Dynamics of Unemployment Insurance Claims: An Application of ARIMA-GARCH Models
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DOI: 10.1007/s11293-013-9393-z
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Cited by:
- Viktor Stojkoski & Petar Jolakoski & Igor Ivanovski, 2021.
"The short‐run impact of COVID‐19 on the activity in the insurance industry in the Republic of North Macedonia,"
Risk Management and Insurance Review, American Risk and Insurance Association, vol. 24(3), pages 221-242, September.
- Viktor Stojkoski & Petar Jolakoski & Igor Ivanovski, 2020. "The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia," Papers 2011.10826, arXiv.org.
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More about this item
Keywords
Weekly initial claims; Conditional mean; Conditional variance; GARCH; C10; J21;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- J21 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Labor Force and Employment, Size, and Structure
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