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

, the model is applied to postwar monthly US unemployment series and we discover a significantly periodic cycle. Furthermore …

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 …