IDEAS home Printed from https://ideas.repec.org/a/wly/japmet/v29y2014i2p265-290.html
   My bibliography  Save this article

Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe

Author

Listed:
  • Michele Campolieti
  • Deborah Gefang
  • Gary Koop

Abstract

SUMMARY Vector autoregressive methods have been used to model the interrelationships between job vacancy rates, job separation rates and job‐finding rates using tools such as impulse response analysis. We investigate whether such impulse responses change across the business cycle or over time, by estimating time‐varying parameter–vector autoregressions for data from North America (the USA and Canada) and Europe (France, Spain and the UK). While the adjustment process of the labour market to shocks in Canada and the USA is similar, we find the adjustment process differs much more across the European countries, with greater persistence in shocks relative to the USA and Canada. Copyright © 2012 John Wiley & Sons, Ltd.

Suggested Citation

  • Michele Campolieti & Deborah Gefang & Gary Koop, 2014. "Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 265-290, March.
    • Handle: RePEc:wly:japmet:v:29:y:2014:i:2:p:265-290
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Valadkhani, Abbas & O’Mahony, Barry, 2015. "Dynamics of Australia’s tourism in a multimarket context," Annals of Tourism Research, Elsevier, vol. 55(C), pages 173-177.
    2. Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
    3. Steven M. Fazzari & James Morley & Irina B. Panovska, 2017. "When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?," Discussion Papers 2017-04, School of Economics, The University of New South Wales.
    4. Donayre, Luiggi & Panovska, Irina, 2016. "State-dependent exchange rate pass-through behavior," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 170-195.
    5. Campolieti, Michele & Gefang, Deborah & Koop, Gary, 2014. "A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 257-275.
    6. Elroukh, Ahmed W. & Nikolsko-Rzhevskyy, Alex & Panovska, Irina, 2020. "A look at jobless recoveries in G7 countries," Journal of Macroeconomics, Elsevier, vol. 64(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:japmet:v:29:y:2014:i:2:p:265-290. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/0883-7252/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.