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Citations for "Forecasting Asymmetric Unemployment Rates" by Philip Rothman
For a complete description of this item, click here .
Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Dick van Dijk & Timo Teräsvirta & Philip Hans Franses, 2002.
"Smooth Transition Autoregressive Models - A Survey Of Recent Developments ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(1), pages 1-47.
[Downloadable!] (restricted)
Other versions:
van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000.
"Smooth Transition Autoregressive Models - A Survey of Recent Developments ,"
Working Paper Series in Economics and Finance
380, Stockholm School of Economics, revised 17 Jan 2001.
[Downloadable!] D. van Dijk & T. Terasvirta & P.H. Franses, 2000.
"Smooth transition autoregressive models - A survey of recent developments ,"
Econometric Institute Report
200, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Dijk, D.J.C. van & Terasvirta, T. & Franses, Ph.H.B.F., 2000.
"Smooth transition autoregressive models - A survey of recent developments ,"
Econometric Institute Report
EI 2000-23/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004.
"Non-Linearities And Fractional Integration In The Us Unemployment Rate ,"
Public Policy Discussion Papers
04-17, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:
Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005.
"Non-Linearities And Fractional Integration In The Us Unemployment Rate ,"
Economics and Finance Discussion Papers
05-17, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004.
"Non-Linearities And Fractional Integration In The Us Unemployment Rate ,"
Economics and Finance Discussion Papers
04-17, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004.
"Non-Linearities and Fractional Integration in the US Unemployment Rate ,"
Discussion Paper Series
26232, Hamburg Institute of International Economics.
[Downloadable!] Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007.
"Nonlinearities and Fractional Integration in the US Unemployment Rate ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 69(4), pages 521-544, 08.
[Downloadable!] (restricted) Alessandra Amendola, 2001.
"Modelling Asymmetries in Unemployment Rate ,"
CELPE Discussion Papers
60, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy.
[Downloadable!]
Heather M. Anderson & Farshid Vahid, 2003.
"Nonlinear Correlograms and Partial Autocorrelograms ,"
Monash Econometrics and Business Statistics Working Papers
19/03, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Other versions: José Cancelo, 2007.
"Cyclical Asymmetries in Unemployment Rates: International Evidence ,"
International Advances in Economic Research ,
Springer, vol. 13(3), pages 334-346, August.
[Downloadable!] (restricted)
Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006.
"Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA ,"
Cardiff Economics Working Papers
E2006/7, Cardiff University, Cardiff Business School, Economics Section.
Other versions:
Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006.
"Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA ,"
Cardiff Economics Working Papers
E2006/25, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2006.
[Downloadable!] Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2008.
"Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA ,"
CEPR Discussion Papers
6839, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Ruthira Naraidoo & Patrick Minford & Kent Matthews, 2006.
"Vicious and Virtuous Circles - the Political Economy of Unemployment in Interwar UK and USA ,"
Keele Economics Research Papers
KERP 2006/08, Centre for Economic Research, Keele University.
[Downloadable!] Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2008.
"Vicious and virtuous circles -- The political economy of unemployment in interwar UK and USA ,"
European Journal of Political Economy ,
Elsevier, vol. 24(3), pages 605-614, September.
[Downloadable!] (restricted) James D. Hamilton, 2005.
"What's Real About the Business Cycle? ,"
NBER Working Papers
11161, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Philippe J. Deschamps, 2008.
"Comparing smooth transition and Markov switching autoregressive models of US unemployment ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(4), pages 435-462.
[Downloadable!]
Other versions: McKay, Alisdair & Reis, Ricardo, 2006.
"The Brevity and Violence of Contractions and Expansions ,"
CEPR Discussion Papers
5756, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Alisdair McKay & Ricardo Reis, 2006.
"The Brevity and Violence of Contractions and Expansions ,"
NBER Working Papers
12400, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) McKay, Alisdair & Reis, Ricardo, 2008.
"The brevity and violence of contractions and expansions ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(4), pages 738-751, May.
[Downloadable!] (restricted) Randall E. Parker & Philip Rothman, .
"The Current Depth of Recession and Unemployment Rate Forecasts ,"
Working Papers
9729, East Carolina University, Department of Economics.
[Downloadable!]
Other versions: Hui Feng & Jia Liu, 2002.
"A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons ,"
Econometrics Working Papers
0206, Department of Economics, University of Victoria.
[Downloadable!]
Other versions: Maurice Peat & Max Stevenson, 1995.
"Testing for Nonlinearities in Economic and Financial Time Series ,"
Working Paper Series
48, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005.
"Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 ,"
Working Paper
2005/2, Norges Bank.
[Downloadable!]
Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006.
