Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Okuns Law: Copula-based Evidence from G7 Countries. (2020). Stavrakoudis, Athanassios ; Benos, Nikos.
In: MPRA Paper.
RePEc:pra:mprapa:103318.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 66

References cited by this document

Cocites: 26

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Sustainable Employment in Developing and Emerging Countries: Testing Augmented Okun’s Law in Light of Institutional Quality. (2023). Raies, Asma.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:4:p:3088-:d:1061784.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. A Sklar. Fonctions de R ́epartition`a N Dimensions Et Leurs Marges.Publications de L’Institut Statistique de L' Universite de Paris, pages 229–231, 1959
    Paper not yet in RePEc: Add citation now
  2. A. M. Okun. Potential GNP: Its measurement and significance.American Statistical Association, Proceedings of the Business and Economics Statistics Section, pages 98–104, 1962
    Paper not yet in RePEc: Add citation now
  3. Abbas Valadkhani and Russell Smyth. Switching and asymmetric behaviour of the okuncoefficient in the us: Evidence for the 1948–2015 period.Economic Modelling, 50:281–290, 2015

  4. Angelia L Grant. The great recession and Okun’s law.Economic Modelling, 69:291–300,2018.Allan W Gregory and Bruce E Hansen. Residual-based tests for cointegration in model swith regime shifts. Journal of Econometrics, 70:99–126, 1996
    Paper not yet in RePEc: Add citation now
  5. Arthur M Okun. The economics of prosperity.Washington, DC: Brookings Institution,1970.Andrew J Patton. A review of copula models for economic time series.Journal of Multi-variate Analysis, 110:4–18, 2012
    Paper not yet in RePEc: Add citation now
  6. B. Pfaff.Analysis of Integrated and Cointegrated Time Series with R. Springer, New York, second edition, 2008, ISBN: 0-387-27960-1
    Paper not yet in RePEc: Add citation now
  7. B. Pfaff.Package vars, 2015. URL: http://CRAN.R-project.org/package=vars. Rpackage version 1.5-2.P. C. B.
    Paper not yet in RePEc: Add citation now
  8. Cesar Nebot, Arielle Beyaert, and Jos ́e Garc ́ıa-Solanes. New insights into the nonlinearityof Okun’s law.Economic Modelling, 82:202–210, 2019
    Paper not yet in RePEc: Add citation now
  9. Cheng-Feng Lee, Te-Chung Hu, Ping-Cheng Li, and Ching-Chuan Tsong. Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test.Japan and the World Economy, 28:72 – 84, 2013
    Paper not yet in RePEc: Add citation now
  10. Christian Genest and A. C. Fabre. Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering, 12:347–368,2007.
    Paper not yet in RePEc: Add citation now
  11. Christian Genest, Bruno Rmillard, and David Beaudoin. Goodness-of-fit tests for copulas:A review and a power study.Insurance: Mathematics and Economics, 44:199–213,2009. doi: 10.1016/j.insmatheco.2007.10.005.
    Paper not yet in RePEc: Add citation now
  12. Daniel Berg. Copula goodness-of-fit testing: an overview and power comparison.The European Journal of Finance, 15:675–701, 2009

  13. David A Dickey and Wayne A Fuller. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica, 49:1057–1072, 1981

  14. David O Cushman. A unit root in postwar us real gdp still cannot be rejected, and yes, itmatters.Econ Journal Watch, 13:5–45, 2016

  15. Denis Kwiatkowski, Peter CB Phillips, Peter Schmidt, and Yongcheol Shin. Testing the null hypothesis of stationarity against the alternative of a unit root.Journal of Econo-metrics, 54:159–178, 1992
    Paper not yet in RePEc: Add citation now
  16. Donald G Freeman. Panel tests of Okun’s law for ten industrial countries.Economic Inquiry, 39(4):511–523, 2001
    Paper not yet in RePEc: Add citation now
  17. Eric Zivot and Donald W. K. Andrews. Further evidence on the great crash, the oil-priceshock, and the unit-root hypothesis.Journal of Business & Economic Statistics, 10:251–270, 1992.Syed Zwick, S Syed, et al. Augmented okun’s law within the emu: working-time or employment adjustment? a structural equation model.Economics Bulletin, 36(1):440–448, 2016

