The informational value of unemployment statistics: a note on the time series properties of participation rates

DOI10.1016/J.ECONLET.2006.03.032MaRDI QIDQ1929437zbMATH OpenOpenAlexFDO

Authors Magnus Gustavsson, Pär Österholm

Publication date 8 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2006.03.032

zbMATH Keywords

hysteresisunit root test

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Recommendations

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• Publication:3030098

Cites work

• Efficient Tests for an Autoregressive Unit Root
• Some empirical evidence on the `discouraged worker' effect
• Statistical analysis of cointegration vectors
• Testing for a unit root in the nonlinear STAR framework
• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing for unit roots in heterogeneous panels.
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

Cited in

(4)

• Was depression era unemployment really less in Canada than the U. S. ?
• On the robustness of alternative unemployment measures
• Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends
• Asymmetric Unemployment Rate Dynamics in Australia

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