Evaluating the impact of the labor market conditions index on labor market forecasts

DOI10.1515/SNDE-2016-0102OpenAlexW2794315377MaRDI QIDQ2691744

Alice Sheehan, Laura Connolly

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2016-0102

zbMATH Keywords

forecastingunemployment ratelabor market conditions index

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
• MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES
• Testing and Modeling Threshold Autoregressive Processes
• Efficient Tests for an Autoregressive Unit Root

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