A time series analysis of the relationship between inflation uncertainty and unemployment

Article Abstract:

The positive relationship between inflation uncertainty and unemployment is dependent on three significant factors. First, the existence of a positive relationship between inflation and unemployment only begins to manifest in mid-1970s. Second, the inflation uncertainty-unemployment relationship is not applicable in every single digit SIC firms. Third, The relationship between inflation uncertainty and unemployment exists only on low-frequency components.

Unemployment

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Time aggregation and the money-real GDP relationship

Article Abstract:

Time aggregation proves to be helpful in the analysis of relationship between capital changes and real gross domestic product (GDP) changes. Usage of time aggregation reveals the existence of a dynamic causal relationship between M1 and real output. In terms M2-real output relationship, systematic sampled M2 proved to be more effective than temporal aggregation in determining the two factors' causal relationship.

Economic research, Gross domestic product, Money supply

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An analysis of time-series estimates of capacity utilization

Article Abstract:

Time-series measures, which are calculated through Hodrick-Prescott (HP) filter, are useful in the estimation of resource utilization. Unlike the capacity utilization measure used by the Federal Reserves, time-series measures are costless, easy to reproduce and perform consistently across industries. They can also be used in conjuction with the measure used by the Federal Reserve.

Time-series analysis, Time series analysis

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