Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Belbute, José, 2013. "Does final demand for energy in Portugal exhibit long memory?," MPRA Paper 45717, University Library of Munich, Germany.
- Lean, Hooi Hooi & Smyth, Russell, 2009. "Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration," Energy Policy, Elsevier, vol. 37(8), pages 3205-3211, August.
- Davidson, James & Hashimzade, Nigar, 2009.
"Type I and type II fractional Brownian motions: A reconsideration,"
Computational Statistics & Data Analysis,
Elsevier, vol. 53(6), pages 2089-2106, April.
- James Davidson & Nigar Hashimzade, 2008. "Type I and Type II Fractional Brownian Motions: a Reconsideration," Discussion Papers 0816, University of Exeter, Department of Economics.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016.
"Testing unemployment theories: A multivariate long memory approach,"
Journal of Applied Economics,
Universidad del CEMA, vol. 19, pages 95-112, May.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013. "Testing Unemployment Theories: A Multivariate Long Memory Approach," Discussion Papers of DIW Berlin 1345, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2014. "Testing Unemployment Theories: A Multivariate Long Memory Approach," CESifo Working Paper Series 4570, CESifo Group Munich.
- Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017.
"Long memory in Turkish Unemployment Rates,"
2017/5, Turkish Economic Association.
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017. "Long memory in Turkish Unemployment Rates," MPRA Paper 81571, University Library of Munich, Germany.
- Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017. "Long Memory in Turkish Unemployment Rates," Koç University-TUSIAD Economic Research Forum Working Papers 1715, Koc University-TUSIAD Economic Research Forum.
- Luis A. Gil-Alana & Zeynel Abidin Ozdemir & Aysit Tansel, 2017. "Long Memory in Turkish Unemployment Rates," ERC Working Papers 1709, ERC - Economic Research Center, Middle East Technical University, revised Sep 2017.
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017. "Long Memory in Turkish Unemployment Rates," IZA Discussion Papers 11053, Institute for the Study of Labor (IZA).
- Gil-Alana, Luis A. & Ozdemir, Zeynel Abidin & Tansel, Aysit, 2017. "Long memory in Turkish Unemployment Rates," GLO Discussion Paper Series 123, Global Labor Organization (GLO).
- Guglielmo Maria Caporale & Marinko Skare, 2014. "Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis," Discussion Papers of DIW Berlin 1395, DIW Berlin, German Institute for Economic Research.
- repec:ebl:ecbull:eb-17-00970 is not listed on IDEAS
- M. de Carvalho & K. F. Turkman & A. Rua, 2013. "Dynamic threshold modelling and the US business cycle," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(4), pages 535-550, August.
- Cevik, Emrah Ismail & Dibooglu, Sel, 2013. "Persistence and non-linearity in US unemployment: A regime-switching approach," Economic Systems, Elsevier, vol. 37(1), pages 61-68.
- Fosten, Jack & Ghoshray, Atanu, 2011. "Dynamic persistence in the unemployment rate of OECD countries," Economic Modelling, Elsevier, vol. 28(3), pages 948-954, May.
- Apergis, Nicholas & Tsoumas, Chris, 2011. "Integration properties of disaggregated solar, geothermal and biomass energy consumption in the U.S," Energy Policy, Elsevier, vol. 39(9), pages 5474-5479, September.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-01 (All new papers)
- NEP-ECM-2008-12-01 (Econometrics)
- NEP-LAB-2008-12-01 (Labour Economics)
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:una:unccee:wp1108. 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: (). General contact details of provider: http://www.unav.edu/web/facultad-de-ciencias-economicas-y-empresariales .
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.
We have no references for this item. You can help adding them by using this form .
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.