  18. Fabio Busetti and Andrew Harvey. When is a copula constant? a test for changing rela-tionships.Journal of Financial Econometrics, 15:347–333, 2011

  19. Guay C Lim, Robert Dixon, and Jan C van Ours. Beyond okuns law: output growth and labor market flows.Empirical Economics, pages 1–23, 2019

  20. Hans Manner and Olga Reznikova. A survey on time-varying copulas: Specification,simulations, and application.Econometric Reviews, 31:654–687, 2012
    Paper not yet in RePEc: Add citation now
  21. Ho-Chuan Huang and Chih-Chuan Yeh. Okun’s law in panels of countries and states.Applied Economics, 45(2):191–199, 2013
    Paper not yet in RePEc: Add citation now
  22. Ho-Chuan River Huang and Ya-Kai Chang. Investigating Okun’s law by the structural break with threshold approach: Evidence from Canada.The Manchester School, 73(5):599–611, 2005

  23. Imad A. Moosa. A cross-country comparison of okun’s coefficient.Journal of Comparative Economics, 24(3):335–356, 1997
    Paper not yet in RePEc: Add citation now
  24. Ioannis Bournakis, Christopher Tsoukis, Dimitris K Christopoulos, and Theodore Palivos.Political Economy Perspectives on the Greek Crisis: Debt, Austerity and Unemployment. Springer, 2017
    Paper not yet in RePEc: Add citation now
  25. Ivan Kojadinovic, Jun Yan, Mark Holmes, et al. Fast large-sample goodness-of-fit testsfor copulas.Statistica Sinica, 21:841–871, 2011
    Paper not yet in RePEc: Add citation now
  26. James H. Stock and Mark W. Watson. Vector autoregressions. Journal of Economic Perspectives, 15:101–115, 2001

  27. James P. Cover and Sushanta K. Mallick. Identifying sources of macroeconomic andexchange rate fluctuations in the uk.Journal of International Money and Finance, 31:1627–1648, 2012
    Paper not yet in RePEc: Add citation now
  28. James Douglas Hamilton.Time series analysis. Princeton University Press, 1994. ISBN0-691-04289-6.Mark J Holmes and Brian Silverstone. Okun’s law, asymmetries and jobless recoveries in the united states: A markov-switching approach.Economics Letters, 92(2):293–299,2006
    Paper not yet in RePEc: Add citation now
  29. James H Stock and Mark W Watson. Disentangling the channels of the 2007-2009 reces-sion. Technical Report 1, Brookings Institution, 2012

  30. Jes us Crespo Cuaresma. Okun's law revisited.Oxford Bulletin of Economics and Statis-tics, 65(4):439–451, 2003

  31. Jim Lee. The robustness of okun’s law: Evidence from oecd countries.Journal of macroeconomics, 22(2):331–356, 2000
    Paper not yet in RePEc: Add citation now
  32. Jim Malley and Hassan Molana. Output, unemployment and Okun’s law: Some evidencefrom the g7.Economics Letters, 101(2):113–115, 2008
    Paper not yet in RePEc: Add citation now
  33. Jim Malley and Hassan Molana. The relationship between output and unemployment withefficiency wages.German Economic Review, 8(4):561–577, 2007.
    Paper not yet in RePEc: Add citation now
  34. Josep Llu ́ıs Carrion-i Silvestre, Dukpa Kim, and Pierre Perron. Gls-based unit roottests with multiple structural breaks under both the null and the alternative hypothe-ses.Econometric theory, pages 1754–1792, 2009

  35. Jun-De Lee, Chien-Chiang Lee, and Chun-Ping Chang. Hysteresis in unemployment revisited: Evidence from panel lm unit root tests with heterogeneous structural breaks.Bulletin of Economic Research, 61:325–334, 2009

  36. Jushan Bai and Pierre Perron. Critical values for multiple structural change tests.The Econometrics Journal, 6(1):72–78, 2003

