We assess the stability of the unemployment gap parameter using linear dynamic Phillips curve models for the United … States. In this study, we allow the unemployment gap parameter to be time-varying such that we can monitor the importance of …

unemployment, as well as to forecast the number of students across the many different types of education. By clustering the factor … exhibit similarities in their relationship with macroeconomic cycles. Since unemployment data is available for a longer time …-driven model which filters the conditional expectation of the unemployment rate. Second, we consider a multivariate regression …

Statistics Netherlands uses a state space model to estimate the Dutch unemployment by using monthly series about the … more realistic real-time unemployment estimates. …