Paper 49

ANN test analysis of Unemployment hysteresis (May 2021)

1. Data set (Unemployment rate) Germany, France, UK, United States, 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 1991Q1-2018Q4

2. OxGauss Codes for the ANN test

3a. OxGauss code for empirical distribution of ANN test with predicated value

3b. OxGauss code for empirical distribution of ANN test without predicated value

4. OxGauss code for power and size of ANN test