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A Complete Decomposition of Unemployment Dynamics using Longitudinal Grouped Duration Data

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Author Info
Muriel Dejemeppe

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Abstract

In this paper, we study the unemployment dynamics in the Belgian regions, Flanders and Wallonia, on the basis of aggregate stratified data covering the period 1973-93. We decompose the aggregate exit probability from unemployment into calendar time and, both observed and unobserved, compositional effects. We find that changes in the inflow composition affect the cyclical fluctuations in unemployment duration only marginally. However, the long-run improvement in the quality of entrants into unemployment, notably in terms of educational attainment, mitigates the strong upward trend in this duration. This is a new result as none of the existing studies purges the trend in the aggregate outflow rate of the variation in its composition. We also conclude that in Belgium, incidence explains as much as 45% of the evolution of unemployment. Finally, the diverging evolution of unemployment across Flanders and Wallonia predominantly results from a stronger decline in the exit rates from unemployment in Wallonia. Copyright 2005 Blackwell Publishing Ltd.

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Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 67 (2005)
Issue (Month): 1 (02)
Pages: 47-70
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Handle: RePEc:bla:obuest:v:67:y:2005:i:1:p:47-70

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  1. Gabriele, CARDULLO & Bruno, VANDERLINDEN, 2006. "Employment subsidies and substitutable skills : An equilibrium matching approach," Discussion Papers (ECON - Département des Sciences Economiques) 2006010, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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  2. Michal Franta, 2008. "Time Aggregation Bias in Discrete Time Models of Aggregate Duration Data," Working Papers 2008/10, Czech National Bank, Research Department. [Downloadable!]
  3. Van der Linden, Bruno, 2005. "Equilibrium Evaluation of Active Labor Market Programmes Enhancing Matching Effectiveness," IZA Discussion Papers 1526, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  4. Muriel Dejemeppe & Bart Cockx, 2005. "Duration dependence in the exit rate out of unemployment in Belgium. Is it true or spurious?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 1-23. [Downloadable!]
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