OECD國家磁滯性失業之實證研究__臺灣人文及社會科學引文索引資料庫

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題名：	OECD國家磁滯性失業之實證研究
書刊名：	經濟與管理論叢
作者：	黃淑卿
作者(外文)：	Huang, Shu-ching
出版日期：	2011
卷期：	7:1
頁次：	頁135-158
主題關鍵詞：	磁滯性失業；追蹤資料單根檢定；靴帶反覆抽樣；Hysteresis hypothesis；Panel data unit-root test；Bootstrap
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(0) 博士論文(1) 專書(0) 專書論文(0) 排除自我引用:0 共同引用:0 點閱:18

The natural rate of unemployment is the equilibrium unemployment rate. If the actual unemployment rate does not fluctuate around some "natural" rate, it is implied that the unemployment rate may follow a non-stationary process. Existing studies using the conventional ADF unit-root test generally fail to reject the null hypothesis of a unit root in the unemployment rate. These findings have been interpreted as providing support for the hysteresis hypothesis. In this paper, we analyze a panel of unemployment rate series of OECD countries by employing a more powerful test which exploits the cross-section variations in the constituent series. An important issue that we consider concerns the appropriate critical values for the panel data unit-root test in the presence of serial correlation and contemporaneous correlation. The critical values are computed from bootstrapping simulations. We support the hysteresis hypothesis of the unemployment rate series of OECD countries.

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期刊論文
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5.	Blanchard, O. J.、Summers, L. H.(1987)。Hysteresis in Unemployment。European Economic Review，31，288-295。
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18.	Ng, Serena、Perron, Pierre(1995)。Unit Root Tests in ARMA Models with Data-dependent Methods for the Selection of the Trunction Lag。Journal of the American Statistical Association，90(429)，268-281。
19.	Friedman, M.(1968)。The Role of Monetary Policy。The American Economic Review，58(1)，1-17。
20.	Lee, J.、Strazicich, M. C.(2003)。Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks。The Review of Economics and Statistics，85(4)，1082-1089。
21.	Breusch, T. S.、Pagan, A. R.(1980)。The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics。The Review of Economic Studies，47(1)，239-253。
22.	Levin, Andrew、Lin, Chien-Fu、Chu, Chia-Shang James(2002)。Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties。Journal of Econometrics，108(1)，1-24。
23.	Im, Kyung So、Pesaran, M. Hashem、Shin, Yongcheol(2003)。Testing for Unit Roots in Heterogeneous Panels。Journal of Econometrics，115(1)，53-74。
24.	Moon, Hyungsik Roger、Perron, Benoit(2004)。Testing for a Unit Root in Panels with Dynamic Factors。Journal of Econometrics，122(1)，81-126。
25.	O'Connell, Paul G. J.(1998)。The Overvaluation of Purchasing Power Parity。Journal of International Economics，44(1)，1-19。
26.	Kuo, B.-S.、Mikkola, A.(2001)。How Sure Are We about Purchasing Power Parity? Panel Evidence with the Null of Stationary Real Exchange Rates。Journal of Money, Credit and Banking，33(3)，767-789。
27.	Taylor, M. P.、Sarno, L.(1998)。The Behavior of Real Exchange Rates during the Post-Bretton WoodsPeriod。Journal of International Economics，46，281-312。
28.	Mitchell, W. F.(1993)。Testing for Unit Roots and Persistence in OECD Unemployment Rates。Applied Economics，25，1489-1501。
29.	Nyblom, J.、Harvey, A.(2000)。Tests of Common Stochastic Trends。Econometric Theory，16，176-199。
30.	Maddala, G. S.、Wu, S.(1999)。A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test。Oxford Bulletin of Economics and Statistics，61，631-652。
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圖書
1.	Fuller, Wayne A.(1976)。Introduction to Statistical Time Series。New York, NY：John Wiley and Sons。

圖書論文
1.	Campbell, J. Y.、Perron, P.(1991)。Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots。NBER Macroeconomic Annual 1991。Cambridge, MA：MIT Press。

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