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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

Abstract: 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)
New Economics Papers: this item is included in nep-lab
Date: 2009-10
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http://homepage.univie.ac.at/Papers.Econ/RePEc/vie/viennp/vie0915.pdf (application/pdf)

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Journal Article: Unit root in unemployment - new evidence from nonparametric tests (2011) Downloads
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