Asymmetric dynamics between uncertainty and unemployment flows in the United States
Author:
Affiliation:
1. Department of Management and Engineering , Linköping University , 581 83, Linköping , Sweden
2. Department of Applied Economics , Universitat de les Illes Balears , Palma de Mallorca , 07122, Spain
Abstract
Funder
Ministerio de Educación, Cultura y Deporte
Jan Wallanders och Tom Hedelius Stiftelse samt Tore Browaldhs Stiftelse
Publisher
Walter de Gruyter GmbH
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Analysis,Economics and Econometrics,Social Sciences (miscellaneous),Analysis
Link
https://www.degruyter.com/document/doi/10.1515/snde-2019-0058/pdf
Reference76 articles.
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2. Andrews, D. W. K. 1993. “Tests for Parameter Instability and Structural Change with Unknown Change Point.” Econometrica 61: 821–56, https://doi.org/10.2307/2951764.
3. Andrews, D. W. K., and W. Ploberger. 1994. “Optimal Tests when a Nuisance Parameter is Present Only under the Alternative.” Econometrica 62: 1383–414, https://doi.org/10.2307/2951753.
4. Antonakakis, N., R. Gupta, and C. Andre. 2015. “Dynamic Co-movements between Economic Political Uncertainty and Housing Market Returns.” Journal of Real Estate Portfolio Management 21: 53–60, https://doi.org/10.1080/10835547.2015.12089971.
5. Bachmann, R., and C. Bayer. 2013. “‘Wait-and-See’ Business Cycles?.” Journal of Monetary Economics 60: 704–19, https://doi.org/10.1016/j.jmoneco.2013.05.005.
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