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