In this work the precision and stability of the forecasts of Chile's unemployment rates are analyzed. Said models were … the signs of persistence that the unemployment indicator shows in its behavior; nevertheless, starting from the estimation … obtained, which empirically upholds the proposal of addressing the unemployment rate as a non stationary series. The evaluation …

state-level initial unemployment insurance claims, changes in the unemployment rate, and changes in private employment. The …

jubilee and ldhmm packages in R. The input data is the unemployment rate (UNRATE) which is released monthly by the U … generates the recession probability. Our model demonstrates that positive momentum in unemployment kicks off a recession. The …

We consider a logistic transform of the monthly US unemployment rate. For this time series, a pseudo out … linear and nonlinear models turn out to be valuable tools for predicting the US unemployment rate in the short-term …

In this paper we study international linkages when forecasting unemployment rates in a sample of 24 OECD economies. We … propose a Global Unemployment Factor (GUF) and test its predictive ability considering in-sample and out-of-sample exercises … information to predict domestic unemployment rates, at least for these last seven countries …

the US unemployment rate. We perform a deep out-of-sample forecasting comparison analyzing many models that adopt both our … the GI outperform the traditional ones in predicting the monthly unemployment rate, even in most state-level forecasts and …

forecasting German unemployment in the short run. Every month, the CEOs of the FEA’s regional agencies are asked about their … expectations of future labor market developments. We generate an aggregate unemployment leading indicator that exploits serial …

successfully utilized for macroeconomic predictions. Specifically, we study unemployment rates and their interconnection with job …-related searches. We show that Google searches enhance nowcasting models of unemployment rates for the Czech Republic and Hungary …