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Has long become longer or short become shorter? Evidence from a censored quantile regression analysis of the changes in the distribution of U.S. unemployment duration

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  • Juliana Guimarães
  • (Universidade NOVA de Lisboa

Abstract

There is conflicting evidence regarding the recent evolution of unemployment duration in the U.S. In this study we rely on censored quantile regression methods to analyze the changes in the US unemployment duration distribution. We employed the decomposition method proposed by Machado and Mata (2003) to disentangle the contribution of the changes generated by the covariate distribution and by the conditional distribution and adapted it to a duration analysis framework.The data used in this inquiry are taken from the nationally representative Displaced Worker Survey of 1988 and 1998. We provide evidence that the unemployment duration distribution shifted leftward. The main driving force behind that shift was the sharp leftward move in the unemployment rate distribution. This force was partially counteracted by the ageing of the displaced population, the striking absence of impact from being displaced via a plant shutdown, and the higher sensitivity of unemployment duration to unemployment rates

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File URL: http://repec.org/esLATM04/up.30300.1081868979.pdf
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Bibliographic Info

Paper provided by Econometric Society in its series Econometric Society 2004 Latin American Meetings with number 128.

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Date of creation: 11 Aug 2004
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Handle: RePEc:ecm:latm04:128

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Keywords: Quantile Regression; Duration Analysis; Unemployment Duration; Counterfactual Decomposition;

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  1. Bassett, Gilbert W. & Koenker, Roger W., 1986. "Strong Consistency of Regression Quantiles and Related Empirical Processes," Econometric Theory, Cambridge University Press, vol. 2(02), pages 191-201, August.
  2. Bilias, Yannis & Chen, Songnian & Ying, Zhiliang, 2000. "Simple resampling methods for censored regression quantiles," Journal of Econometrics, Elsevier, vol. 99(2), pages 373-386, December.
  3. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
  4. Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
  5. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
  6. Katharine G. Abraham & Robert Shimer, 2001. "Changes in Unemployment Duration and Labor Force Attachment," NBER Working Papers 8513, National Bureau of Economic Research, Inc.
  7. José Mata & José A. F. Machado, 2005. "Counterfactual decomposition of changes in wage distributions using quantile regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(4), pages 445-465.
  8. Addison, John T & Portugal, Pedro, 1987. "On the Distributional Shape of Unemployment Duration," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 521-26, August.
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Cited by:
  1. Fitzenberger, Bernd & Wilke, Ralf A., 2005. "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers 05-65, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.

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