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Okun's law in the US: New insights in time and frequency

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  • Mihai Mutascu

    (LEO - Laboratoire d'Économie d'Orleans - UO - Université d'Orléans - UT - Université de Tours)

  • Alexandre Sokic

Abstract

This paper investigates the direction of co-movement between cyclical components of unemployment and output in the US by using the wavelet methodology over the period 1948Q1−2020Q4.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Mihai Mutascu & Alexandre Sokic, 2021. "Okun's law in the US: New insights in time and frequency," Post-Print hal-03676246, HAL.
    • Handle: RePEc:hal:journl:hal-03676246
    DOI: 10.1016/j.qref.2021.09.008
    Note: View the original document on HAL open archive server: https://univ-orleans.hal.science/hal-03676246
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    Cited by:

    1. Mutascu, Mihai & Sokic, Alexandre, 2023. "Air transportation under COVID-19 pandemic restrictions: A wavelet analysis," Transport Policy, Elsevier, vol. 139(C), pages 155-181.
    2. Magazzino, Cosimo & Mutascu, Mihai Ioan, 2022. "The Italian fiscal sustainability in a long-run perspective," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).

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    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
    • O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General

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