TAR model asymmetric ECM Okun Law
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TAR model asymmetric ECM Okun Law
Thank you verry much trubador for your help
Last edited by Amineraja on Thu Jan 01, 2015 7:41 pm, edited 2 times in total.
Re: TAR model to estimate asymmetry in the okun coefficient
Assuming that you have proper background on the method implemented in tarcoint add-in and that you have correctly chosen the right model for your study, all you have to do is enter at least two series in the first dialog box:
You can use Gregory-Hansen Cointegration Test for the analysis of structural break within this context. Please refer to the original paper for the details of the model before running the code for your case.
- tarcoint.png (50.92 KiB) Viewed 4329 times
Re: TAR model to estimate asymmetry in the okun coefficient
thank you for your answer
Last edited by Amineraja on Thu Jan 01, 2015 7:42 pm, edited 1 time in total.
Re: TAR model to estimate asymmetry in the okun coefficient
Cointegration and Asymmetric Adjustment between Output and Unemployment:
an Application to the U.S. Economy
Elisabeth T. Pereira
J. P. Cerdeira Bento
Ricardo Fernando Silva
an Application to the U.S. Economy
Elisabeth T. Pereira
J. P. Cerdeira Bento
Ricardo Fernando Silva
- Attachments
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- Siklos okun.pdf
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