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Testing the order of integration in the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10000683872
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Estimation of fractional ARIMA models for the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400844
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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/10012119645
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Oil price shocks and unemployment in Central and Eastern Europe
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Economic systems 42 (2018) 1, pp. 164-173
Persistent link: https://www.econbiz.de/10012126056
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Unemployment rate cycles in Europe
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Applied economics letters 24 (2017) 1/3, pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
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Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - In: Journal of applied economics 19 (2016) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
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Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.; Škare, Marinko; Blazevic Buric, Sanja - In: Applied economics 52 (2020) 5, pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
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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/10011751544
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The asymmetric behaviour of Spanish unemployment persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
Persistent link: https://www.econbiz.de/10011893396
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Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.; Henry, S. G. B. - In: Oxford bulletin of economics and statistics 65 (2003) 2, pp. 220-239
Persistent link: https://www.econbiz.de/10001822061