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 …

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 …

by McAleer and Hafner (2014) to obtain EGARCH. These models can be used to capture asymmetry, which denotes the different …) showed that asymmetry was possible for GJR, but not leverage. McAleer and Hafner showed that leverage was not possible for … EGARCH. Surprisingly, the conditions for asymmetry in EGARCH seem to have been ignored in the literature, or have …

This study examines the volatility persistence and asymmetry with exogenous breaks in Nigerian stock market. The study … were employed to measure shocks persistence and leverage effects in the presence of varying distributional assumptions. The … empirical findings showed high persistence of shocks in the return series for the estimated models. However, the study found …

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

case of female unemployment and the degree of persistence is higher in the cases of female and youth unemployment series …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 …

. It demonstrates strong correlations between keyword searches and unemployment rates using monthly German data and … exhibits a strong potential for the method used. -- Google ; internet ; keyword search ; search engine ; unemployment …

. It demonstrates strong correlations between keyword searches and unemployment rates using monthly German data and … exhibits a strong potential for the method used. -- Google ; internet ; keyword search ; search engine ; unemployment …