Paper 55

A new approach to testing unemployment hysteresis 

1. Data set (Unemployment rate for Denmark, Finland, Norway and Sweden, for the period of 2000–2014

(European Commission (2016) Eurostat. http://epp.eurostat.ec.europa.eu/portal/page/portal/statistics/search

_database

2.  ADF test, Fourier ADF (FADF) test, ADF with structural break (ADF-SB) test and Fourier ADF with structural break (FADF-SB) 

3.  KPSS test, Fourier KPSS (FKPSS) test, KPSS with structural break (KPSS-SB) test and Fourier KPSS with structural break (FKPSS-SB)