Okun’s law across time and frequencies

We present the first assessment of U.S. Okun’s Law across time and frequencies, with a set of continuous wavelet tools that allows for estimating Okun’s coefficient and the lead/lag of output over unemployment at each moment of time for each cyclical frequency. We find similar results for the gaps a...

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Bibliographic Details
Main Author: Aguiar-Conraria, Luís (author)
Other Authors: Martins, Manuel M. F. (author), Soares, Maria Joana (author)
Format: workingPaper
Language:eng
Published: 2019
Subjects:
Okun’s Law
Unemployment
Business Cycles
Wavelet Gain
Time-Frequency Estimation
Continuous Wavelet Transform
Online Access:http://hdl.handle.net/1822/61961
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/61961

Internet

http://hdl.handle.net/1822/61961

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