  37. K. A. Clarke. A simple distribution-free test for nonnested model selection.PoliticalAnalysis, 15:347–363, 2007

  38. Kevin Dowd. Copulas in Macroeconomics.Journal of International and global Economic Studies, 1:1–26, 2008.Graham Elliott, Thomas J. Rothenberg, and James H. Stock. Efficient tests for an autoregressive unit root.Econometrica, 64:813–836, 1996
    Paper not yet in RePEc: Add citation now
  39. Khaled Mokni and Manel Youssef. Measuring persistence of dependence between crude oil prices and gcc stock markets: A copula approach.The Quarterly Review of Economics and Finance, 72:14–33, 2019.
    Paper not yet in RePEc: Add citation now
  40. Laurence Ball, Daniel Leigh, and Prakash Loungani. Okun’s law: Fit at 50?Journal of Money, Credit and Banking, 49(7):1413–1441, 2017.
    Paper not yet in RePEc: Add citation now
  41. Leopold S ̈ogner. Okun’s law does the austrian unemployment-GDP relationship exhibit structural breaks? Empirical Economics, 26(3):553–564, 2001.
    Paper not yet in RePEc: Add citation now
  42. Martin FJ Prachowny. Okun’s law: theoretical foundations and revised estimates.The Review of Economics and Statistics, pages 331–336, 1993
    Paper not yet in RePEc: Add citation now
  43. Matiur Rahman and Muhammad Mustafa. Okuns law: evidence of 13 selected developed countries.Journal of Economics and Finance, 41(2):297–310, 2017
    Paper not yet in RePEc: Add citation now
  44. Matti Vir ́en. The okun curve is non-linear.Economics letters, 70(2):253–257, 2001.Quang H. Vuong. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses. Econometrica, 57:307–333, 1989

  45. Menzie D Chinn, Laurent Ferrara, and Val ́erie Mignon. Post-recession us employment through the lens of a non-linear Okun’s law. Technical report, National Bureau of Economic Research, 2013

  46. Nir Jaimovich and Henry E. Siu. The Trend is the Cycle: Job Polarization and Jobless Recoveries. http://www.nber.org/papers/w18334, 2012.Harry Joe.Dependence Modeling with Copulas. CRC Press, 2014

  47. Ozer Arabaci and Rabihan Yuksel Arabaci. A flexible nonlinear inference to okuns lawfor turkish economy in the last decade.Panoeconomicus, 65(5):569–586, 2018
    Paper not yet in RePEc: Add citation now
  48. Panos Fousekis, Christos Emmanouilides, and Vasilis Grigoriadis. Price linkages in the international skim milk powder market: empirical evidence from nonparametric and time-varying copulas. Australian Journal of Agricultural and Resource Economics, 61(1):135–153, 2017. doi: 10.1111/1467-8489.12147.

  49. Paramsothy Silvapulle, Imad A Moosa, and Mervyn J Silvapulle. Asymmetry in okun’slaw.Canadian Journal of Economics/Revue canadienne d’ ́economique, 37(2):353–374, 2004.
    Paper not yet in RePEc: Add citation now
  50. Paul Gomme. Shirking, unemployment and aggregate fluctuations.International Eco-nomic Review, 40(1):3–21, 1999

  51. Peng Guo, Huiming Zhu, and Wanhai You. Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and bric: A quantile regression ap-proach.Finance Research Letters, 25:251–258, 2018

  52. Phllips and Z. Xiao. A primer on unit root testing. Journal of Economic Surveys,12:423–470, 1998

  53. Rob W.J. van den Goorbergh, Christian Genest, and Bas J.M. Werker. Bivariate optionpricing using dynamic copula models.Insurance: Mathematics and Economics, 37:101–114, 2005. doi: 10.1016/j.insmatheco.2005.01.008

  54. Roger B Nelsen.An introduction to copulas. Springer Series in Statistics. Springer, 2007
    Paper not yet in RePEc: Add citation now
  55. Roger Perman and Christophe Tavera. Testing for convergence of the Okuns law coefficient in Europe. Empirica, 34(1):45–61, 2007.

