Okun's law in the US: New insights in time and frequency

Mihai Mutascu and Alexandre Sokic

The Quarterly Review of Economics and Finance, 2021, vol. 82, issue C, 207-222

Abstract: This paper investigates the direction of co-movement between cyclical components of unemployment and output in the US by using the wavelet methodology over the period 1948Q1−2020Q4.

Keywords: Unemployment gap; Output gap; Okun's law; Wavelet; US (search for similar items in EconPapers)
JEL-codes: C14 E24 O40 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:quaeco:v:82:y:2021:i:c:p:207-222

DOI: 10.1016/j.qref.2021.09.008

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