About: Cointegration Analysis of the Unemployment Rate Time Series - the Case of the Czech Republic, Slovakia, Poland, Austria, and Germany 1997-2009

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About: Cointegration Analysis of the Unemployment Rate Time Series - the Case of the Czech Republic, Slovakia, Poland, Austria, and Germany 1997-2009 Goto Sponge NotDistinct Permalink

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The main aim of this article is to discuss and compare the unemployment rate trend in the Czech Republic with the unemployment rate trends of its neighbors - Slovakia, Poland, Austria and Germany. The analysis is based on the monthly unemployment rate data of these countries for the period of 1997-2009. This analysis wants to reveal the possible short-run and long-run dependence in the time series data. To obtain valuable results, data was tested for serial correlation and cointegration. To discuss the short-run dependence, we used the vector error correction model, as well as vector autoregression model. Under the existing cointegration in time series we performed causality test with respective impulse-response analysis. Obtained results could predict how substantially and how quickly the changes in unemployment rate of one country invoke the changes in unemployment rate of other countries. The main aim of this article is to discuss and compare the unemployment rate trend in the Czech Republic with the unemployment rate trends of its neighbors - Slovakia, Poland, Austria and Germany. The analysis is based on the monthly unemployment rate data of these countries for the period of 1997-2009. This analysis wants to reveal the possible short-run and long-run dependence in the time series data. To obtain valuable results, data was tested for serial correlation and cointegration. To discuss the short-run dependence, we used the vector error correction model, as well as vector autoregression model. Under the existing cointegration in time series we performed causality test with respective impulse-response analysis. Obtained results could predict how substantially and how quickly the changes in unemployment rate of one country invoke the changes in unemployment rate of other countries. (en)
Title	Cointegration Analysis of the Unemployment Rate Time Series - the Case of the Czech Republic, Slovakia, Poland, Austria, and Germany 1997-2009 Cointegration Analysis of the Unemployment Rate Time Series - the Case of the Czech Republic, Slovakia, Poland, Austria, and Germany 1997-2009 (en)
skos:prefLabel	Cointegration Analysis of the Unemployment Rate Time Series - the Case of the Czech Republic, Slovakia, Poland, Austria, and Germany 1997-2009 Cointegration Analysis of the Unemployment Rate Time Series - the Case of the Czech Republic, Slovakia, Poland, Austria, and Germany 1997-2009 (en)
skos:notation	RIV/47813059:19520/10:#0000456!RIV11-MSM-19520___
http://linked.open...avai/riv/aktivita	I
http://linked.open...avai/riv/aktivity	I
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Mielcová, Elena
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	251140
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/10:#0000456
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	unemployment rate, cointegration analysis, short run and long run dependence (en)
http://linked.open.../riv/klicoveSlovo	cointegration analysis unemployment rate short run and long run dependence
http://linked.open...ontrolniKodProRIV	[C1A2EE78EACF]
http://linked.open...v/mistoKonaniAkce	České Budějovice
http://linked.open...i/riv/mistoVydani	České Budějovice
http://linked.open...i/riv/nazevZdroje	Mathematical Methods in Economics 2010
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2010
http://linked.open...iv/tvurceVysledku	Mielcová, Elena
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2010-01-01 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Jihočeská Univerzita v Českých Budějovicích
https://schema.org/isbn	978-80-7394-218-2
http://localhost/t...ganizacniJednotka	19520

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