1. A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. (2025). Chen, Ray-Bing ; Lai, Wei-Ting ; Huang, Shih-Feng.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:41:y:2025:i:1:p:345-360.

   Full description at Econpapers || Download paper

2. On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations. (2021). Chen, Cathy W. S. ; Asai, Manabu ; Than-Thi, Hong.
   In: Computational Economics.
   RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10034-0.

   Full description at Econpapers || Download paper

3. Textual Machine Learning: An Application to Computational Economics Research. (2021). POLEMIS, MICHAEL ; Eleftheriou, Konstantinos ; Dowling, Michael ; Alexakis, Christos.
   In: Computational Economics.
   RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10077-3.

   Full description at Econpapers || Download paper

4. REGIONAL AND SECTORAL EVIDENCE OF THE MACROECONOMIC EFFECTS OF LABOR REALLOCATION: A PANEL DATA ANALYSIS. (2017). Pelloni, Gianluigi ; Panagiotidis, Theodore ; Bakas, Dimitrios.
   In: Economic Inquiry.
   RePEc:bla:ecinqu:v:55:y:2017:i:1:p:501-526.

   Full description at Econpapers || Download paper

5. Asymmetry and Liliens Sectoral Shifts Hypothesis: A Quantile Regression Approach. (2014). Pelloni, Gianluigi ; Panagiotidis, Theodore.
   In: Working Paper series.
   RePEc:rim:rimwps:15_14.

   Full description at Econpapers || Download paper

6. Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach. (2014). Pelloni, Gianluigi ; Panagiotidis, Theodore.
   In: Working Paper series.
   RePEc:rim:rimwps:01_13.

   Full description at Econpapers || Download paper

7. Macroeconomic Effects of Job Reallocations: A Survey. (2013). Pelloni, Gianluigi ; Gallipoli, Giovanni.
   In: Review of Economic Analysis.
   RePEc:ren:journl:v:5:y:2013:i:2:p:127-176.

   Full description at Econpapers || Download paper

8. Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach. (2013). Pelloni, Gianluigi ; Panagiotidis, Theodore.
   In: Working Papers.
   RePEc:bol:bodewp:wp881.

   Full description at Econpapers || Download paper

9. A tale of two countries: A comparison of the aggregate effects of sectoral reallocation in the United States and Germany. (2011). Reicher, Christopher Phillip .
   In: Kiel Working Papers.
   RePEc:zbw:ifwkwp:1721.

   Full description at Econpapers || Download paper

10. Macroeconomics and ARCH. (2008). Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14151.

    Full description at Econpapers || Download paper

11. Interpreting aggregate fluctuations looking at sectors. (2008). Simonelli, Saverio ; Acconcia, Antonio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:3009-3031.

    Full description at Econpapers || Download paper

12. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS. (2007). Pelloni, Gianluigi ; Panagiotidis, Theodore.
    In: Working Paper series.
    RePEc:rim:rimwps:06_07.

    Full description at Econpapers || Download paper

13. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS. (2007). .
    In: Working Paper series.
    RePEc:rim:rimwps:06-07.

    Full description at Econpapers || Download paper

14. Macroeconomic Effects of Reallocation Shocks: A Generalised Impulse Reponse Function Analysis for Three European Countries.. (2003). Pelloni, Gianluigi ; Panagiotidis, Theodore.
    In: Working Papers.
    RePEc:bol:bodewp:505.

    Full description at Econpapers || Download paper

1. Abraham, K. and Katz, L. (1986). Cyclical unemployment: Sectoral shifts or aggregate disturbances. Journal of Political Economy, 94, 507-522.

2. Aitkin, M. (1991). Posterior bayes factors, (with discussion). Journal of the Royal Statistical Society, B, 53, 111-142.
   Paper not yet in RePEc: Add citation now
   

3. Bean, C. and Symons, J. (1989). Ten years of mrs. T. In O.J. Blanchard and S. Fisher (eds.), NBER Macroeconomic Annual 1989. Mit Press, Cambridge, MA.

