Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks

Computational Statistics and Data Analysis

Volumn 52, Issue 11, 2008, Pages 4998-5013

  Caporale, Guglielmo Maria ^a   Gil Alana, Luis A ^b  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EMPLOYMENT; HYSTERESIS; MATHEMATICAL MODELS; MONTE CARLO METHODS; PERSONNEL;

FRACTIONAL INTEGRATION; STRUCTURAL BREAKS; STRUCTURAL INSTABILITY;

INTEGRATION;

EID: 46549085191     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.04.023     Document Type: Article

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