Unit roots and structural breaks in OECD unemployment

DOI10.1016/S0165-1765(99)00131-7MaRDI QIDQ1606355zbMATH OpenOpenAlexFDO

Authors Philip Arestis, Iris Biefang-Frisancho Mariscal

Publication date 30 July 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(99)00131-7

zbMATH Keywords

structural breaksunit root testsunemployment rates

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 47489 (Why is no real title available?)
• Further evidence on breaking trend functions in macroeconomic variables
• Testing for a unit root in time series regression
• Testing for a unit root in variables with a double change in the mean
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

Cited in

(7)

• The informational value of unemployment statistics: a note on the time series properties of participation rates
• Bayesian model selection for unit root testing with multiple structural breaks
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks
• Structural breaks and fractional integration in the US output and unemployment rate.
• scientific article; zbMATH DE number 4018199 (Why is no real title available?)
• Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation
• Evaluating the persistence and structuralist theories of unemployment from a nonlinear per\-spective

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