Showing 1 - 10 of 2,822
This paper provides new evidence on the nature of occupational differences in unemployment dynamics, which is relevant … occupational unemployment. In almost all occupations, we find support for both the structuralist and the hysteresis hypotheses, but … adjusted using traditional seasonal filters. -- Occupational unemployment ; structuralist ; hysteresis ; structural break …
Persistent link: https://www.econbiz.de/10003729418
This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...
Persistent link: https://www.econbiz.de/10009535779
Persistent link: https://www.econbiz.de/10002120362
in the total, female and male labour force participation rates (LFPR) for Australia, Canada and the USA. We extend the …
Persistent link: https://www.econbiz.de/10009516900
rate (LFPR) series of Australia, Canada and the USA. Therefore we allow for endogenously determined multiple structural … previous research the LFPRs of Australia, Canada and the USA are stationary implying that the informational value of the … unemployment rates about the behavior of labor markets and the causes of joblessness are useful. -- labor force participation rates …
Persistent link: https://www.econbiz.de/10009580583
distribution. The conventional method of analysis is regression of summary inequality indices on variables such as the unemployment …
Persistent link: https://www.econbiz.de/10011403817
This paper revisits the dynamics of unemployment rate for 29 OECD countries over the period of 1980-2013. Numerous … empirical studies of the dynamics of unemployment rate are carried out within a linear framework. However, unemployment rate can … time series exhibits nonlinear behaviour. Our empirical findings provide significant evidence in favour of unemployment …
Persistent link: https://www.econbiz.de/10011407928
fired. Therefore a country with a high or an increasing unemployment rate has a low (reported) workplace accident rate. The … inversely related to both the level of unemployment and the change in unemployment. Furthermore, fatal accident rated do not …
Persistent link: https://www.econbiz.de/10011414759
In this paper we have examined the unemployment rate series in Turkey by using long memory models and in particular … employing fractionally integrated techniques. Our results suggest that unemployment in Turkey is highly persistent, with orders …. We found evidence in favor of mean reversion in the case of female unemployment and this happens for all the groups of …
Persistent link: https://www.econbiz.de/10011735904
Exogenous shocks often impact a local labor market more than at the national level. This study improves upon the standard Difference in Difference (DD) approach by examining exogenous shocks using a Generalized Difference in Difference (GDD) econometric approach that identifies the effects of...
Persistent link: https://www.econbiz.de/10003635285