  56. Roger Perman, Gaetan Stephan, and Christophe Tav ́era. Okun’s lawa meta-analysis.The Manchester School, 83(1):101–126, 2015.Eric Persson. OECD: Search and Extract Data from the OECD, 2016. URL: http://cran.r-project.org/package=OECD. R package version 0.2.2.2
    Paper not yet in RePEc: Add citation now
  57. Ronald Schettkat. Labor market flows over the business cycle: an asymmetric hiring cost explanation. Journal of Institutional and Theoretical Economics (JITE)/Zeitschrift furdie gesamte Staatswissenschaft, pages 641–653, 1996
    Paper not yet in RePEc: Add citation now
  58. Søren Johansen. Estimation and hypothesis testing of cointegration vectors in gaussianvector autoregressive models.Econometrica, 59:1551–1580, 1991

  59. Semih Emre C ̧ ekin, Ashis Kumar Pradhan, Aviral Kumar Tiwari, and Rangan Gupta.Measuring co-dependencies of economic policy uncertainty in latin american countriesusing vine copulas.The Quarterly Review of Economics and Finance, 2019
    Paper not yet in RePEc: Add citation now
  60. Shu-Chin Lin et al. Smooth-time-varying okun’s coefficients.Economic Modelling, 25(2):363–375, 2008
    Paper not yet in RePEc: Add citation now
  61. Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler, Thomas Nagler, and Tobias Erhardt.VineCopula: Statistical Inference of Vine Copulas, 2016. URLhttp://CRAN.R-project.org/package=VineCopula. R package version 2.0.4.
    Paper not yet in RePEc: Add citation now
  62. Vladimir Arcabic and Eric Olson. Estimates of okun’s law using a new output gap mea-sure.Economics Bulletin, 39(2):929–936, 2019
    Paper not yet in RePEc: Add citation now
  63. Wanling Huang, Andre Varella Mollick, and Khoa Huu Nguyen. Us stock markets and the role of real interest rates.The Quarterly Review of Economics and Finance, 59:231–242, 2016

  64. Xiaohong Chen and Yanqin Fan. Estimation of copula-based semi parametric time series models.Journal of Econometrics, 130:307–335, 2006
    Paper not yet in RePEc: Add citation now
  65. Xiuhua Wang and Ho-Chuan Huang. Okuns law revisited: a threshold in regression quantiles approach.Applied Economics Letters, 24(21):1533–1541, 2017.Luca Zanin and Giampiero Marra. Rolling regression versus time-varying coefficient modelling: An empirical investigation of the Okun’s law in some euro area countries.Bulletin of Economic Research, 64(1):91–108, 2012
    Paper not yet in RePEc: Add citation now
  66. Yongcheol Shin, Byungchul Yu, and Matthew Greenwood-Nimmo. Modelling asymmet-ric cointegration and dynamic multipliers in a nonlinear ardl framework. In Festschriftin honor of Peter Schmidt, pages 281–314. Springer, 2014
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The nexus between economic growth and educated unemployment. (2024). Esquivias, Miguel Angel ; Susanto, Joko.
    In: Romanian Journal of Economics.
    RePEc:ine:journl:v:59:y:2024:i:68:p:36-47.

    Full description at Econpapers || Download paper

  2. Testing the Validity of Okun’s Law in Algeria: Is there a difference between Maki’s Cointegration and Quantile’s Regression Results?. (2023). Ayad, Hicham ; Driouche, Dahmani Mohamed ; Manel, Attouchi ; Hicham, Ayad ; Moussa, Chenini.
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:23:y:2023:i:1:p:42-63:n:5.

    Full description at Econpapers || Download paper

  3. The heterogeneity of Okuns law: A metaregression analysis. (2023). Martín-Román, Ángel ; Martin-Roman, Angel L ; Porras-Arena, Sylvina M.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003024.

    Full description at Econpapers || Download paper

  4. Fiscal deficits and the socioeconomic consequences of rebalancing: Insights from a TVP?VAR with stochastic volatility. (2023). Sala, Hector ; Pham, Binh Thai.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:62:y:2023:i:2:p:214-235.

    Full description at Econpapers || Download paper

  5. L‘intensité en emploi de la croissance en Côte d’Ivoire en période d’expansion et en période de contraction. (2022). Jose, Coffie Francis.
    In: Region et Developpement.
    RePEc:tou:journl:v:55:y:2022:p:39-53.

    Full description at Econpapers || Download paper

  6. A spatial econometric multivariate model of Okuns law. (2022). Elhorst, J.Paul ; Emili, Silvia.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:93:y:2022:i:c:s0166046221001162.

    Full description at Econpapers || Download paper

  7. Okuns law: Copula-based evidence from G7 countries. (2022). Stavrakoudis, Athanassios ; Benos, Nikos.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:478-491.

