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Hysteresis versus NAIRU and convergence versus divergence: The behavior of regional unemployment rates in Brazil

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Author Info
Gomes, Fábio Augusto Reis
da Silva, Cleomar Gomes
Abstract

The aim of this work is to analyze the regional unemployment rate behavior in Brazil. Firstly, unit root tests with structural breaks were used to determine which theoretical framework - hysteresis or NAIRU - is more appropriate to explain the unemployment dynamics not only in six Brazilian metropolitan areas - São Paulo, Rio de Janeiro, Belo Horizonte, Porto Alegre, Salvador and Recife - but also at national level. Hysteresis is found to be the best choice in five, but Rio de Janeiro. This indicates a high persistence in the Brazilian regional unemployment rate. Secondly, we investigated whether these five metropolitan regions, characterized by the hysteresis effect, show a stochastic convergence. The latter was found in every case, but Porto Alegre.

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File URL: http://www.sciencedirect.com/science/article/B6W5X-4R7RS9P-2/2/d33616014f16eea5f8ad78935eb30083
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Publisher Info
Article provided by Elsevier in its journal The Quarterly Review of Economics and Finance.

Volume (Year): 49 (2009)
Issue (Month): 2 (May)
Pages: 308-322
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Handle: RePEc:eee:quaeco:v:49:y:2009:i:2:p:308-322

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Web page: http://www.elsevier.com/locate/inca/620167

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords: Unemployment Unit root NAIRU Hysteresis Convergence;

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This page was last updated on 2009-12-30.


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