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Un modéle markovien du marché du travail

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  • Denis FOUGERE
  • Thierry KAMIONKA

Abstract

This paper contains estimations of transition intensities between states characterizing the individual situation on the French labor market over the period 1986-1988. These states are: non-participation, unemployment, unstable jobs and stable jobs. The estimation methods allow to derive intensities of a time-homogeneous markovian process in continuous-time from discrete time panel data observations. The estimation of transition intensities permits to obtain some particularly important information for the analysis of labor mobility, i.e. the mean duration of sojourn in each state, the stationary distribution of the process and the mean number of recurrences over a given period of time.

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Bibliographic Info

Article provided by ENSAE in its journal Annals of Economics and Statistics.

Volume (Year): (1992)
Issue (Month): 27 ()
Pages: 149-188

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Handle: RePEc:adr:anecst:y:1992:i:27:p:06

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Cited by:
  1. Luc Behaghel & Bruno Crépon & Béatrice Sédillot, 2005. "The Delalande Contribution and Transitions on The Labour Market," Economie et Statistique, Institut National de la Statistique et des Etudes Economiques, vol. 372, pages 61-88, February.
  2. Emmanuel Duguet & Florent Frémigacci & Yannick L’Horty, 2008. "Indemnisation du chômage et retour à l’emploi : un examen économétrique," Documents de recherche 08-07, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  3. Jacques Freyssinet & Olivier Passet & Jean-Paul Fitoussi, 2000. "Réduction du chômage : les réussites en Europe," Sciences Po publications info:hdl:2441/4741, Sciences Po.
  4. Anne-Gisèle Privat, 2005. "L'avenir des retraites en France: Evalutation de l'impact des réformes de 1993 et de 2033 à l'aide du modèle de microsimulation Artémis," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
  5. repec:spo:wpecon:info:hdl:2441/4741 is not listed on IDEAS
  6. repec:spo:wpecon:info:hdl:2441/f4rshpf3v1umfa09lat214kj4 is not listed on IDEAS

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