Table 1. Unit root tests.

	RUR	FB RUR	LS (1 break)	LS (2 breaks)
	( : unit root)	( : unit root)	( : unit root)	( : unit root)
Unemployment	1.34	1.85	−3.26 [1997M4]	−4.06[1996M4,2008M8]
Initial Claims	0.85*	1.07*	−3.94[2007M9]	−5.22[1992M11,200810]
GI Food Stamps	1.60	2.94*	−4.53*[2008M7]	−5.60*[2006M8,2008M8]
GI Jobs	1.17*	1.58	−5.52*[2007M4]	−6.48*[2007M3,2009M9]
Food Stamps	5.16*	7.86*	−3.10[1998M10]	−3.72[1992M5,1999M3]
	Periodic u.r. test - Sample: 1988–2011		Periodic u.r. test – Sample: 2008–2011
	1nd step (LR stat.)	2nd step (p-value)	1nd step (LR stat.)	2nd step (p-value)
	: periodic u.r.	: non periodic u.r.	: periodic u.r.	: non periodic u.r.
Unemployment	0.02	0.00	31.55*	/
Initial Claims	15.05*	/	3.94*	/
GI Food Stamps	NA	NA	1.41	0.01
GI Jobs	NA	NA	6.46*	/
Food Stamps	20.20*	/	8.06*	/

Unit root tests: RUR  =  Range Unit Root test by [33]; FB  =  Forward-Backward RUR test by [33]; LS = unit root test with breaks by [32] - the estimated break dates are reported in brackets. The second step for the periodic unit root tests by [35] and [34] is performed only if the first step did not reject the null hypothesis of a periodic unit root. P-values smaller than 0.05 are in bold font. * Significant at the 5%, level.