Paper 45

Unemployment hysteresis in Asia-Pacific countries (March 2021)

1. Data set (Unemployment rate) Australia, New Zealand, Indonesia, Malaysia, Philippines, Singapore, Thailand, China, South Kore and Japan

Thomson Reuters (2021). Thomson Reuters Datastream. Accessed on 16 February 2021.  https://eikon.thomsonreuters.com/index.html. 

1. Data set (from Thomson Datastream) quarterly unemployment 1986Q1-2021Q1

2. OxGauss Codes for the ADF test, the FADF test, the ADF-SB test, the FADF-SB test

3. OxGauss Codes for the SUR-ADF test and the SUR-FADF test

4. OxGauss Codes for Geweke-Porter-Hudak (without imaginary number)

5. OxGauss Codes for Hurst exponent

6. OxGauss codes for analysis of the Lagrange Multiplier (LM) analysis in Robinson (1994): Gil-Alana (2004), periodogram  are estimated without imaginary 

7. OxGauss codes for analysis of the Confidence Interval (CI) analysis in the Alana-Yaya (AY) test (Gil-Alana and Yaya, 2020)

8. OxGauss codes for the artificial neuron network (ANN) unit root test in Yaya et al. (2021)

Reference:

1. Gil-Alana, L.A., and O.S. Yaya. 2020. “Testing Fractional Unit Root with Non-linear Smooth Break

    Approximations Using Fourier Functions.” Journal of Applied Statistics. 

    DOI: 10.1080/02664763.2020.1757047

2. Yaya, O.Y, Ogbonna, A.E., Furuoka, F. and Gil-Alana, L. 2021. “New unit root test for unemployment

    hysteresis based on the autoregressive neural network”. Oxford Bulletin of Economics and Statistics. 

    DOI: 10.1111/obes.12422.