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Estimating structural and frictional unemployment: An application of empirical mode decomposition

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  • Costa, Rodolfo Ferreira Ribeiro
  • Castelar, Luiz Ivan de Melo

Abstract

The aim of this paper was to estimate Brazilian structural and frictional unemployment by the empirical mode decomposition (EMD) method, relying on the definitions of structural and frictional unemployment of Lipsey (1960). The advantage of the EMD method is that it does not suffer of the problems of approximation bias or unit root that are present in the OLS and ML estimates described in the literature.

Suggested Citation

  • Costa, Rodolfo Ferreira Ribeiro & Castelar, Luiz Ivan de Melo, 2024. "Estimating structural and frictional unemployment: An application of empirical mode decomposition," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 78(1), April.
    • Handle: RePEc:fgv:epgrbe:v:78:y:2024:i:1:a:83822
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