Testing for non-linearity in labour markets: the case of Germany and the UK
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- 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.
- Campbell, J.R. & Kuttner, K.N., 1996. "Macroeconomic Effects of Employment Reallocation," RCER Working Papers 415, University of Rochester - Center for Economic Research (RCER).
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
Journal of Econometrics,
Elsevier, vol. 31(3), pages 307-327, April.
- Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Frank, Murray Z. & Stengos, Thanasis, 1988. "Some evidence concerning macroeconomic chaos," Journal of Monetary Economics, Elsevier, vol. 22(3), pages 423-438.
- 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.
- Granger, Clive W. J. & Terasvirta, Timo, 1993. "Modelling Non-Linear Economic Relationships," OUP Catalogue, Oxford University Press, number 9780198773207.
- 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.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Petre CARAIANI, 2015. "Testing For Nonlinearity In Unemployment Rates Via Delay Vector Variance," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-92, March.
- Coronado Ramírez Semei Leopoldo & Porras Serrano Jesús & Sandoval Bravo Salvador, 2013. "Aplicación de bicorrelación cruzada al rendimiento diario del precio del café," Contaduría y Administración, Accounting and Management, vol. 58(1), pages 117-129, enero-mar.
- T. Panagiotidis & G. Pelloni, 2004.
"Non-Linearity in the Canadian and US Labour Markets: Univariate and Multivariate Evidence from A Battery of Tests,"
506, Dipartimento Scienze Economiche, Universita' di Bologna.
- Theodore Panagiotidis & Gianluigi Pelloni, 2007. "Non-Linearity In The Canadian And Us Labour Markets: Univariate And Multivariate Evidence From A Battery Of Tests," Working Paper series 06_07, Rimini Centre for Economic Analysis.
- Theodore Panagiotidis & Gianluigi Pelloni, 2005. "Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests," Discussion Paper Series 2005_8, Department of Economics, Loughborough University, revised Aug 2005.
- T Tang, 2009. "Testing for Non-linearity in the Balancing Item of Balance of Payments Accounts: The Case of 20 Industrial Countries," Economic Issues Journal Articles, Economic Issues, vol. 14(2), pages 107-124, September.
- Dilem Yildirim & Ralf Becker & Denise R Osborn, 2009. "Bootstrap Unit Root Tests for Nonlinear Threshold Models," The School of Economics Discussion Paper Series 0915, Economics, The University of Manchester.
- repec:rim:rimwps:06-07 is not listed on IDEAS
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jpolmo:v:25:y:2003:i:3:p:275-286. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505735 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.