Title:Unemployment and Within-Group Wage Inequality: Can Information Explain the Trade-Off?
Author(s):FACCINI, RenatoDate:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:In Italy, following WWII, speci c hiring procedures were developed that prevented rms from screening workers. More in particular, these institutions char-
acterized the Italian labor market with respect to the US labor ...
Title:Unit Root and Cointegration Testing: Guest Editors' Introduction
Author(s):LUETKEPOHL, Helmut; RODRIGUES, Paulo M. M.Date:2008Type of Publication:ArticleAbstract:By pointing out the spurious regression problem, Granger and Newbold (1974) have shown the importance of stochastic trends in time series data in the context of linear regression models. At the time, removing trends by ...
Title:Unit Root Tests for Time Series with Level Shifts: A Comparison of Different Proposals
Author(s):LANNE, Markku; LUETKEPOHL, HelmutDate:2002Type of Publication:ArticleAbstract:A number of unit root tests which accommodate a deterministic level shift at a known point in time are compared in a Monte Carlo study. The tests differ in the way they treat the deterministic term of the DGP. It turns out ...
Title:Unobserved Components in Arch Models: An Application to Seasonal Adjustment
Author(s):FIORENTINI, Gabriele; MARAVALL, AgustinDate:1996Type of Publication:ArticleAbstract:The paper deals with unobserved components in ARIMA models with GARCH errors, in the context of an actual application, namely seasonal adjustment of the monthly Spanish money supply series. The series shows clear evidence ...