Forecasting the Romanian Unemployment Rate in Time of Health Crisis-A Univariate vs. Multivariate Time Series Approach.

The empirical results pointed out that both SETAR and VECM provide very similar results in terms of accuracy replicating very well the pre-pandemic period, 2018Q2–2020Q1, reaching the value of 4.1% at the beginning of 2020, with a decreasing trend reaching the value of 3.9%, respectively, 3.6% at the end of 2022. unemployment rate bibliometric analysis ARFIMA SETAR VAR VECM cointegration Romania pmc-status-qastatus 0 pmc-status-live yes pmc-status-embargo no pmc-status-released yes pmc-prop-open-access yes pmc-prop-olf no pmc-prop-manuscript no pmc-prop-legally-suppressed no pmc-prop-has-pdf yes pmc-prop-has-supplement no pmc-prop-pdf-only no pmc-prop-suppress-copyright no pmc-prop-is-real-version no pmc-prop-is-scanned-article no pmc-prop-preprint no pmc-prop-in-epmc yes pmc-license-ref CC BY 1.

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