Unit root in unemployment - new evidence from nonparametric tests

被引：6

作者：

Holl, Juergen ^{[1
]}

Kunst, Robert M. ^{[2
,3
]}

机构：

[1] Univ Vienna, Dept Econ, A-1010 Vienna, Austria

[2] Univ Vienna, Dept Econ, A-1210 Vienna, Austria

[3] Inst Adv Studies, A-1060 Vienna, Austria

来源：

APPLIED ECONOMICS LETTERS | 2011年 / 18卷 / 06期

关键词：

D O I：

10.1080/13504851003725934

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We apply Range Unit Root (RUR) tests to Organization for Economic Co-operation and Development (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.

引用

页码：509 / 512

页数：4

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