Okun's law across time and frequencies

DOI10.1016/j.jedc.2020.103897OpenAlexW2991080962MaRDI QIDQ2191501

Manuel M. F. Martins, Luís Aguiar-Conraria, Maria Joana Soares

Publication date: 25 June 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1822/72642

zbMATH Keywords

business cyclescontinuous wavelet transformunemploymenttime-frequency estimationOkun's lawwavelet gain

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

Time-frequency regression ⋮ Re-evaluating Okun's law: why all recessions and recoveries are ``different

Cites Work

• The yield curve and the macro-economy across time and frequencies
• Wavelet applications in economics and finance
• Testing for time variation in an unobserved components model for the U.S. economy
• Design limits and dynamic policy analysis
• Unnamed Item

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