Panagiotidis, Theodore; Pelloni, Gianluigi - Rimini Centre for Economic Analysis (RCEA) - 2007
rates of the sectoral shares of construction, finance, manufacturing and trade sectors. An AR(p) model was used to remove … any linear structure from the series. Evidence of non-linearity is found for the sectoral shares with all five statistical … non-linearity is found in the unemployment rate and in the sectoral shares. Overall important asymmetries are found in …