Testing for non-linearity in labour markets: the case of Germany and the UK
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References listed on IDEAS
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- Tim Bollerslev, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
EERI Research Paper Series
EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
- Gianluigi Pelloni & Wolfgang Polasek, 2000. "Macroeconomic Effects Of Sectoral Shocks In Us, Uk And Germany: A Bvar-Garch-M Approach," Computing in Economics and Finance 2000 253, Society for Computational Economics.
- Campbell, Jeffrey R. & Kuttner, Kenneth N., 1996.
"Macroeconomic effects of employment reallocation,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 44(1), pages 87-116, June.
- Campbell, J.R. & Kuttner, K.N., 1996. "Macroeconomic Effects of Employment Reallocation," RCER Working Papers 415, University of Rochester - Center for Economic Research (RCER).
- Jeffrey R. Campbell & Kenneth N. Kuttner, 1996. "Macroeconomic effects of employment reallocation," Working Paper Series, Macroeconomic Issues WP-96-11, Federal Reserve Bank of Chicago.
- Frank, Murray Z. & Stengos, Thanasis, 1988. "Some evidence concerning macroeconomic chaos," Journal of Monetary Economics, Elsevier, vol. 22(3), pages 423-438.
- Granger, Clive W. J. & Terasvirta, Timo, 1993. "Modelling Non-Linear Economic Relationships," OUP Catalogue, Oxford University Press, number 9780198773207, December.
- T Panagiotidis & G Pelloni, 2002. "Is non-linear serial dependence present in the US unemployment rate and the growth rates of employment sectoral shares?," Computing in Economics and Finance 2002 10, Society for Computational Economics.
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