Unit Root in Unemployment - New Evidence from Nonparametric Tests
Jürgen Holl () and
Robert Kunst ()
Additional contact information
Jürgen Holl: https://econ.univie.ac.at
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 find 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)
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
Journal Article: Unit root in unemployment - new evidence from nonparametric tests (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:vie:viennp:vie0915
Access Statistics for this paper
More papers in Vienna Economics Papers from University of Vienna, Department of Economics
Bibliographic data for series maintained by Paper Administrator ().