Examining the stability of Okun's coefficient

DOI10.1111/BOER.12157MaRDI QIDQ5213458zbMATH OpenOpenAlexWikidataFDO

Authors Nektarios A. Michail

Publication date 3 February 2020

Published in Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL https://www.centralbank.cy/images/media/pdf/Working_paper_2015.pdf

zbMATH Keywords

GARCHvolatilityunemploymentrolling windowOkun's law

Mathematics Subject Classification ID

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

Recommendations

• A hybrid time-varying parameter Bayesian VAR analysis of Okun's law in the United States
• Okun's law across time and frequencies
• Macroeconomic shocks and Okun's law
• Testing for time variation in an unobserved components model for the U.S. economy
• The Okun curve is nonlinear

Cited in

(2)

• Macroeconomic shocks and Okun's law
• scientific article; zbMATH DE number 672319 (Why is no real title available?)

This page was built for publication: Examining the stability of Okun's coefficient

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5213458)