86
Views
12
CrossRef citations to date
0
Altmetric
Original Articles

Unemployment and real oil prices in Australia: a fractionally cointegrated approach

Pages 201-204 | Published online: 06 Oct 2010

References

  • Bean , C. R. 1994 . European unemployment: a survey . Journal of Economic Literature , 32 : 573 – 619 .
  • Blanchard , O. 1999 . Revisiting European unemployment: unemployment, capital accumulation and factor prices , NBER Working Paper no. 6566
  • Bloomfield , P. 1973 . An exponential spectral model for the spectrum of a scalar time series . Biometrika , 60 : 217 – 226 .
  • Dickey , D. and Fuller , W. A. 1979 . Distributions of the estimators for autoregressive time series with a unit root . Journal of the American Statistical Association , 74 : 427 – 431 .
  • Engle , R. F. and Granger , C. W. J. 1987 . Co-integration and error correction: representation, estimation, and testing . Econometrica , 55 : 251 – 276 .
  • Gil-Alana , L. A. 1999 . Testing of fractional integration with monthly data . Economic Modelling , 16 : 613 – 629 .
  • Gil-Alana , L. A. 2000 . Mean reversion in the real exchange rates . Economics Letters , 16 : 285 – 288 .
  • Gil-Alana , L. A. 2001 . Testing of stochastic cycles in macroeconomic time series . Journal of Time Series Analysis , 22 : 411 – 430 .
  • Gil-Alana , L. A. and Robinson , P. M. 1997 . Testing of unit roots and other nonstationary hypotheses in macroeconomic time series . Journal of Econometrics , 80 : 241 – 268 .
  • Gil-Alana , L. A. and Robinson , P. M. 2001 . Testing of seasonal fractional integration in the UK and Japanese consumption and income . Journal of Applied Econometrics , 16 : 95 – 114 .
  • Nelson , C. R. and Plosser , C. I. 1982 . Trends and random walks in macroeconomic lime series . Journal of Monetary Economics , 10 : 139 – 162 .
  • Nickell , S. J. 1997 . Unemployment and labour market rigidities: Europe versus North America . Journal of Economic Perspectives , 11 ( 3 ) : 55 – 74 .
  • Nickell , S. J. 1998 . Unemployment: questions and some answers . Economic Journal , 108 : 802 – 816 .
  • Phelps , E. S. 1994 . Structural Slumps , Cambridge, MA : Harvard University Press .
  • Phillips , P. C. B. and Perron , P. 1988 . Testing for a unit root in time series regression . Biomeirika , 75 : 335 – 346 .
  • Robinson , P. M. 1994 . Efficient tests of nonstationary hypotheses . Journal of the American Statistical Association , 89 : 1420 – 1437 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.