Showing 1 - 10 of 33,816
Persistent link: https://www.econbiz.de/10009732043
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 …
Persistent link: https://www.econbiz.de/10009614880
Persistent link: https://www.econbiz.de/10011294671
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 …. We found evidence in favor of mean reversion in the case of female unemployment and this happens for all the groups of …
Persistent link: https://www.econbiz.de/10011735904
Pagan (2002, 2006), the correlation between the cycles of unemployment rate and crime variables is determined. Results …Using Markov-Switching models, this paper studies the existence of a relationship between the unemployment rate and … confirm that there is no significant relationship between the unemployment rate, burglary and motor-vehicle theft. However …
Persistent link: https://www.econbiz.de/10008461084
Using Markov Switching Autoregressive models the behaviour of four crime variables and unemployment rate during the …, the independency of cycles of unemployment rate and crime variables is tested. The results of this stage show that there … states for both unemployment rate and each one of crime variable simultaneously. The results of this stage show that the …
Persistent link: https://www.econbiz.de/10005748710
We quantify the degree of persistence in unemployment rates of transition countries using a variety of methods … presence of 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 CEECsu0092 unemployment …
Persistent link: https://www.econbiz.de/10009635980
, the model is applied to postwar monthly US unemployment series and we discover a significantly periodic cycle. Furthermore …
Persistent link: https://www.econbiz.de/10011350384
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 …. We found evidence in favor of mean reversion in the case of female unemployment and this happens for all the groups of …
Persistent link: https://www.econbiz.de/10012119645
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 …. We found evidence in favor of mean reversion in the case of female unemployment and this happens for all the groups of …
Persistent link: https://www.econbiz.de/10011751544