Results 41 to 50 of about 367,603 (208)
Testing for a Unit Root in the Logistic STAR Framework with a Fourier Function: an Application to the Unemployment Rates [PDF]
Statistika: Statistics and Economy JournalThis paper introduces the Fourier-LSTAR (FLSTAR) test, which addresses the critical challenge of testing for unit roots in time series characterized by both unknown structural breaks and nonlinear dynamics.
Veli Yilanci
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Output Gap Uncertainty, Sovereign Risk Premia and the Contingent Importance of the Bond Vigilantes
Metroeconomica, EarlyView.ABSTRACT This paper investigates the implications of output gap uncertainty for the conduct of fiscal policy using a small‐scale macroeconomic model with boundedly rational agents. Specifically, agents use an adaptive updating mechanism to approximate the unobservable potential output that suffers, similarly to the Hodrick and Prescott (1997) filter ...
Christian R. Proaño, Jonas Dix
wiley +1 more source
UNEMPLOYMENT HYSTERESIS IN TURKEY: EVIDENCE FROM NONLINEAR UNIT ROOT TESTS WITH FOURIER FUNCTION
Quantitative Methods in Economics, 2019 The purpose of the article is to give brief information about the development process of time series analysis and to test the validity of the unemployment hysteresis in Turkey for female and male graduates for the years from 1988 to 2013.
Burak Güriş, Gülşah Sedefoğlu
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Racial Inequality, Growth and Distribution
Metroeconomica, EarlyView.ABSTRACT A post‐Keynesian‐Kaleckian model along structuralist lines is developed to incorporate the issue of racial inequality into the analysis of growth and distribution. It draws on ideas presented in the literature about the relationship between class inequality between capitalists and workers, and racial inequality between White and Black workers,
Amitava Krishna Dutt
wiley +1 more source
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT The paper examines the macroeconomic effects of public investment in emerging market and developing economies (EMDEs). To this end the analysis develops a new measure of public investment shocks based on cyclically adjusted government investment.
Amat Adarov +2 more
wiley +1 more source
The impact of the output gap on the unemployment rate: evidence from Mexico, 1987q1-2018q4
Ecos de Economía, 2019 Using quarterly data for Mexico from 1987Q1 to 2018Q4, we measure the impact of output gap on the unemployment rate based on a State-Space model with time-varying coefficients.
Manuel Garcìa-Ramos
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Spatial Econometric Analysis of Regional Aging: Evidence From German Counties
Population, Space and Place, Volume 32, Issue 6, August 2026.ABSTRACT Regional demographic change is widely acknowledged to contribute to economic decline, making an understanding of the determinants of regional population aging crucial for designing effective policy interventions. However, research on these determinants remains limited, particularly at the sub‐national level.
Andree Ehlert
wiley +1 more source
Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2010 A new test for hysteresis based on a nonlinear unobserved components model is proposed. Observed unemployment rates are decomposed into a natural rate component and a cyclical component. Threshold type nonlinearities are introduced by allowing past cyclical unemployment to have a different impact on the natural rate depending on the regime of the ...
Alicia Pérez Alon, Silvestro Di Sanzo
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Trade and Domestic Distortions: The Case of Informality
Econometrica, Volume 94, Issue 2, Page 573-618, March 2026.We examine the effects of international trade in the presence of a set of domestic distortions giving rise to informality, a prevalent phenomenon in developing countries. In our quantitative model, the informal sector arises from burdensome taxes and regulations that are imperfectly enforced by the government.
Rafael Dix‐Carneiro +3 more
wiley +1 more source
Hysteresis and unemployment : a preliminary investigation [PDF]
, 1999 This paper points out what hysteresis is using a simple model of market entry and exit. A procedure for calculating hysteresis indices for economic time series is outlined. Some preliminary results are presented to assess the explanatory power of hysteresis variables with regard to the equilibrium rate of unemployment in the UK.
Cross, Rod +3 more
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