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Volumn 25, Issue 3, 2003, Pages 275-286

Testing for non-linearity in labour markets: The case of Germany and the UK

Author keywords

Non linearity; Sectoral shares; Unemployment rate

Indexed keywords


EID: 0038330466     PISSN: 01618938     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0161-8938(03)00024-3     Document Type: Article
Times cited : (10)

References (18)
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    • Bollerslev T.Generalized autoregressive conditional heteroscedasticity Journal of Econometrics 31 1986 307-327
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 2
    • 0002962834 scopus 로고
    • Is the business cycle characterised by deterministic chaos?
    • Brock W.Sayers C.Is the business cycle characterised by deterministic chaos? Journal of Monetary Economics 22 1988 71-90
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    • Brock, W.1    Sayers, C.2
  • 3
    • 85071343664 scopus 로고    scopus 로고
    • A test for independence based on the correlation dimension
    • Brock W.A.Dechert W.Scheinkman J.A test for independence based on the correlation dimension Econometrics Reviews 15 1996 197-235
    • (1996) Econometrics Reviews , vol.15 , pp. 197-235
    • Brock, W.A.1    Dechert, W.2    Scheinkman, J.3
  • 6
    • 0002596525 scopus 로고    scopus 로고
    • A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
    • Clements M.P.Krolzig H.-M.A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP Econometrics Journal 1 1998 C47-C75
    • (1998) Econometrics Journal , vol.1
    • Clements, M.P.1    Krolzig, H.-M.2
  • 7
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    • Engle R.F.Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation Econometrica 50 1982 987-1007
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 12
    • 84986777926 scopus 로고
    • Diagnostic checking ARMA time series models using squared-residual autocorrelations
    • McLeod A.I.Li W.K.Diagnostic checking ARMA time series models using squared-residual autocorrelations Journal of Time Series Analysis 4 1983 269-273
    • (1983) Journal of Time Series Analysis , vol.4 , pp. 269-273
    • McLeod, A.I.1    Li, W.K.2
  • 13
    • 0038514372 scopus 로고    scopus 로고
    • Is non-linear dependence present in the US unemployment rate and the growth rates of employment sectoral shares?
    • (Working Paper 13). School of Economics, Free University of Bolzano
    • Panagiotidis T., & Pelloni, G. (2001). Is non-linear dependence present in the US unemployment rate and the growth rates of employment sectoral shares? (Working Paper 13). School of Economics, Free University of Bolzano.
    • (2001)
    • Panagiotidis, T.1    Pelloni, G.2
  • 16
    • 0037375419 scopus 로고    scopus 로고
    • Macroeconomic affects of sectoral shares in US, UK and Germany: A BVAR-GARCH-M approach
    • Pelloni G.Polasek W.Macroeconomic affects of sectoral shares in US, UK and Germany: A BVAR-GARCH-M approach Computational Economics 21 2003 65-85
    • (2003) Computational Economics , vol.21 , pp. 65-85
    • Pelloni, G.1    Polasek, W.2
  • 17
    • 0001146403 scopus 로고
    • Non-linearity tests for time series
    • Tsay R.S.Non-linearity tests for time series Biometrica 73 1986 461-466
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    • Tsay, R.S.1
  • 18


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.