Unit Root in Unemployment - New Evidence from Nonparametric Tests
Jürgen Holl () and
Robert Kunst ()
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Jürgen Holl: http://www.univie.ac.at/Wirtschaftswissenschaften
Vienna Economics Papers from University of Vienna, Department of Economics
We apply range unit-root tests to OECD unemployment rates and compare the results to conventional tests. By simulations, we nd that unemployment is represented adequately by a new nonlinear transformation of a serially-correlated I(1) process.
JEL-codes: C12 C22 (search for similar items in EconPapers)
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Journal Article: Unit root in unemployment - new evidence from nonparametric tests (2011)
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Persistent link: http://EconPapers.repec.org/RePEc:vie:viennp:0915
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