4. Bera, A.K. and Higgins, M.L. (1993). ARCH models: Properties, estimation and testing. Journal of Economic Surveys, 7, 305-366.

5. Campbell, J.R. and Kuttner, K.N. (1996). Macroeconomic effects of employment reallocation. Carnegie-Rochester Conference Series on Public Policy, 44, 87-116.

6. Caporale, G.M. (1997). Sector shocks and business cycles: A disaggregated analysis of output fluctuations in the U.K. Applied Economics, 29, 1477-1482.

7. Chib, S. and Jeliazkov, I. (1999). Marginal Likelihood from the Metropolis-Hastings Output. Washington University MI, to appear in JASA.

8. Davis, S.J. (1986). Allocative disturbances and temporal asymmetry in labor market fluctuations. Working Paper 86-38. Graduate School of Business, University of Chicago.
   Paper not yet in RePEc: Add citation now
   

9. Engle, R. and Kroner, K.F. (1995). Multivariate simultaneous generalized ARCH. Econometric Theory, 11, 122-150.

10. Evans, G. (1988). Sectoral imbalance and unemployment in the United Kingdom. Discussion Paper No. 300. Centre for Labour Economics, London School of Economics.
    Paper not yet in RePEc: Add citation now
    
11. Geiser, S. and Eddy, W.F. (1979). A predictive approach to model selection. Journal of the American Statistical Association, 74, 153-160.
    Paper not yet in RePEc: Add citation now
    
12. Gelfand, A.E. and Dey, D.K. (1994). Bayesian model choice: Asymptotics and exact calculations. Journal of the Royal Statistical Society, B, 56, 501-514.
    Paper not yet in RePEc: Add citation now
    

13. Gross, D.M. (1993). Equilibrium vacancy and unemployment: A flow approach to the Beveridge curve. Journal of Macroeconomics, 15, 301-327.

14. Jimeno, J.F. (1992). The relative importance of aggregate and sector-specific shocks at explaining aggregate and sectoral fluctuations. Economics Letters, 39, 381-385.

15. Kass, R.E. and Raftery A.E. (1995). Bayes factors. Journal of the American Statistical Association, 90, 773-795.
    Paper not yet in RePEc: Add citation now
    

16. Koop, G. and Potter, S.M. (1999). Bays factors and nonlinearity: Evidence from economic time series. Journal of Econometrics, 88, 251-281.

17. Koop, G., Perasan, H. and Potter, S. (1996). Impulse response analysis in non-linear multivariate models. Journal of Econometrics, 74, 119-148.

18. Lilien, D.H. (1982a). Sectoral shifts and cyclical unemployment. Journal of Political Economy, 90, 777-793.

19. Lilien, D.M. (1982b). A sectoral model of the business cycle. MRG Working Paper No. 8231. University of Southern California.
    Paper not yet in RePEc: Add citation now
    

20. Litterman, R.B. (1986). A statistical approach to economic forecasting. Journal of Business and Economic Statistics, 4, 1-24.

21. Loungani, P. (1991). Structural unemployment and public policy in interwar Britain. Journal of Monetary Economics, 28, 149-159.

22. Loungani, P., Oyer, H.E. and Rush, M. (1993). The sectoral shifts theory of unemployment in post World War II Britain. Division of International Finance, Federal Reserve Bank of Governors.
    Paper not yet in RePEc: Add citation now
    

23. Mills, T.C., Pelloni, G. and Zervoyianni, A. (1996). Cyclical unemployment and sectoral shifts: Further tests of the Lilien hypothesis for the U.K. Economic Letters, 52, 294-304.

24. Ottersten, E.K. (1993). Sectoral shocks and structural unemployment: An empirical analysis. European Economic Review, 37, 115-133.

25. Ottersten, E.K. (1994). Sectoral employment shifts and unemployment. Labour, 8, 377-394.
    Paper not yet in RePEc: Add citation now
    

26. Pelloni, G. (1992). Sectoral shifts and unemployment fluctuations in the U.K. Dynamics, 9/92, IDSE.

27. Pelloni, G. and Polasek, W. (1999). Intersectoral labour reallocation and employment volatility: A Bayesian analysis using a VAR-GARCH-M Model. Discussion Papers in Economics, 99/4, University of York.

