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Rolling Regression Versus Time‐Varying Coefficient Modelling: An Empirical Investigation Of The Okun'S Law In Some Euro Area Countries

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  • Luca Zanin
  • Giampiero Marra

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  • Luca Zanin & Giampiero Marra, 2012. "Rolling Regression Versus Time‐Varying Coefficient Modelling: An Empirical Investigation Of The Okun'S Law In Some Euro Area Countries," Bulletin of Economic Research, Wiley Blackwell, vol. 64(1), pages 91-108, January.
  • Handle: RePEc:bla:buecrs:v:64:y:2012:i:1:p:91-108
    DOI: j.1467-8586.2010.00376.x
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    Citations

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    Cited by:

    1. Andrew Muhammad & Amanda M. Leister & Lihong McPhail & Wei Chen, 2014. "The evolution of foreign wine demand in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 58(3), pages 392-408, July.
    2. Mateusz Buczyński & Marcin Chlebus, 2021. "GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks," Working Papers 2021-08, Faculty of Economic Sciences, University of Warsaw.
    3. Myeong Jun Kim & Stanley I. M. Ko & Sung Y. Park, 0. "On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition," Empirical Economics, Springer, vol. 0, pages 1-38.
    4. G. C. Lim & Robert Dixon & Jan C. Ours, 2021. "Beyond Okun’s law: output growth and labor market flows," Empirical Economics, Springer, vol. 60(3), pages 1387-1409, March.
    5. Obst, Thomas, 2019. "A dynamic version of Okun's law in the EU15 countries - The role of delays in the unemployment-output nexus," Discussion Papers 411, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    6. KARGI, Bilal, 2014. "Okun’s Law and Long Term Co-Integration Analysis for OECD Countries (1987-2012)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 77-85.
    7. Mendieta-Muñoz, Ivan, 2017. "On The Interaction Between Economic Growth And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 21(4), pages 982-1022, June.
    8. Adama Zerbo, 2017. "Croissance économique et chômage : les fondements de la loi d'Okun et le modèle IS-LM-LO," Documents de travail 176, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
    9. Kim, Jun & Yoon, Jong Cheol & Jei, Sang Young, 2020. "An empirical analysis of Okun’s laws in ASEAN using time-varying parameter model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    10. Luca Zanin, 2018. "The pyramid of Okun’s coefficient for Italy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 17-28, February.
    11. Mengheng Li & Irma Hindrayanto, 2018. "Looking for the stars: Estimating the natural rate of interest," Working Paper Series 51, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    12. Pham, Binh Thai & Sala, Hector, 2019. "Government Deficit Shocks and Okun's Coefficient Volatility: New Insights on the Austerity versus Growth Debate," IZA Discussion Papers 12492, Institute of Labor Economics (IZA).
    13. Auld, M. Christopher & Toxvaerd, Flavio, 2021. "The Great Covid-19 Vaccine Rollout: Behavioural And Policy Responses," National Institute Economic Review, Cambridge University Press, vol. 257, pages 14-35, August.
    14. Adama Zerbo, 2018. "A Theorem for Okun's Law," Documents de travail 180, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
    15. Martin Boďa & Mariana Považanová, 2020. "Formal and statistical aspects of estimating Okun's law at a regional level," Papers in Regional Science, Wiley Blackwell, vol. 99(4), pages 1113-1136, August.
    16. Grant, Angelia L., 2018. "The Great Recession and Okun's law," Economic Modelling, Elsevier, vol. 69(C), pages 291-300.
    17. de Mendonça, Helder Ferreira & de Oliveira, Diego S.P., 2019. "Firms' confidence and Okun's law in OECD countries," Economic Modelling, Elsevier, vol. 78(C), pages 98-107.
    18. Neifar, Malika, 2020. "Cyclical Output, Cyclical Unemployment, and augmented Okun's Law in MENA zone," MPRA Paper 98953, University Library of Munich, Germany.
    19. Luca Zanin & Raffaella Calabrese, 2017. "Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 6(1), pages 1-29, December.
    20. Shabir Mohsin Hashmi & Ali Gul Khushik & Muhammad Akram Gilal & Zhao Yongliang, 2021. "The Impact of GDP and Its Expenditure Components on Unemployment Within BRICS Countries: Evidence of Okun’s Law From Aggregate and Disaggregated Approaches," SAGE Open, , vol. 11(2), pages 21582440211, June.
    21. Bod’a, Martin & Považanová, Mariana, 2021. "Output-unemployment asymmetry in Okun coefficients for OECD countries," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 307-323.
    22. Luca Zanin, 2021. "On the estimation of Okun’s coefficient in some countries in Latin America: a comparison between OLS and GME estimators," Empirical Economics, Springer, vol. 60(3), pages 1575-1592, March.
    23. Zanin, Luca, 2014. "On Okun’s law in OECD countries: An analysis by age cohorts," Economics Letters, Elsevier, vol. 125(2), pages 243-248.

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