NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS

DOI10.1017/S1365100507060245MaRDI QIDQ5439965zbMATH OpenFDO

Authors Theodore Panagiotidis, Gianluigi Pelloni

Publication date 30 January 2008

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S1365100507060245

zbMATH Keywords

nonlinearitysectoral shares

Mathematics Subject Classification ID

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Cites work

• A nonlinear long memory model, with an application to US unemployment.
• A single-blind controlled competition among tests for nonlinearity and chaos
• A test for independence based on the correlation dimension
• A Tukey nonadditivity-type test for time series nonlinearity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Generalized autoregressive conditional heteroscedasticity
• Macroeconomic effects of sectoral shocks in Germany, the U.K. and the U.S.: A VAR-GARCH-M approach
• Martingales, nonlinearity, and chaos
• Nonlinearity tests for time series
• Nonparametric tests for unit roots and cointegration.
• Testing for dependence in the input to a linear time series model

Cited in

(7)

• The informational value of unemployment statistics: a note on the time series properties of participation rates
• Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests
• Is the impact of labor taxes on unemployment asymmetric?
• Hysteresis and cyclical variability in real wages, output and unemployment: empirical evidence from nonlinear methods for the United States
• ARE TECHNOLOGY SHOCKS NONLINEAR?
• Nonfarm employment and the arbitrage pricing theory
• Exact tests of the stability of the Phillips curve: the Canadian case

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