Paper 48

Unemployment hysteresis in five major economies (May 2021)

1. Data set (Unemployment rate) United States, Japan, Germany, UK and France

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 1991Q1-2018Q4

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 (GPH) test (Geweke and Porter-Hudak, 1983)

5. OxGauss Codes for Hurst exponent (Hurst, 1956)

6. OxGauss codes for analysis of the Confidence Interval (CI) analysis in Robinson test (Robinson, 1994): 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 analysis of the Confidence Interval (CI) analysis in fractional integration with structural break (FI-SB)

9. OxGauss codes for the artificial neural network (ANN) unit root test in Yaya et al. (2021) bootstrapped critical values