28. Poirier, D.J. (1995). Intermediate Statistics and Econometrics. A Comparative Approach. The MIT Press, Cambridge, Massachussets.

29. Polasek, W. and Ren, L. (1998). Model selection for VAR-GARCH models using the BASEL package. Institute of Statistics and Econometrics, University of Basel.
    Paper not yet in RePEc: Add citation now
    
30. Polasek, W. et al. (2000). The BASEL Package, Version 2.0. University of Basel.
    Paper not yet in RePEc: Add citation now
    
31. Samson, L. (1990). Sectoral shifts and aggregate unemployment: Additional empirical evidence. Applied Economics, 22, 331-346.
    Paper not yet in RePEc: Add citation now
    
32. Schettkat, R. (1992). The Labor Market Dynamics of Economic Restructuring: The United States and Germany in Transition. Praeger, New York.
    Paper not yet in RePEc: Add citation now
    

33. Serrano, C.G. and Jimeno, J.F. (1999). Labour Reallocation, Labour Flows and Labour Market Institutions: Evidence from Spain. Centre for Economic Performance, London School of Economics.

34. Siebert, H. (ed.) (1997). Structural Change and Labor Market Flexibility: Experience in Selected OECD Economics. Institut für Weltwirtschaft an der Universität Kiel, Tubingen, Mohr.
    Paper not yet in RePEc: Add citation now
    

35. Topel, R. and Weiss, L. (1988). Sectoral Uncertainty and Unemployment, in Employment, and Hours of Work. Boston, Little Brown.

36. Van Ors, J.C. and Van der Tak, C.M. (1992). Sectoral shifts, unemployment and vacancies: An empirical analysis of The Netherlands. Economics Letters, 39, 11-116.

1. New Evidenceon Cyclical and Structural Sources of Unemployment. (2011). Loungani, Prakash ; Kannan, Prakash ; Chen, Jinzhu ; Trehan, Bharat.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2011/106.

   Full description at Econpapers || Download paper

2. Employment Performance and Institutions: New Answers to an Old Question. (2007). Gatti, Donatella ; DEMMOU, Lilas ; Amable, Bruno.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp2731.

   Full description at Econpapers || Download paper

3. Sectoral shifts, employment specialization and the efficiency of matching: An analysis using UK regional data. (2006). Robson, Martin.
   In: Regional Studies.
   RePEc:taf:regstd:v:40:y:2006:i:7:p:743-754.

   Full description at Econpapers || Download paper

4. A Dynamic Factor Analysis of Business Cycle on Firm-Level Data. (2006). Capasso, Marco ; Alessi, Lucia.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2006/27.

   Full description at Econpapers || Download paper

5. Welfare State Retrenchment: The Partisan Effect Revisited. (2006). Schumacher, Jan ; Gatti, Donatella ; Amable, Bruno.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp1995.

   Full description at Econpapers || Download paper

6. The relative price and relative productivity channels for aggregate fluctuations. (2006). Swanson, Eric.
   In: Working Paper Series.
   RePEc:fip:fedfwp:2006-20.

   Full description at Econpapers || Download paper

7. Mismatch. (2006). Shimer, Robert.
   In: Proceedings.
   RePEc:fip:fedfpr:y:2006:x:2.

   Full description at Econpapers || Download paper

8. On the Cyclicality of Labor Market Mismatch and Aggregate Employment Flows. (2005). Tasci, Murat ; Beauchemin, Kenneth.
   In: Discussion Papers.
   RePEc:nya:albaec:05-01.

   Full description at Econpapers || Download paper

9. Mismatch. (2005). Shimer, Robert.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:11888.

   Full description at Econpapers || Download paper

10. The Amplification of Unemployment Fluctuations through Self-Selection. (2005). Hall, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11186.

