Dynamics of Unemployment Insurance Claims: An Application of ARIMA-GARCH Models - Mohammadi, Hassan; Rich, Daniel P. (Atlantic economic journal, 2013)
Keywords: Analysis; Business cycles; Claims; Clustering; Economic activity; Economic aspects; Economic statistics; Economic theory; Economics; Economics and Finance; Employment; Forecasting; Forecasts; Forecasts and trends; GARCH models; Hiring; Insurance; Insurance claims; International Economics; Labor economics; Labor market; Layoffs; Macroeconomics/Monetary Economics//Financial Economics; Microeconomics; Public Finance; Recessions; Selection criteria; Stochastic models; Studies; Time series; Unemployment; Unemployment insurance; Volatility; United States; United States--US; J21; GARCH; Conditional variance; C10; Conditional mean; Weekly initial claims