiji; Dennis, Jay - 2022

We propose Midastar models by combining the Mixed Data Sampling (MIDAS) and the threshold autoregression (TAR). The Midastar model of the first kind is designed for a low frequency target variable and a high frequency threshold variable. The proposed model can detect threshold effects...

Persistent link: https://www.econbiz.de/10014240508

Censored latent effects autoregression, with an application to US unemployment

Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366

Persistent link: https://www.econbiz.de/10001690455

Does the process of spatial aggregation of UK unemployment rate series serve to induce or remove evidence of asymmetry in the business cycle?

Jones, David R.; Peat, Maurice; Stevenson, Maxwell John - 1996

Persistent link: https://www.econbiz.de/10001493514

Jobless growth : empirical evidences from the Middle East and North Africa region

Abou Hamia, Mohamad A. - In: Journal for labour market research 49 (2016) 3, pp. 239-251

Persistent link: https://www.econbiz.de/10011638446

Jobless growth : empirical evidences from the Middle East and North Africa region

Hamia, Mohamad A. Abou - In: Journal for labour market research 49 (2016) 3, pp. 239-251

summarized as follows: First, the estimation results suggest that Okun’s Law is valid, and hence job creation is associated with … not robust as they are sensitive to the choice of the estimation model and to the de-trending method. …

Persistent link: https://www.econbiz.de/10011635846

How regional business cycles diffuse across space and time : evidence from a Bayesian Markov switching panel of GDP and unemployment in Poland

Rabiej, Agnieszka; Sikora, Dominika; Torój, Andrzej - 2023

Persistent link: https://www.econbiz.de/10014305142