Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test
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DOI: 10.1016/j.japwor.2013.08.002
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Citations
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Cited by:
- Jiang, Yushi & Chang, Tsangyao, 2016. "Bring Quantile Unit Root Test back in Testing Hysteresis in Unemployment for the United States," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-13, March.
- Saafi Sami & Farhat Abdeljelil & Haj Mohamed Meriem Bel, 2015. "Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 585-608, December.
- Valera, Harold Glenn A. & Holmes, Mark J. & Hassan, Gazi M., 2017. "How credible is inflation targeting in Asia? A quantile unit root perspective," Economic Modelling, Elsevier, vol. 60(C), pages 194-210.
- Vuyo Pikoko & Andrew Phiri, 2018.
"Is there hysteresis in South African unemployment? Evidence form the post-recessionary period,"
Working Papers
1803, Department of Economics, Nelson Mandela University, revised Jan 2018.
- Pikoko, Vuyokazi & Phiri, Andrew, 2018. "Is there hysteresis in South African unemployment? Evidence from the post-recessionary period," MPRA Paper 83962, University Library of Munich, Germany.
More about this item
Keywords
Unemployment rate; Hysteresis; Quantile regression; Covariate; Unit root test; Asymmetry;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
- J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search
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