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Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - 2006
This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …
Persistent link: https://www.econbiz.de/10011350384
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Can Google data help predict French youth unemployment?
Fondeur, Y.; Karamé, F. - In: Economic Modelling 30 (2013) C, pp. 117-125
According to the growing “Google econometrics” literature, Google queries may help predict economic activity. The aim of our paper is to test whether these data can enhance predictions of youth unemployment in France.
Persistent link: https://www.econbiz.de/10011048762
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Unemployment Expectations and the Business Cycle
Tortorice, Daniel L. - 2011
I compare unemployment expectations from the Michigan Survey of Consumers to VAR forecastable movements in unemployment. I document three key facts. First, one-half to one-third of the population expects unemployment to rise when it is falling at the end of a recession even though the VAR...
Persistent link: https://www.econbiz.de/10013130533
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What Prevents a Real Business Cycle Model from Matching the U.S. Data? Decomposing the Labor Wedge
Plotnikov, Dmitry - 2017
I carry out a business cycle accounting exercise (Chari, Kehoe and McGrattan, 2007) on theU.S. data measured in wage units (Farmer (2010)) for the entire postwar period. In contrast toa conventional approach, this approach preserves common medium-term business cyclefluctuations in GDP, its...
Persistent link: https://www.econbiz.de/10012945679
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Periodic Unobserved Cycles in Seasonal Time Series with an Application to Us Unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - 2006
This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …
Persistent link: https://www.econbiz.de/10014054411
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Entry and Exit, Unemployment, and the Business Cycle
Bernstein, Joshua; Richter, Alexander W.; Throckmorton, … - 2020
Establishment entry and exit is strongly correlated with output and unemployment. This paper examines how these linkages affect business cycle dynamics through the lens of a search and matching model augmented to include multi-worker establishments that endogenously enter and exit. Analytical...
Persistent link: https://www.econbiz.de/10014095622
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On the cyclicality of real wages and wage differentials
Otrok, Christopher M. (contributor);  … - 2008
We show that two models of the labor market, a Walrasian model and a labor contracting model, both have an approximate dynamic factor structure. We use this result to motivate our empirical approach to estimating the cyclical properties of real wages, which does not impose any structure between...
Persistent link: https://www.econbiz.de/10003746900
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Automatic time series modeling and forecasting: a replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators
Guerard, John Baynard; Thomakos, Dimitrios D.; Kyriazi, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20
We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an … input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results … unemployment rate series. We tested the forecasting ability of best univariate and best bivariate models over 60- and 120-period …
Persistent link: https://www.econbiz.de/10012214684
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Big data: Google-haut ennustavat työttömyyttä Suomessa
Tuhkuri, Joonas - 2014
There are over 3 billion searches globally on Google every day. This report examines whether Google search queries can be used to predict the present and the near future unemployment rate in Finland. Predicting the present and the near future is of interest, as the official records of the state...
Persistent link: https://www.econbiz.de/10012037651
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Australian labor market dynamics across the ages
Ponomareva, Natalia; Sheen, Jeffrey R. - In: Economic modelling 35 (2013), pp. 453-463
Persistent link: https://www.econbiz.de/10010336777