"Contemporaneous threshold autoregressive models: estimation, testing and forecasting ,"
Working Papers
2003-024, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Michael Dueker & Martin Sola & Fabio Spagnolo, 2006.
"Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting ,"
Department of Economics Working Papers
2006-04, Universidad Torcuato Di Tella.
[Downloadable!] Michael Dueker & Martin Sola & Fabio Spagnolo, 2007.
"Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting ,"
Discussion Papers
5_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
[Downloadable!] Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio, 2007.
"Contemporaneous threshold autoregressive models: Estimation, testing and forecasting ,"
Journal of Econometrics ,
Elsevier, vol. 141(2), pages 517-547, December.
[Downloadable!] (restricted) Ruthira Naraidoo & Patrick Minford & Ioannis A. Venetis, 2006.
"The political economy of unemployment and threshold effects. A nonlinear time series approach ,"
Keele Economics Research Papers
KERP 2006/21, Centre for Economic Research, Keele University.
[Downloadable!]
Floros, Ch., 2005.
"Forecasting the UK Unemployment Rate: Model Comparisons ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 2(4), pages 57-72.
[Downloadable!]
Österholm, Pär, 2009.
"Improving Unemployment Rate Forecasts Using Survey Data ,"
Working Paper
112, National Institute of Economic Research.
[Downloadable!]
D. Jones & Maurice Peat & Max Stevenson, 1996.
"Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle ,"
Working Paper Series
67, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Ramsey, J.B. & Rothman, P., 1993.
"Time Irreversibility and Business Cycle Asymmetry ,"
Working Papers
93-39, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Other versions: Benoit Bellone, 2005.
"Classical Estimation of Multivariate Markov-Switching Models using MSVARlib ,"
Econometrics
0508017, EconWPA.
[Downloadable!]
Heather M. Anderson, 2002.
"Choosing Lag Lengths in Nonlinear Dynamic Models ,"
Monash Econometrics and Business Statistics Working Papers
21/02, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Maurice Peat & Max Stevenson, 1994.
"Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets ,"
Working Paper Series
37, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
M.P. Clements & Ph.H.B.F. Franses & J. Smith, 1999.
"On SETAR non-linearity and forecasting ,"
Econometric Institute Report
141, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:
Clements, M.P. & Franses, Ph.H.B.F. & Smith, J., 1999.
"On SETAR non- linearity and forecasting ,"
Econometric Institute Report
EI 9914-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003.
"On SETAR non-linearity and forecasting ,"
Journal of Forecasting ,
John Wiley & Sons, Ltd., vol. 22(5), pages 359-375.
[Downloadable!] Joon Y. Park & Mototsugu Shintani, 2006.
"Testing for a Unit Root against Transitional Autoregressive Models ,"
Levine's Bibliography
321307000000000316, UCLA Department of Economics.
[Downloadable!]
Other versions: Costas Milas & Phil Rothman, 2005.
"Multivariate STAR Unemployment Rate Forecasts ,"
Econometrics
0502010, EconWPA.
[Downloadable!]
Philip Rothman, .
"Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test ,"
Working Papers
9813, East Carolina University, Department of Economics.
[Downloadable!]
D'Amuri, Francesco & Marcucci, Juri, 2009.
""Google it!" Forecasting the US unemployment rate with a Google job search index ,"
MPRA Paper
18248, University Library of Munich, Germany, revised 19 Nov 2009.
[Downloadable!]
Julie L. Hotchkiss & John C. Robertson, 2006.
"Asymmetric labor force participation decisions over the business cycle: evidence from U.S. microdata ,"
Working Paper
2006-08, Federal Reserve Bank of Atlanta.
[Downloadable!]
Thomas B. King, 2005.
"Labor productivity and job-market flows: trends, cycles, and correlations ,"
Supervisory Policy Analysis Working Papers
2005-04, Federal Reserve Bank of St. Louis.
[Downloadable!]
Crespo-Cuaresma, Jesus, 2000.
"Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning ,"
Economics Series
79, Institute for Advanced Studies.
[Downloadable!]
D.J.C. Van Dijk & P.H. Franses & R. Paap, 2000.
"A nonlinear long memory model for US unemployment ,"
Econometric Institute Report
204, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions: Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002.
"A smooth-transition model of the Australian unemployment rate ,"
Working Paper Series
1002, Department of Economics, Norwegian University of Science and Technology, revised 01 Jul 2003.
[Downloadable!]
Daniel M. Chin & John F. Geweke & Preston J. Miller, 2000.
"Predicting turning points ,"
Staff Report
267, Federal Reserve Bank of Minneapolis.
[Downloadable!]
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This page was last updated on 2009-12-12.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .