Unit roots and structural breaks in North American unemployment rates

Bradley T. Ewing; Phanindra V. Wunnava

doi:10.1016/S1062-9408(01)00055-9

Unit roots and structural breaks in North American unemployment rates

Bradley T. Ewing, Phanindra V. Wunnava

Business Administration

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16 Scopus citations

Abstract

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 language	English
Pages (from-to)	273-282
Number of pages	10
Journal	North American Journal of Economics and Finance
Volume	12
Issue number	3
DOIs	https://doi.org/10.1016/S1062-9408(01)00055-9
State	Published - Nov 2001

Keywords

Structural break
Unemployment rates
Unit roots

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10.1016/S1062-9408(01)00055-9

Cite this

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abstract = "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.",

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AB - 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.

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Unit roots and structural breaks in North American unemployment rates

Abstract

Keywords

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