A latent variable approach to forecasting the unemployment rate

DOI10.1002/FOR.1210MaRDI QIDQ4687258zbMATH OpenOpenAlexFDO

Authors Chew Lian Chua, G. C. Lim, Sarantis Tsiaplias

Publication date 11 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL http://melbourneinstitute.unimelb.edu.au/downloads/working_paper_series/wp2009n19.pdf

zbMATH Keywords

Okun's lawPhillips curvestate space formulationunobserved components

Mathematics Subject Classification ID

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

Recommendations

• Forecasting the US unemployment rate
• Forecasting the U.S. Unemployment Rate
• The Current Depth-of-Recession and Unemployment-Rate Forecasts
• scientific article; zbMATH DE number 4203545
• Dynamic regression models with stochastic trends: an application to the unemployment-growth relation

Cited in

(12)

• Patterns of macroeconomic indicators preceding the unemployment rise in Western Europe and the USA
• Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends
• A theory-consistent system approach for estimating potential output and the NAIRU
• Evaluating the impact of the labor market conditions index on labor market forecasts
• The Current Depth-of-Recession and Unemployment-Rate Forecasts
• scientific article; zbMATH DE number 5639782 (Why is no real title available?)
• Forecasting the U.S. Unemployment Rate
• scientific article; zbMATH DE number 2166908 (Why is no real title available?)
• Linear Empirical Bayes Prediction of Employment Growth Rates Using the U.S. Current Employment Statistics Survey
• Modeling and forecasting the hidden (and shadow) elements of employment and incoms
• Dynamic regression models with stochastic trends: an application to the unemployment-growth relation
• Forecasting the US unemployment rate

This page was built for publication: A latent variable approach to forecasting the unemployment rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687258)