    Full description at Econpapers || Download paper

  8. On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043.

    Full description at Econpapers || Download paper

  9. Asymmetry Relationship between Economic Growth and Unemployment Rates in the Arab countries: Application of the OKUN Law during 1960-2017. (2021). Hamida, Ben Haj ; Bilal, Louail.
    In: Management.
    RePEc:vrs:manmen:v:25:y:2021:i:2:p:1-21:n:8.

    Full description at Econpapers || Download paper

  10. Beyond Okun’s law: output growth and labor market flows. (2021). Lim, Guay ; Dixon, Robert ; Ours, Jan C.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01794-2.

    Full description at Econpapers || Download paper

  11. Impacto de la política de empleo juvenil en la disminución del desempleo en los países de la Unión Europea, período 2002-2017. (2021). Cuesta, Lizeth.
    In: MPRA Paper.
    RePEc:pra:mprapa:111026.

    Full description at Econpapers || Download paper

  12. Asymmetry in Okun’s Law Revisited: New evidence on cyclical unemployment–cyclical output trade-off in the Free State Province using NARDL model.. (2021). Omoshoro-Jones, Oyeyinka.
    In: MPRA Paper.
    RePEc:pra:mprapa:107126.

    Full description at Econpapers || Download paper

  13. Sectoral Okuns law and cross-country cyclical differences. (2021). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin ; Goto, Eiji.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:91-103.

    Full description at Econpapers || Download paper

  14. Economic Growth and Unemployment Nexus: Okun’s Two-Version Case for Nigeria, South Africa and United States of America. (2020). Victor, Adedotun Seyingbo ; Onakoya, Adegbemi Babatunde.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:12:y:2020:i:1:p:55-65.

    Full description at Econpapers || Download paper

  15. Okuns Law: Copula-based Evidence from G7 Countries. (2020). Stavrakoudis, Athanassios ; Benos, Nikos.
    In: MPRA Paper.
    RePEc:pra:mprapa:103318.

    Full description at Econpapers || Download paper

  16. A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Economics Letters.
    RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827.

    Full description at Econpapers || Download paper

  17. Okun’s Law across time and frequencies. (2020). Martins, Manuel ; Aguiar-Conraria, Luis ; Soares, Maria Joana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300658.

    Full description at Econpapers || Download paper

  18. Sectoral Okuns Law and Cross-Country Cyclical Differences. (2020). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Goto, Eiji.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8101.

    Full description at Econpapers || Download paper

  19. Government Deficit Shocks and Okuns Coefficient Volatility: New Insights on the Austerity versus Growth Debate. (2019). Sala, Hector ; Pham, Binh Thai .
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp12492.

    Full description at Econpapers || Download paper

  20. New insights into the nonlinearity of Okuns law. (2019). Garcia-Solanes, Jose ; Beyaert, Arielle ; Nebot, Cesar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:202-210.

    Full description at Econpapers || Download paper

  21. Self-employment and the Okuns law. (2019). Porras, María ; Martín-Román, Ángel ; Martin-Roman, Angel L ; Porras-Arena, Sylvina M.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:77:y:2019:i:c:p:253-265.

    Full description at Econpapers || Download paper

  22. Beyond Okuns Law: Output Growth and Labor Market Flows. (2018). Lim, Guay ; Dixon, Robert ; Ours, Janvan ; van Ours, Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180097.

    Full description at Econpapers || Download paper

  23. The Great Recession and Okuns law. (2018). Grant, Angelia L.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:291-300.

    Full description at Econpapers || Download paper

  24. Did Okun’s law die after the Great Recession?. (2017). Miller, Stephen ; Canarella, Giorgio.
    In: Business Economics.
    RePEc:pal:buseco:v:52:y:2017:i:4:d:10.1057_s11369-017-0045-1.

    Full description at Econpapers || Download paper

  25. Euro, crisis and unemployment: Youth patterns, youth policies?. (2016). Sala, Hector ; Ordóñez, Javier ; Ghoshray, Atanu ; Ordoez, Javier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:442-453.

    Full description at Econpapers || Download paper

  26. Examining the Stability of Okun’s Coefficient. (2015). Michail, Nektarios A.
    In: Working Papers.
    RePEc:cyb:wpaper:2015-2.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-13 04:10:03 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.