Asymmetric dynamics between uncertainty and unemployment flows in the United States
From MaRDI portal
Publication:2700534
DOI10.1515/snde-2019-0058OpenAlexW3030180364MaRDI QIDQ2700534
Publication date: 27 April 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2019-0058
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Uses Software
Cites Work
- Approximately normal tests for equal predictive accuracy in nested models
- A new statistic and practical guidelines for nonparametric Granger causality testing
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution
- Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models
- Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?
- On Some Models for Value-At-Risk
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Working Time and Employment Under Uncertainty
- The Impact of Uncertainty Shocks
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Job Creation and Job Destruction in the Theory of Unemployment
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- A test for independence based on the correlation dimension
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Promotion, Turnover, and Compensation in the Executive Labor Market
- Uncertainty Shocks in a Model of Effective Demand
- Uncertainty and Unemployment
- Really Uncertain Business Cycles
- Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation
- Efficient Tests for an Autoregressive Unit Root
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Uncertainty and Investment Dynamics
- Testing for Granger-causality in quantiles
- Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?
