Citations for "Forecasting Asymmetric Unemployment Rates"
by Philip Rothman
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- Dick van Dijk & Timo Terasvirta & 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.
- 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, Erasmus University Rotterdam, Econometric Institute.
- 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.
- Francesco D’Amuri & Juri Marcucci, 2010.
"“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index,"
Working Papers
2010.31, Fondazione Eni Enrico Mattei.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004.
"Non-linearities and fractional integration in the US unemployment rate,"
HWWA Discussion Papers
259, Hamburg Institute of International Economics (HWWA).
- 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.
- 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.
- Luis A. Gil-Alana & Guglielmo M. Caporale, .
"Nonlinearities and fractional integration in the US unemployment rate,"
Faculty Working Papers
18/06, School of Economics and Business Administration, University of Navarra.
- 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.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2008.
"Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks,"
Computational Statistics & Data Analysis,
Elsevier, vol. 52(11), pages 4998-5013, July.
- Randall E. Parker & Philip Rothman, .
"The Current Depth of Recession and Unemployment Rate Forecasts,"
Working Papers
9729, East Carolina University, Department of Economics.
- Milas, Costas & Rothman, Philip, 2008.
"Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts,"
International Journal of Forecasting,
Elsevier, vol. 24(1), pages 101-121.
- 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.
- Gunnar Bårdsen, Stan Hurn, Zoë McHugh, 2010.
"Asymmetric unemployment rate dynamics in Australia,"
Working Paper Series
10810, Department of Economics, Norwegian University of Science and Technology.
- 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.
- Qin, Ting & Enders, Walter, 2008.
"In-sample and out-of-sample properties of linear and nonlinear Taylor rules,"
Journal of Macroeconomics,
Elsevier, vol. 30(1), pages 428-443, March.
- Österholm, Pär, 2009.
"Improving Unemployment Rate Forecasts Using Survey Data,"
Working Paper
112, National Institute of Economic Research.
- 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, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Benoit Bellone, 2005.
"Classical Estimation of Multivariate Markov-Switching Models using MSVARlib,"
Econometrics
0508017, EconWPA.
- 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.
- 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.
- 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.
- 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.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012.
"Was the Recent Downturn in US GDP Predictable?,"
Working Papers
1210, University of Nevada, Las Vegas , Department of Economics.
- 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.
- Juan Jiménez-Martin & M. Robles-Fernandez, 2010.
"PPP: Delusion or Reality? Evidence from a Nonlinear Analysis,"
Open Economies Review,
Springer, vol. 21(5), pages 679-704, November.
- 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.
- van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002.
"A nonlinear long memory model, with an application to US unemployment,"
Journal of Econometrics,
Elsevier, vol. 110(2), pages 135-165, October.
- 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.
- Crespo-Cuaresma, Jesus, 2000.
"Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning,"
Economics Series
79, Institute for Advanced Studies.
- Li, Jing, 2006.
"Testing Granger Causality in the presence of threshold effects,"
International Journal of Forecasting,
Elsevier, vol. 22(4), pages 771-780.
- Daniel M. Chin & John F. Geweke & Preston J. Miller, 2000.
"Predicting turning points,"
Staff Report
267, Federal Reserve Bank of Minneapolis.
- José Cancelo, 2007.
"Cyclical Asymmetries in Unemployment Rates: International Evidence,"
International Advances in Economic Research,
Springer, vol. 13(3), pages 334-346, August.
- James D. Hamilton, 2005.
"What's Real About the Business Cycle?,"
NBER Working Papers
11161, National Bureau of Economic Research, Inc.
- McKay, Alisdair & Reis, Ricardo, 2006.
"The Brevity and Violence of Contractions and Expansions,"
CEPR Discussion Papers
5756, C.E.P.R. Discussion Papers.
- Amine LAHIANI & Olivier SCAILLET, .
"Testing for threshold effect in ARFIMA models: Application to US unemployment rate data,"
Swiss Finance Institute Research Paper Series
08-42, Swiss Finance Institute.
- Maurice Peat & Max Stevenson, 1995.
"Testing for Nonlinearities in Economic and Financial Time Series,"
Working Paper Series
48, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- 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.
- Paulo M.M. Rodrigues & Nazarii Salish, 2011.
"Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns,"
Working Papers
w201128, Banco de Portugal, Economics and Research Department.
- 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.
- Neugart, Michael, 2004.
"Complicated dynamics in a flow model of the labor market,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 53(2), pages 193-213, February.
- 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.
- Maurice Peat & Max Stevenson, 1994.
"Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets,"
Working Paper Series
37, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Ullrich Heilemann & Herman Stekler, 2010.
"Perspectives on Evaluating Macroeconomic Forecasts,"
Working Papers
2010-002, The George Washington University, Department of Economics, Research Program on Forecasting.
- Joon Y. Park & Mototsugu Shintani, 2006.
"Testing for a Unit Root against Transitional Autoregressive Models,"
Levine's Bibliography
321307000000000316, UCLA Department of Economics.
- Miguel Artiach, 2011.
"Second-order moments of frequency asymmetric cycles,"
Working Papers. Serie AD
2011-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Costas Milas & Phil Rothman, 2005.
"Multivariate STAR Unemployment Rate Forecasts,"
Econometrics
0502010, EconWPA.
- Ludlow, Jorge & Enders, Walter, 2000.
"Estimating non-linear ARMA models using Fourier coefficients,"
International Journal of Forecasting,
Elsevier, vol. 16(3), pages 333-347.
- 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.