Estimation of Okun's law with the ARDL model

  • Othmane Lamzihri Mohammed V University of Rabat, Morocco
  • Mohamed El Kamli Mohammed V University of Rabat, Morocco
Keywords: ARDL, NARDL, Unemployment, Economic growth, Developed countries, Developing countries, Okun’s law

Abstract

This pepper proposes estimates of verification of Okun’s law for developed and developing countries, namely:  France, Italy, Spain, Morocco, Tunisia, Egypt and South Africa, over a period that lasts from 1991-2020 for the two variables: "Growth rate" and "Unemployment rate".

Indeed, the existence of a linear relationship by the ARDL model for all the countries except for Italy, as well as the Okun relationship is accepted.

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Author Biographies

Othmane Lamzihri, Mohammed V University of Rabat, Morocco

Laboratory of economic analysis and modeling - LEAM

Mohamed El Kamli, Mohammed V University of Rabat, Morocco

Laboratory of economic analysis and modeling - LEAM

Published
2021-09-30
How to Cite
Lamzihri, O., & El Kamli, M. (2021). Estimation of Okun’s law with the ARDL model. International Journal of Accounting, Finance, Auditing, Management and Economics, 2(5), 680-693. https://doi.org/10.5281/zenodo.5539980
Section
Articles