Paper 02

An earlier draft of this paper was deposited as the MPRA Paper No. 60946 (Hysteresis in European labour market) in December 2014

"A new test for analysing hysteresis in European unemployment" (December 2015, updated in July 2016).

1. Data Set Annual data (from Eurostat)

2. Data Set Quarter data (from Eurostat)

3. OxGauss code1 (the ADF test, the SUR-ADF test, the FADF test and the SUR-FADF test)

4. OxGauss code2 (system-based analysis of the ADF test, the SUR-ADF test, the FADF test and the SUR-FADF test)

5. OxGauss code3 (critical values for the SUR-FADF test)

6.Web Link

https://ideas.repec.org/p/pra/mprapa/60946.html

7. Full paper download