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What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence

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Author Info
Gianni Amisano () (University of Brescia, Italy)
Massimiliano Serati () (Cattaneo University, Italy)

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Abstract

We analyse the determinants of unemployment persistence in four OECD countries byestimating a structural Bayesian VAR with an informative prior based on an insiders/outsiders model. We explicitly insert unemployment ben- efits and labour taxes so that our identification is not affected by the Faust and Leeper (1997) critique. We find widespread hysteresis: demand shocks play a dominant role in explaining unemployment also in the medium-run. Moreover real wages have low sensitivity to cyclical fluctuations and to labour market disequilibria. Our results emphasise the real power of the unions and their in- teractions with structural shocks and other institutions as crucial determinants of hysteresis.

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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 02-116/4.

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Date of creation: 18 Nov 2002
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Handle: RePEc:dgr:uvatin:20020116

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Web page: http://www.tinbergen.nl/

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Related research
Keywords: unemployment persistence insiders-outsiders hysteresis structural VAR analysis Bayesian inference.

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Find related papers by JEL classification:
E24 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution
J64 - Labor and Demographic Economics - - Mobility, Unemployment, and Vacancies - - - Unemployment: Models, Duration, Incidence, and Job Search

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  1. Monastiriotis, Vassilis, 2006. "Macro-determinants of UK regional unemployment and the role of employment flexibility," MPRA Paper 44, University Library of Munich, Germany. [Downloadable!]
  2. Annika Alexius & Bertil Holmlund, 2007. "Monetary Policy and Swedish Unemployment Fluctuations," Kiel Working Papers 1329, Kiel Institute for the World Economy. [Downloadable!]
    Other versions:
  3. BATTISTI,Michele, 2006. "Assessing persistence in the Italian rate of unemployment in presence of structural breaks and regional asymmetries, 1977 to 2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3). [Downloadable!] (restricted)
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