Artificial neural network (ANN) test for unemployment hysteresis (April 2021)
1. Data set (Unemployment rate) Germany, France, United Kingdom, United States and Canada
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 1969Q1-2021Q1
2. OxGauss Codes for the ADF test, and the ANN test (critical values are estimated by bootstrap method
3. OxGauss Codes for the empirical distribution of the ADF test and ANN test (0.01, 0.05, 0.10, 0.50, 0.90, 0.95, 0.99)
4. OxGauss Codes for empirical size (for the size analysis, ρ (rho) is set to 1.) and empirical power (for the size analysis, ρ (rho) is set to 0.9.)