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 …

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 …

unemployment flows to forecast the unemployment rate. We pay particular attention to flows-based approaches - the more reduced … unemployment flows are useful in forecasting the unemployment rate. We find that any approach that considers unemployment inflow …. Its usefulness is amplified at specific points in the business cycle when the unemployment rate is away from the longer …

unemployment flows to forecast the unemployment rate. We pay particular attention to flows-based approaches – the more reduced … unemployment flows are useful in forecasting the unemployment rate. We find that any approach that considers unemployment inflow …. Its usefulness is amplified at specific points in the business cycle when the unemployment rate is away from the longer …

unemployment flows to forecast the unemployment rate. We pay particular attention to flows-based approaches — the more reduced … unemployment flows is useful in forecasting the unemployment rate. We find that any approach that leverages unemployment inflow and … usefulness is amplified at specific points in the business cycle when unemployment rate is away from the longer-run natural rate …

predict unemployment in Spain. We include a new predictor for Spanish unemployment based on internet information provided by … queries and unemployment. Besides that, the inclusion of internet activity enhances model's prediction performance …

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 …

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