Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks

DOI10.1016/J.CSDA.2008.04.023MaRDI QIDQ1023866zbMATH OpenOpenAlexFDO

Authors Guglielmo Maria Caporale, Luis A. Gil-Alana

Publication date 16 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2008.04.023

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3942888 (Why is no real title available?)
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• Fractional integration and structural breaks at unknown periods of time
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Cited in

(6)

• Type I and type II fractional Brownian motions: a reconsideration
• Unit roots and structural breaks in OECD unemployment
• Structural breaks and fractional integration in the US output and unemployment rate.
• Evaluating the persistence and structuralist theories of unemployment from a nonlinear per\-spective
• scientific article; zbMATH DE number 4018199 (Why is no real title available?)
• Testing for persistence change in fractionally integrated models: an application to world inflation rates

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