Unit roots and structural breaks in OECD unemployment

DOI10.1016/S0165-1765(99)00131-7zbMATH Open1037.91596OpenAlexW1964768961MaRDI QIDQ1606355FDOQ1606355

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

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zbMATH Keywords

structural breaksunit root testsunemployment rates

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Testing for a unit root in time series regression
• Further evidence on breaking trend functions in macroeconomic variables
• 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
• Title not available (Why is that?)

Cited In (7)

• 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.
• Evaluating the persistence and structuralist theories of unemployment from a nonlinear per\-spective
• Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation
• Title not available (Why is that?)
• 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

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