Unemployment hysteresis in US, UK, Germany, France, Italy
Monthly data for US, UK, Germany, France, Italy (from January 1978M1 to January 2024)
OxGauss code for ADF test, FADF test, ADF-SB test and FADF-SB test
OxGauss code for ARNN-ADF test with bootstrapped critical value
OXGauss code for KPSS test, FKPSS test, KPSS-SB test and FKPSS-SB test
OxGauss code for ARNN-KPSS test
OXGauss code for all five KPSS types KPSS test, FKPSS test, KPSS-SB test, FKPSS-SB test and ARNN-KPSS test
OxGauss code for empirical distribution of ARNN-KPSS test
OxGauss code for size analysis of ARNN-KPSS test with 7 types of rho
OxGauss code for power analysis of ARNN-KPSS test with 7 types of sigma
Critical values of KPSS-types stationarity test