Unit roots and structural breaks in North American unemployment rates

Bradley T. Ewing, Phanindra V. Wunnava

Research output: Contribution to journalArticlepeer-review

16 Scopus citations


This paper examines the univariate time-series properties of the unemployment rate in Canada, Mexico, and the United States. Tests are employed that allow for endogenously determined break dates and the results are compared to stationarity tests that assume no break in the data. The structural break unit-root tests contradict the findings of the standard tests. We conclude that North American unemployment rates are trend stationary around a breaking trend.

Original languageEnglish
Pages (from-to)273-282
Number of pages10
JournalNorth American Journal of Economics and Finance
Issue number3
StatePublished - Nov 2001


  • Structural break
  • Unemployment rates
  • Unit roots


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