Testing For Seasonal Stability in Unemployment Series: International Evidence

Shipra Banik and Param Silvapulle
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Shipra Banik: School of Economics, La Trobe University
Param Silvapulle: School of Economics, La Trobe University

No 1997.17, Working Papers from School of Economics, La Trobe University

Abstract: Recently, it has been shown that seasonal and business cycles are related and a similar economic mechanism is at work in producing both types of cycles. Thus, an analysis of seasonal fluctuations shed light on the nature of the business cycle. This paper uses the LM-type tests proposed by Canova and Hansen (1995) to investigate seasonal behaviour in the unemployment series of Australia, Canada, Japan, New Zealand, the US and a number of OECD countries.

Keywords: Unemployment; Econometrics (search for similar items in EconPapers)
Pages: 24 pages
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:trb:wpaper:1997.17

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