References
- Adanu, K. (2005) A cross-province comparison of Okun’s coefficient for Canada, Applied Economics, 37, 561–70. doi:10.1080/0003684042000201848
- Atkinson, J. (1987) Flexibility or fragmentation? the United Kingdom labour market in the eighties, Labour and Society, 12, 87–105.
- Attfield, C. L. F. and Silverstone, B. (1998) Okun’s law, cointegration and gap variables, Journal of Macroeconomics, 20, 625–37. doi:10.1016/S0164-0704(98)00076-7
- Bollerslev, T. (1986) Generalized autoregressive conditional heteroskedasticity, Journal of Econometrics, 31, 307–27.
- Choi, P. and Nam, K. (2008) Asymmetric and leptokurtic distribution for heteroscedastic asset returns: the Su-normal distribution, Journal of Empirical Finance, 15, 41–63. doi:10.1016/j.jempfin.2006.06.009
- Cogley, T. and Nason, J. M. (1995) Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research, Journal of Economic Dynamics and Control, 19, 253–78. doi:10.1016/0165-1889(93)00781-X
- Crespo-Cuaresma, J. (2003) Revisiting Okun’s law: a piecewise-linear approach, Oxford Bulletin of Economics and Statistics, 65, 439–51.
- Evans, G. W. (1989) Output and unemployment dynamics in the United States: 1950-1985, Journal of Applied Econometrics, 4, 213–37. doi:10.1002/jae.3950040302
- Harris, R. and Silverstone, B. (2001) Testing for asymmetry in Okun’s law: a cross-country comparison, Economics Bulletin, 5, 1–13.
- Huang, H. C. and Lin, S. C. (2006) A flexible nonlinear inference to Okun’s relationship, Applied Economics Letters, 13, 325–31. doi:10.1080/13504850500398625
- Huang, H. C. and Lin, S. C. (2008) Smooth-time-varying Okun’s coefficients, Economic Modelling, 25, 363–75. doi:10.1016/j.econmod.2007.06.009
- Lee, J. (2000) The robustness of Okun’s law: evidence from OECD countries, Journal of Macroeconomics, 22, 331–56. doi:10.1016/S0164-0704(00)00135-X
- Nelson, D. B. (1991) Conditional heteroskedasticity in asset returns: a new approach, Econometrica, 59, 347–70.
- Okun, A. M. (1962) Potential GNP: its measurement and significance, in Proceedings of the business and economic statistics section, American Statistical Association, Washington, DC.
- Perman, R. and Tavera, C. (2005) A cross-country analysis of the Okun’s law coefficient convergence in Europe, Applied Economics, 37, 2501–13. doi:10.1080/00036840500366395
- Silvapulle, P., Moosa, I. A. and Silvapulle, M. J. (2004) Asymmetry in Okun’s law, Canadian Journal of Economics/Revue Canadienne d`Economique, 37, 353–74. doi:10.1111/j.0008-4085.2004.00006.x
- Villaverde, J. and Maza, A. (2009) The robustness of Okun’s law in Spain, 1980-2004 regional evidence, Journal of Policy Modeling, 31, 289–97. doi:10.1016/j.jpolmod.2008.09.003
- Virén, M. (2001) The Okun curve is non-linear, Economics Letters, 70, 253–7. doi:10.1016/S0165-1765(00)00370-0
- Weber, C. E. (1997) The paper-bill spread and Blanchard’s version of Okun’s law, Applied Economics Letters, 4, 437–40. doi:10.1080/135048597355212
- Zivot, E. and Andrews, K. (1992) Further evidence on the great crash, the oil price shock, and the unit root hypothesis, Journal of Business and Economic Statistics, 10, 251–70.