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Temporary layoffs and split population models (replication data)
This paper develops and estimates a split population model for the duration of temporary layoffs in the German labour market; the population being split according to whether a... -
Censored latent effects autoregression, with an application to US unemploymen...
A model is proposed to describe observed asymmetries in postwar unemployment time series data. We assume that recession periods, when unemployment increases rapidly, correspond... -
Socio-economic distance and spatial patterns in unemployment (replication data)
This paper examines the spatial patterns of unemployment in Chicago between 1980 and 1990. We study unemployment clustering with respect to different social and economic... -
The non-linear dynamics of output and unemployment in the U.S. (replication d...
This paper studies the joint dynamics of U.S. output and unemployment rate in a non-linear VAR model. The non-linearity is introduced through a feedback variable that... -
Small-system modelling of real wages, inflation, unemployment and output per ...
The relationships between real wages, output per capita, inflation and unemployment in Italy between 1970 and 1994 are modelled using a cointegrated vector autoregression. There... -
Unemployment persistence: does the size of the shock matter? (replication data)
One of the stylized facts of unemployment is that shifts in its mean rate between decades and half-decades account for most of its variance. In this paper, we use a statistical... -
Analysing incomplete individual employment histories using indirect inference...
In this paper we apply the Indirect Inference method to estimate the parameters of a semi-Markov transition model when the data are subject to a complex form of censoring. There... -
Cyclical output, cyclical unemployment, and Okun's coefficient: A new approac...
Estimates of Okun's coefficient are obtained using new estimates of cyclical GNP and cyclical unemployment rates for the post-war USA. Empirical estimates of the coefficient are...
