Paper 58

Unemployment hysteresis in US, UK, Germany, France, Italy

1. Monthly data for US, UK, Germany, France, Italy (from January 1978M1 to January 2024)

2. OxGauss code for ADF test, FADF test, ADF-SB test and FADF-SB test

3. OxGauss code for ARNN-ADF test with bootstrapped critical value

4. OXGauss code for KPSS test, FKPSS test, KPSS-SB test and FKPSS-SB test

5. OxGauss code for ARNN-KPSS test

6.  OXGauss code for all five KPSS types KPSS test, FKPSS test, KPSS-SB test, FKPSS-SB test and ARNN-KPSS test

7. OxGauss code for empirical distribution of ARNN-KPSS test

8. OxGauss code for size analysis of ARNN-KPSS test with 7 types of rho

9. OxGauss code for power analysis of ARNN-KPSS test with 7 types of sigma