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Unemployment and inflation in Western Europe: solution by the boundary element method

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Ivan Kitov
Oleg Kitov

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Abstract

Using an analog of the boundary element method in engineering and science, we analyze and model unemployment rate in Austria, Italy, the Netherlands, Sweden, Switzerland, and the United States as a function of inflation and the change in labor force. Originally, the model linking unemployment to inflation and labor force was developed and successfully tested for Austria, Canada, France, Germany, Japan, and the United States. Autoregressive properties of neither of these variables are used to predict their evolution. In this sense, the model is a self-consistent and completely deterministic one without any stochastic component (external shocks) except that associated with measurement errors and changes in measurement units. Nevertheless, the model explains between 65% and 95% of the variability in unemployment and inflation. For Italy, the rate of unemployment is predicted at a time horizon of nine years with pseudo out-of-sample root-mean-square forecasting error of 0.55% for the period between 1973 and 2006. One can expect that the u nemployment will be growing since 2008 and will reach 11.4% near 2012. After 2012, unemployment in Italy will start to descend.

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File URL: http://arxiv.org/abs/0903.5064
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Paper provided by arXiv.org in its series Quantitative Finance Papers with number 0903.5064.

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Date of creation: Mar 2009
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Handle: RePEc:arx:papers:0903.5064

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  1. Andrew Atkeson & Lee E. Ohanian., 2001. "Are Phillips curves useful for forecasting inflation?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-11. [Downloadable!]
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  1. Kitov, Ivan, 2009. "Does economics need a scientific revolution?," MPRA Paper 14476, University Library of Munich, Germany. [Downloadable!]
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  2. Kitov, Ivan & Kitov, Oleg, 2009. "A fair price for motor fuel in the United States," MPRA Paper 15039, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-11-29.


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