This article is concerned with the dynamic behaviour of UK unemployment. However, instead of using traditional … suggest that the UK unemployment may be explained in terms of lagged values of the real oil prices and the real interest rate …, with the order of integration of unemployment ranging between 0.50 and 1. Thus, unemployment shows the characteristics of …

This paper examines the relationship between unemployment, real oil price and real interest rates in Canada. Instead of …/cointegration techniques which allow for the possibility that unemployment is highly persistent. In line with other studies, we find that all … equilibrium model with highly persistent shocks might be adequate to account for the observed behaviour of unemployment …

The presence of discontinuities in the January rounds of Philippine Unemployment Data from 1981-2006 is investigated by … an abrupt change in unemployment rates in the mid-1980s and in 2005-2006. The former may reflect the political and … unemployment adopted in 2005 …

models are important in estimating and forecasting volatility, as well as capturing asymmetry, which is the different effects … between asymmetry and leverage, as well as which asymmetric models are purported to be able to capture leverage, the purpose …

models are important in estimating and forecasting volatility, as well as in capturing asymmetry, which is the different … confusion in the literature between asymmetry and leverage, as well as which asymmetric models are purported to be able to …

We consider the problem of measuring transition probabilities across employment, unemployment and inactivity when …

This paper investigates the empirical relevance of different unemployment theories in three major economies, namely the … UK, the US and Japan, by estimating the degree of dependence in the unemployment series. Both univariate and multivariate …. Specifically, when taking a univariate approach, the unit root null cannot be rejected in case of the UK and Japanese unemployment …

This paper investigates the empirical relevance of different unemployment theories in three major economies, namely the … UK, the US and Japan, by estimating the degree of dependence in the unemployment series. Both univariate and multivariate …. Specifically, when taking a univariate approach, the unit root null cannot be rejected in case of the UK and Japanese unemployment …

network (ARNN) unit root test (Yaya et al. 2021; Oxford Bulletin of Economics and Statistics), to investigate unemployment … plausibility of nonlinearity in the unemployment rate of these European countries. The results show non-rejection of unemployment …

We quantify the degree of persistence in unemployment rates of transition countries using a variety of methods … unit roots in unemployment. Since this is potentially a narrow definition, we also take into account the existence of … structural breaks and non-linear dynamics in unemployment. Finally, we examine whether CEECs' unemployment presents features of …