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Citations for "Forecasting Asymmetric Unemployment Rates"

by Philip Rothman

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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.):
  1. 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)
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  2. 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!]
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  3. 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!]
  4. 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!]
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  5. 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)
  6. 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.
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  7. James D. Hamilton, 2005. "What's Real About the Business Cycle?," NBER Working Papers 11161, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. 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!]
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  9. 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)
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  10. Randall E. Parker & Philip Rothman, . "The Current Depth of Recession and Unemployment Rate Forecasts," Working Papers 9729, East Carolina University, Department of Economics. [Downloadable!]
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  11. 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!]
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  12. 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!]
  13. 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!]
  14. 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!]
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  15. 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!]
  16. 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!]
  17. Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Paper 112, National Institute of Economic Research. [Downloadable!]
  18. 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!]
  19. 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!]
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  20. Benoit Bellone, 2005. "Classical Estimation of Multivariate Markov-Switching Models using MSVARlib," Econometrics 0508017, EconWPA. [Downloadable!]
  21. 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!]
  22. 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!]
  23. 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!]
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  24. Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics. [Downloadable!]
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  25. Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics 0502010, EconWPA. [Downloadable!]
  26. 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!]
  27. 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!]
  28. 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!]
  29. 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!]
  30. Crespo-Cuaresma, Jesus, 2000. "Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning," Economics Series 79, Institute for Advanced Studies. [Downloadable!]
  31. 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!]
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  32. 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!]
  33. 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.

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