Evidence concerning non-linear structure in Canadian provincial unemployment rates

Murray Frank, Chera Sayers, Thanasis Stengos

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

In this paper we examine Canadian provincial unemployment data for evidence of significant non-linear structure. Recent work on unemployment persistence, see Nickell (1990), suggests that the reduced form unemployment equations can be modelled by linear autoregressions. Our findings are consistent with the above literature and also confirm the results of Frank and Stengos (1988b) for the aggregate Canadian unemployment series. To test for the presence of non-linear effects we employ a test by Brock et al. (1987) which is derived from the non-linear dynamics literature.

Original languageEnglish (US)
Pages (from-to)333-343
Number of pages11
JournalStructural Change and Economic Dynamics
Volume4
Issue number2
DOIs
StatePublished - Dec 1993

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