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Citations for "Forecasting Asymmetric Unemployment Rates"

by Philip Rothman

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  1. Maurice Peat & Max Stevenson, 1994. "Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney 37, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers, School of Economics and Management, University of Aarhus 2010-02, School of Economics and Management, University of Aarhus.
  3. Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2008. "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6839, C.E.P.R. Discussion Papers.
  4. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working papers, University of Connecticut, Department of Economics 2012-38, University of Connecticut, Department of Economics, revised Dec 2013.
  5. Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics, EconWPA 0508017, EconWPA.
  6. Michael Dueker & Martin Sola & Fabio Spagnolo, 2007. "Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy 5_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  7. McKay, Alisdair & Reis, Ricardo, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5756, C.E.P.R. Discussion Papers.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University 04-17, Economics and Finance Section, School of Social Sciences, Brunel University.
  9. James D. Hamilton, 2005. "What's real about the business cycle?," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jul, pages 435-452.
  10. D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
  11. 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., John Wiley & Sons, Ltd., vol. 22(5), pages 359-375.
  12. Hui Feng & Jia Liu, 2002. "A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons," Econometrics Working Papers, Department of Economics, University of Victoria 0206, Department of Economics, University of Victoria.
  13. Philip Rothman, . "Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test," Working Papers, East Carolina University, Department of Economics 9813, East Carolina University, Department of Economics.
  14. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013. "Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes," Empirical Economics, Springer, Springer, vol. 44(2), pages 387-417, April.
  15. Ginger M. Davis & Katherine B. Ensor, 2007. "Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model," Journal of Time Series Analysis, Wiley Blackwell, Wiley Blackwell, vol. 28(6), pages 867-885, November.
  16. Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics.
  17. 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, Elsevier, vol. 52(11), pages 4998-5013, July.
  18. 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, Stockholm School of Economics 380, Stockholm School of Economics, revised 17 Jan 2001.
  19. Amine LAHIANI & Olivier SCAILLET, . "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 08-42, Swiss Finance Institute.
  20. 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, Norges Bank 2005/2, Norges Bank.
  21. H. Burcu Gurcihan & Gonul Sengul & Arzu Yavuz, 2013. "A Quest for Leading Indicators of the Turkish Unemployment Rate," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey 1341, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  22. Singh, Tarlok, 2014. "On the regime-switching and asymmetric dynamics of economic growth in the OECD countries," Research in Economics, Elsevier, Elsevier, vol. 68(2), pages 169-192.
  23. van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002. "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, Elsevier, vol. 110(2), pages 135-165, October.
  24. Heather M. Anderson, 2002. "Choosing Lag Lengths in Nonlinear Dynamic Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 21/02, Monash University, Department of Econometrics and Business Statistics.
  25. Max Stevenson & Maurice Peat, 2000. "Forecasting Australian Unemployment Rates," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 4(1), pages 41-55, March.
  26. Pär Österholm, 2010. "Improving Unemployment Rate Forecasts Using Survey Data," Finnish Economic Papers, Finnish Economic Association, Finnish Economic Association, vol. 23(1), pages 16-26, Spring.
  27. Costas Milas & Philip Rothman, 2007. "Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts," Working Paper Series, The Rimini Centre for Economic Analysis 49-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
  28. Parker Randall E. & Rothman Philip, 1998. "The Current Depth-of-Recession and Unemployment-Rate Forecasts," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 2(4), pages 1-10, January.
  29. Julie L. Hotchkiss & John C. Robertson, 2006. "Asymmetric labor force participation decisions over the business cycle: evidence from U.S. microdata," Working Paper, Federal Reserve Bank of Atlanta 2006-08, Federal Reserve Bank of Atlanta.
  30. Juan Jiménez-Martin & M. Robles-Fernandez, 2010. "PPP: Delusion or Reality? Evidence from a Nonlinear Analysis," Open Economies Review, Springer, Springer, vol. 21(5), pages 679-704, November.
  31. Skalin, Joakim & Ter svirta, Timo, 2002. "Modeling Asymmetries And Moving Equilibria In Unemployment Rates," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 6(02), pages 202-241, April.
  32. Neugart, Michael, 2004. "Complicated dynamics in a flow model of the labor market," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 53(2), pages 193-213, February.
  33. Thomas B. King, 2005. "Labor productivity and job-market flows: trends, cycles, and correlations," Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis 2005-04, Federal Reserve Bank of St. Louis.
  34. Daniel M. Chin & John F. Geweke & Preston J. Miller, 2000. "Predicting turning points," Staff Report, Federal Reserve Bank of Minneapolis 267, Federal Reserve Bank of Minneapolis.
  35. Crespo-Cuaresma, Jesus, 2000. "Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning," Economics Series, Institute for Advanced Studies 79, Institute for Advanced Studies.
  36. Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics, EconWPA 0502010, EconWPA.
  37. Floros, Ch., 2005. "Forecasting the UK Unemployment Rate: Model Comparisons," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 2(4), pages 57-72.
  38. Qin, Ting & Enders, Walter, 2008. "In-sample and out-of-sample properties of linear and nonlinear Taylor rules," Journal of Macroeconomics, Elsevier, Elsevier, vol. 30(1), pages 428-443, March.
  39. José Cancelo, 2007. "Cyclical Asymmetries in Unemployment Rates: International Evidence," International Advances in Economic Research, Springer, Springer, vol. 13(3), pages 334-346, August.
  40. Ullrich Heilemann & Herman Stekler, 2010. "Perspectives on Evaluating Macroeconomic Forecasts," Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting 2010-002, The George Washington University, Department of Economics, Research Program on Forecasting.
  41. Philippe J. Deschamps, 2008. "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 23(4), pages 435-462.
  42. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002. "A smooth-transition model of the Australian unemployment rate," Working Paper Series, Department of Economics, Norwegian University of Science and Technology 1002, Department of Economics, Norwegian University of Science and Technology, revised 01 Jul 2003.
  43. Dan Chin & John Geweke & Preston Miller, 2000. "Predicting Turning Points: Technical Paper 2000-3," Working Papers, Congressional Budget Office 13337, Congressional Budget Office.
  44. Miguel Artiach, 2011. "Second-order moments of frequency asymmetric cycles," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2011-27, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  45. Li, Jing, 2006. "Testing Granger Causality in the presence of threshold effects," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(4), pages 771-780.
  46. Maurice Peat & Max Stevenson, 1995. "Testing for Nonlinearities in Economic and Financial Time Series," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney 48, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  47. Ludlow, Jorge & Enders, Walter, 2000. "Estimating non-linear ARMA models using Fourier coefficients," International Journal of Forecasting, Elsevier, Elsevier, vol. 16(3), pages 333-347.
  48. Patrick J. Wilson & L.J. Perry, 2004. "Forecasting Australian Unemployment Rates using Spectral Analysis," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 7(4), pages 459-480, December.
  49. 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, Finance Discipline Group, UTS Business School, University of Technology, Sydney 67, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  50. 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, Banco de Portugal, Economics and Research Department w201128, Banco de Portugal, Economics and Research Department.