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International labour force participation rates by gender: Unit root or structural breaks?
Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysit - 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...
Persistent link: https://www.econbiz.de/10010282306
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Are labor force participation rates really non-stationary? Evidence from three OECD countries
Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysit - 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/10010283936
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The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?
Candelon, Bertrand; Dupuy, Arnaud; Gil-Alana, Luis A. - Institute for the Study of Labor (IZA) - 2008
presence of a structural break at unknown date. Our approach allows the investigation of a broader range of persistence than … stress the importance of estimating the degree of persistence of seasonal shocks along with the degree of long …-run persistence on raw data without applying seasonal filters. Indeed hysteresis appears to be underestimated when data are initially …
Persistent link: https://www.econbiz.de/10005822105
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Minimum wages and employment: reconsidering the use of a time-series approach as an evaluation tool
Lee, Wang-Sheng; Suardi, Sandy - 2010
The time-series approach used in the minimum wage literature essentially aims to estimate a treatment effect of increasing the minimum wage. In this paper, we employ a novel approach based on aggregate time-series data that allows us to determine if minimum wage changes have significant effects...
Persistent link: https://www.econbiz.de/10010269656
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Google econometrics and unemployment forecasting
Askitas, Nikolaos; Zimmermann, Klaus F. - 2009
The current economic crisis requires fast information to predict economic behavior early, which is difficult at times of structural changes. This paper suggests an innovative new method of using data on internet activity for that purpose. It demonstrates strong correlations between keyword...
Persistent link: https://www.econbiz.de/10010269318
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Real wages and the business cycles in Germany
Marczak, Martyna; Beissinger, Thomas - 2010
This paper establishes stylized facts about the cyclicality of real consumer wages and real producer wages in Germany. As detrending methods we apply the deterministic trend model, the Beveridge-Nelson decomposition, the Hodrick-Prescott filter, the Baxter-King filter and the structural time...
Persistent link: https://www.econbiz.de/10010274586
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The nature of occupational unemployment rates in the United States: hysteresis or structural?
Candelon, Bertrand; Dupuy, Arnaud; Gil-Alana, Luis - 2008
presence of a structural break at unknown date. Our approach allows the investigation of a broader range of persistence than … stress the importance of estimating the degree of persistence of seasonal shocks along with the degree of long …-run persistence on raw data without applying seasonal filters. Indeed hysteresis appears to be underestimated when data are initially …
Persistent link: https://www.econbiz.de/10010268561
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Long Memory in Turkish Unemployment Rates
Gil-Alaña, Luis A.; Ozdemir, Zeynel Abidin; Tansel, Aysit - 2017
case of female unemployment and the degree of persistence is higher in the cases of female and youth unemployment series …
Persistent link: https://www.econbiz.de/10011744765
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International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysit - Institute for the Study of Labor (IZA) - 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...
Persistent link: https://www.econbiz.de/10009359856
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Structural Change in MENA Remittance Flows
Naufal, George S.; Genc, Ismail H. - 2013
After independence, the GCC countries relied heavily on foreign workers from fellow Arab countries. Thus, remittances flowed from GCC to other countries in MENA. In the 1980s-1990s labor source switched to South Asia; so did the flow of remittances. This paper examines the consequences of the...
Persistent link: https://www.econbiz.de/10010319552