Okun's Law across time and frequencies

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

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Bibliographic Details
Main Author: Aguiar-Conraria, Luís (author)
Other Authors: Martins, Manuel M. F. (author), Soares, M. J. (author)
Format: article
Language:eng
Published: 2020
Subjects:
Okun's Law
Unemployment
Business cycles
Wavelet gain
Time-frequency estimation
Continuous wavelet transform
Social Sciences
Online Access:http://hdl.handle.net/1822/72642
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/72642

Internet

http://hdl.handle.net/1822/72642

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