    Full description at Econpapers || Download paper

11. Mind the Gap: Unemployment in the New EU Regions. (2005). Ferragina, Anna.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1565.

    Full description at Econpapers || Download paper

12. MNEs and Industrial Structure in Host Countries:A Mean Variance Analysis of Ireland’s Manufacturing Sector. (2005). Barry, Frank.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp023.

    Full description at Econpapers || Download paper

13. Can sectoral reallocation explain the jobless recovery?. (2004). Sullivan, Daniel ; Rissman, Ellen ; Aaronson, Daniel.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2004:i:qii:p:36-39:n:v.28no.2.

    Full description at Econpapers || Download paper

14. Why is unemployment so high in Bulgaria?. (2003). Rutkowski, Jan.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3017.

    Full description at Econpapers || Download paper

15. Wage Determination and Employment Fluctuations. (2003). Hall, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9967.

    Full description at Econpapers || Download paper

16. The Cyclical Behavior of Equilibrium Unemployment and Vacancies: Evidence and Theory. (2003). Shimer, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9536.

    Full description at Econpapers || Download paper

17. U. S. regional business cycles and the natural rate of unemployment. (2003). Zoega, Gylfi ; Wall, Howard.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-030.

    Full description at Econpapers || Download paper

18. Trends in Unemployment Rates in Korea: A Search-Matching Model Interpretation. (2002). Chang, Yongsung ; Nam, Jaeryang ; Rhee, Chang Yong.
    In: Labor and Demography.
    RePEc:wpa:wuwpla:0204004.

    Full description at Econpapers || Download paper

19. Bulgaria : Poverty Assessment. (2002). Bank, World.
    In: World Bank Publications - Reports.
    RePEc:wbk:wboper:13868.

    Full description at Econpapers || Download paper

20. The Research Agenda: Labor Market Frictions and Business Cycles. (2002). Shimer, Robert.
    In: EconomicDynamics Newsletter.
    RePEc:red:ecodyn:v:4:y:2002:i:1:agenda.

    Full description at Econpapers || Download paper

21. Is reallocation related to the cycle? A look at permanent and temporary job flows. (2002). Figura, Andrew.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-16.

    Full description at Econpapers || Download paper

22. Macroeconomic Effects of Sectoral Imbalances In United Kingdom, Italy Spain ,Germany and France. (2000). Polasek W., ; Pelloni, G..
    In: Papers.
    RePEc:wop:ubisop:0006.

    Full description at Econpapers || Download paper

23. A Bayesian VAR-GARCH Analysis of sectoral Labour Reallocation. (2000). Polasek W., ; Pelloni, G..
    In: Papers.
    RePEc:wop:ubisop:0004.

    Full description at Econpapers || Download paper

24. Macroeconomic Effects of Sectoral Imbalances In Germany, U.K. and U.S. : A VAR-GARCH-M Approach. (2000). Polasek W., ; Pelloni, G..
    In: Papers.
    RePEc:wop:ubisop:0003.

    Full description at Econpapers || Download paper

25. Sectoral shocks and metropolitan employment growth. (2000). Sill, Keith ; Carlino, Gerald ; DeFina, Robert H..
    In: Working Papers.
    RePEc:fip:fedpwp:00-9.

    Full description at Econpapers || Download paper

26. Decomposition of Hours Based on Extensive and Intensive Margins of Labor. (2000). Kwark, Noh-Sun ; Chang, Yongsung.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1416.

    Full description at Econpapers || Download paper

27. Intersectoral Labour Reallocation and Employment Volatility: A Bayesian Analysis using a VAR-GARCH-M model. (1999). Pelloni, Gianluigi.
    In: Discussion Papers.
    RePEc:yor:yorken:99/4.

    Full description at Econpapers || Download paper

28. Job flows in Swedish manufacturing 1972-1996. (1999). Andersson, Fredrik.
    In: Working Paper Series.
    RePEc:hhs:ifauwp:1999_004.

    Full description at Econpapers || Download paper

29. Temporary employment and the natural rate of unemployment. (1999). Otoo, Maria W..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-66.

