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The Accord and Strikes: An International Perspective

This paper examines the relationship between Australian and world strike activity between 1960 and 1998. Appropriate indices are constructed for which evidence of a long-run equilibrium relation is found between Australian and world strike activity. The evidence suggests Australian and world strike rate indices are cointegrated with a breakpoint in that relation occurring sometime in the very late 1960s or early 1970s. No breakpoints are in evidence before, during or after the period (1983-96) of the Accord. This result is consistent with the view that the decline in strike activity in Australia during the period of the Accord was not a singularly Australian experience.

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File URL: http://www.uow.edu.au/content/groups/public/@web/@commerce/@econ/documents/doc/uow012105.pdf
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Paper provided by School of Economics, University of Wollongong, NSW, Australia in its series Economics Working Papers with number wp01-03.

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Length: 22 pages
Date of creation: 2001
Date of revision:
Handle: RePEc:uow:depec1:wp01-03
Contact details of provider: Postal: School of Economics, University of Wollongong, Northfields Avenue, Wollongong NSW 2522 Australia
Phone: +612 4221-3659
Fax: +612 4221-3725
Web page: http://business.uow.edu.au/econ/index.html

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  1. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
  2. Gregory, Allan W. & Hansen, Bruce E., 1996. "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January.
  3. D. W. Oxnam, 1953. "Strikes In Australia," The Economic Record, The Economic Society of Australia, vol. 29(1-2), pages 73-89, 05.
  4. John Okunev & Pat Wilson, 1995. "Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets," Working Paper Series 47, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Perron, Pierre & Vogelsang, Timothy J, 1992. "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 301-20, July.
  6. Wheatley, Simon, 1988. "Some tests of international equity integration," Journal of Financial Economics, Elsevier, vol. 21(2), pages 177-212, September.
  7. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
  8. Morris, Alan & Wilson, Kenneth, 1994. "An Empirical Analysis of Australian Strike Activity: Further Evidence on the Role of the Prices and Income Accord," The Economic Record, The Economic Society of Australia, vol. 70(209), pages 183-91, June.
  9. Gregory, Allan W & Hansen, Bruce E, 1996. "Tests for Cointegration in Models with Regime and Trend Shifts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(3), pages 555-60, August.
  10. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
  11. Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
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