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Published in 2017 at "Applied Economics Letters"
DOI: 10.1080/13504851.2017.1316475
Abstract: ABSTRACT This article proposes, for the first time, a threshold in regression quantiles approach to the analysis of Okun’s law. By applying to US data over the 1948Q1–2016Q4 period, we have three major findings. First,…
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Keywords:
law;
threshold regression;
quantiles approach;
okun law ... See more keywords