A Cross-Country Comparison of Okun's Coefficient

Journal of Comparative Economics

Volumn 24, Issue 3, 1997, Pages 335-356

  Moosa, Imad A ^a  

^a LA TROBE UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000216913     PISSN: 01475967     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcec.1997.1433     Document Type: Article

References (22)

1. Anil, K. Bera, Carlos, M. Jarque, 1981, An Efficient Large Sample Test for Normality of Observations and Regression Residuals.
2. Chow Gregory C. Tests of Equality between Sets of Coefficients in Two Linear Regressions. Econometrica. 28:July 1960;591-605.
3. Godfrey Leslie G. Testing against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables. Econometrica. 46:Nov. 1978a;1293-1302.
4. Godfrey Leslie G. Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables. Econometrica. 46:Nov. 1978b;1303-1310.
5. Gordon Robert J. Unemployment and Potential Output in the 1980's. Brookings Papers Econom. Activity. 15:1984;537-564.
6. Robert, J. Gordon, 1993, Macroeconomics, Harper Collins, New York.
7. Hamada Koichi, Kurosaka Yoshi. The Relationship between Production and Unemployment in Japan: Okun's Law in Comparative Perspective. Eur. Econom. Rev. 25:June 1984;71-94.
8. Harvey Andrew C. Trends and Cycles in Macroeconomic Time Series. J. Bus. Econom. Statist. 13:July 1985;216-227.
9. Harvey Andrew C. Forecasting, Structural Time Series Models and the Kalman Filter. 1989.
10. Hendry David F., Mizon Grayham E. Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. Econom. J. 88:Sept. 1978;549-563.
11. Kaufman Roger T. An International Comparison of Okun's Law. J. Comp. Econom. 12:June 1988;182-203.
12. Knoester Anthonie. Okun's Law Revisited. Weltwirtsch. Arch. 122:1986;657-666.
13. Koenker Roger W. A Note on Studentizing a Test for Heteroskedasticity. J. Econom. 17:Sept. 1981;107-112.
14. Koopman Siem J., Harvey Andrew C., Doornik Jurgen A., Shephard Neil. STAMP 5.0: Structural Time Series Analyser, Modeller and Predictor. 1995.
15. Mizon Grayham E. A Simple Message for Autocorrelation Correctors: Don't. J. Econom. 69:Sept. 1995;267-288.
16. Okun Arthur M. Potential GNP: Its Measurement and Significance. Proceedings, Business and Economic Statistics Section of the American Statistical Association. 1962;89-104.
17. Prachowny Martin F. J. Okun's Law: Theoretical Foundations and Revised Estimates. Rev. Econom. Statist. 75:May 1993;331-336.
18. Ramsey James B. Models, Specification Error and Inference: A Discussion of Some Problems in Econometric Methodology. Bull. Oxford Univ. Inst. Econom. Statist. 32:Nov. 1970;301-318.
19. Smith Gary. Okun's Law Revisited. Quart. Rev. Econom. Bus. 15:Winter 1975;37-54.
20. Tatom John A. Potential Output and Recent Productivity Decline. Fed. Res. Bank St. Louis Rev. 64:Jan. 1982;3-16.
21. Weber Christian E. Cyclical Output, Cyclical Unemployment, and Okun's Coefficient: A New Approach. J. Appl. Econom. 10:Oct. 1995;433-445.
22. Zellner Arnold. An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias. J. Amer. Statist. Assoc. 57:June 1962;348-368.