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Long memory in Turkish unemployment rates

Gil-Alaña, Luis A.; Ozdemir, Zeynel Abidin; Tansel, Aysıt - 2017

case of female unemployment and the degree of persistence is higher in the cases of female and youth unemployment series …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 …

Persistent link: https://www.econbiz.de/10011735904

Google econometrics and unemployment forecasting

Askitas, Nikolaos; Zimmermann, Klaus F. - 2009

. It demonstrates strong correlations between keyword searches and unemployment rates using monthly German data and … exhibits a strong potential for the method used. -- Google ; internet ; keyword search ; search engine ; unemployment …

Persistent link: https://www.econbiz.de/10003859346

Testing dependence among serially correlated multi-category variables

Pesaran, M. Hashem (contributor); … - 2006

The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies -- a problem that is particularly important in economics and...

Persistent link: https://www.econbiz.de/10003344606

VC : a method for estimating time-varying coefficients in linear models

Schlicht, Ekkehart - 2020

This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...

Persistent link: https://www.econbiz.de/10012161405

Counteracting unemployment in crises : non-linear effects of short-time work policy

Gehrke, Britta; Hochmuth, Brigitte - 2018

Short-time work is a labor market policy that subsidizes working time reductions among firms in financial difficulty to prevent layoffs. Many OECD countries have used this policy in the Great Recession. This paper shows that the effects of short-time work are strongly time dependent and...

Persistent link: https://www.econbiz.de/10011845664

Labor market institutions and long-term effects of youth unemployment

Kawaguchi, Daiji; Murao, Tetsushi - 2014

.14 percentage-point higher unemployment rate at ages 25-29 and 0.03 percentage points higher at ages 30-34. The persistence of this … worker who experiences a one-percentage-point higher unemployment rate while the worker is 16-24 years old has a 0 … rigidity is constructed and the index is shown to have positive correlation with the persistence. Moderating macroeconomic …

Persistent link: https://www.econbiz.de/10010350848

Variance estimation in a random coefficients model

Schlicht, Ekkehart (contributor); … - 2006

This papers describes an estimator for a standard state-space model with coefficients generated by a random walk that is statistically superior to the Kalman filter as applied to this particular class of models. Two closely related estimators for the variances are introduced: A maximum...

Persistent link: https://www.econbiz.de/10003297704

Spatial unit roots in regressions : a practitioner's guide and a stata package

Becker, Sascha O.; Boll, P. David; Voth, Hans-Joachim - 2025

Spatial unit roots can lead to spurious regression results. We present a brief overview of the methods developed in Müller and Watson (2024) to test for and correct for spatial unit roots. We also introduce a suite of Stata commands (-spur-) implementing these techniques. Our commands exactly...

Persistent link: https://www.econbiz.de/10015191415

International labour force participation rates by gender : unit root or structural breaks?

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysıt - 2011

This paper examines the possibility of unit roots in the presence of endogenously determined multiple structural breaks in the total, female and male labour force participation rates (LFPR) for Australia, Canada and the USA. We extend the procedure of Gil-Alana (2008) for single structural break...

Persistent link: https://www.econbiz.de/10009516900

Are labor force participation rates really non-stationary? : evidence from three OECD countries

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysıt - 2012

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