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Long memory in Turkish unemployment rates

Gil-Alaña, Luis A.; Ozdemir, Zeynel Abidin; Tansel, Aysıt - 2017

In this paper we have examined the unemployment rate series in Turkey by using long memory models and in particular employing fractionally integrated techniques. Our results suggest that unemployment in Turkey is highly persistent, with orders of integration equal to or higher than 1 in most...

Persistent link: https://www.econbiz.de/10011735904

Exponent of cross-sectional dependence : estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012

An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...

Persistent link: https://www.econbiz.de/10009530816

Estimating the smoothing parameter in the so-called Hodrick-Prescott Filter

Schlicht, Ekkehart (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001948511

Intercept estimation in nonlinear selection models

Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - 2021

We propose various semiparametric estimators for nonlinear selection models, where slope and intercept can be separately identifed. When the selection equation satisfies a monotonic index restriction, we suggest a local polynomial estimator, using only observations for which the marginal...

Persistent link: https://www.econbiz.de/10012518068

VC : a method for estimating time-varying coefficients in linear models

Schlicht, Ekkehart - 2020

This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...

Persistent link: https://www.econbiz.de/10012161405

Does the unemployment invariance hypothesis hold for Canada?

Tansel, Aysıt; Ozdemir, Zeynel Abidin; Aksoy, Emre - 2016

. The cointegration analysis vindicates the existence of a long-run relationship between these two variables. This finding …

Persistent link: https://www.econbiz.de/10011528837

Unemployment and labor force participation in Turkey

Tansel, Aysıt; Ozdemir, Zeynel Abidin; Aksoy, Emre - 2015

developing country. Cointegration analysis is carried out for the aggregate and gender and age specific series. The findings …

Persistent link: https://www.econbiz.de/10010477879

Co-movements between public and private wages in the EU : which factors play a role?

Marzinotto, Benedicta; Turrini, Alessandro - 2016

This paper assesses the relationship between government and manufacturing wages. We find that the long-run relation between the two wages is stronger when the government is a large employer. Manufacturing wages are better aligned with productivity and unemployment when public wages, to which...

Persistent link: https://www.econbiz.de/10011480768

MIMIC models, cointegration and error correction : an application to the French shadow economy

Bühn, Andreas (contributor); … - 2008

differences. Arguably, this shortcoming is rooted in the lack of an appropriate MIMIC model which considers cointegration among … variables. This paper develops a MIMIC model which estimates the cointegration equilibrium relationship and the error correction … economy ; tax burden ; regulation ; unemployment ; cointegration ; error correction models ; MIMIC models …

Persistent link: https://www.econbiz.de/10003652676

Panels with nonstationary multifactor error structures

Kapetanios, George (contributor); … - 2006

cointegration properties of the unobserved factors. This finding is further supported for small samples via an extensive Monte Carlo …

Persistent link: https://www.econbiz.de/10003355571

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