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A Hodrick-Prescott filter with automatically selected jumps

Maranzano, Paolo; Pelagatti, Matteo - 2024

labour market reforms impacted employment in different age groups. …

Persistent link: https://www.econbiz.de/10014581212

Evaluating short-run forecasting properties of the KOF employment indicator for Switzerland in real time

Siliverstovs, Boriss - 2009

-term forecasting of employment in Switzerland aggregated in the KOF Employment Indicator. We use the real time dataset in order to … evaluate the presence of predictive content of the KOF Employment Indicator both for nowcasts that are published two months …. We find that inclusion of the KOF Employment Indicator leads to substantial improvement both in in-sample as well as …

Persistent link: https://www.econbiz.de/10010285821

Labor-force participation rates and the informal value of unemployment rates : evidence from disaggregated US data

Gustavsson, Magnus; Österholm, Pär - 2010

The informational value of the aggregate US unemployment rate has recently been questioned because of a unit root in the labor-force participation rate; the lack of mean reversion implies that long-run changes in unemployment rates are highly unlikely to reflect long-run changes in joblessness....

Persistent link: https://www.econbiz.de/10008656701

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

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

This paper shows that the structural breaks are an important characteristic of the monthly labor force participation rate (LFPR) series of Australia, Canada and the USA. Therefore we allow for endogenously determined multiple structural breaks in the empirical specifications of fractionally...

Persistent link: https://www.econbiz.de/10009577020

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

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

Persistent link: https://www.econbiz.de/10009578754

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...