    Full description at Econpapers || Download paper

30. Gross job flows between plants and industries. (1999). Schuh, Scott ; Haltiwanger, John.
    In: New England Economic Review.
    RePEc:fip:fedbne:y:1999:i:mar:p:41-64.

    Full description at Econpapers || Download paper

31. Displaced Capital. (1998). Shapiro, Matthew ; Ramey, Valerie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6775.

    Full description at Econpapers || Download paper

32. Are technology improvements contractionary?. (1998). Kimball, Miles ; Fernald, John ; Basu, Susanto.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:625.

    Full description at Econpapers || Download paper

33. Job reallocation and the business cycle: new facts for an old debate. (1998). Triest, Robert ; Schuh, Scott.
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:1998:i:jun:p:271-357:n:42.

    Full description at Econpapers || Download paper

34. Job Reallocation And The Business Cycle: New Facts An Old Debate. (1998). Triest, Robert ; Schuh, Scott.
    In: Working Papers.
    RePEc:cen:wpaper:98-11.

    Full description at Econpapers || Download paper

35. The Surprising Symmetry of Gross Job Flows. (1997). Foote, Christopher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6226.

    Full description at Econpapers || Download paper

36. La relación entre desempleo y vacantes en España: perturbaciones agregadas y de reasignación. (1997). Dolado, Juan ; Gomez, Ramon .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:21:y:1997:i:3:p:441-472.

    Full description at Econpapers || Download paper

37. Measuring labor market turbulence. (1997). Rissman, Ellen.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:1997:i:may:p:2-14:n:v.21no.3.

    Full description at Econpapers || Download paper

38. Explaining unemployment: sectoral vs aggregate shocks. (1997). Trehan, Bharat ; Loungani, Prakash.
    In: Economic Review.
    RePEc:fip:fedfer:y:1997:p:3-15:n:1.

    Full description at Econpapers || Download paper

39. The relative importance of national and regional factors in the New York Metropolitan economy. (1996). Steindel, Charles ; McCarthy, Jonathan.
    In: Research Paper.
    RePEc:fip:fednrp:9621.

    Full description at Econpapers || Download paper

40. Aggregate Employment Dynamics: Building From Microeconomic Evidence. (1995). Haltiwanger, John ; Engel, Eduardo ; Caballero, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5042.

    Full description at Econpapers || Download paper

41. Creación y destrucción de empleo en el sector privado manufacturero español: un análisis descriptivo. (1995). Dolado, Juan ; Gomez, Ramon .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:19:y:1995:i:3:p:371-393.

    Full description at Econpapers || Download paper

42. On the Timing and Efficiency of Creative Destruction. (1994). Caballero, Ricardo ; Hammour, Mohamad L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4768.

    Full description at Econpapers || Download paper

43. Revisions and Investment Plans and the Stock Market Rate of Return. (1991). Schankerman, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3937.

    Full description at Econpapers || Download paper

44. Gross Job Creation, Gross Job Destruction and Employment Reallocation. (1991). Haltiwanger, John ; Davis, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3728.

    Full description at Econpapers || Download paper

45. A Quick Refresher Course in Macroeconomics. (1990). Mankiw, N. Gregory.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3256.

    Full description at Econpapers || Download paper

46. Sectoral shift theories of unemployment: evidence from panel data. (1990). Keane, Michael.
    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:28.

    Full description at Econpapers || Download paper

47. Real Business Cycles: A New Keynesian Perspective. (1989). Mankiw, N. Gregory.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2882.

    Full description at Econpapers || Download paper

48. Inventories and the Propagation of Sectoral Shocks. (1987). Haltiwanger, John ; Cooper, Russell.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2425.

    Full description at Econpapers || Download paper

49. Efficiency Wage Theories: A Partial Evaluation. (1986). Katz, Lawrence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1906.

    Full description at Econpapers || Download paper

50. Sectoral Uncertainty and Unemployment. (1985). Weiss, Laurence ; topel, robert.
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:384.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 11:25:52 || Missing content? Let us know