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Regional unemployment forecasts with spatial interdependencies

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Author Info

  • Schanne, Norbert

    ()
    (Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany])

  • Wapler, Rüdiger

    ()
    (Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany])

  • Weyh, Antje

    ()
    (Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany])

Abstract

"We forecast unemployment for the 176 German labour-market districts on a monthly basis. Because of their small size, strong spatial interdependencies exist between these regional units. To account for these as well as for the heterogeneity in the regional development over time, we apply different versions of an univariate spatial GVAR model. When comparing the forecast precision with univariate time-series methods, we find that the spatial model does indeed perform better or at least as well. Hence, the GVAR model provides an alternative or complementary approach to commonly used methods in regional forecasting which do not consider regional interdependencies." (Author's abstract, IAB-Doku) ((en))

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Bibliographic Info

Paper provided by Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] in its series IAB Discussion Paper with number 200828.

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Length: 28 pages
Date of creation: 10 Jul 2008
Date of revision:
Publication status: published in: International Journal of Forecasting, Vol. 26, No. 4 (2010), p. 908-926
Handle: RePEc:iab:iabdpa:200828

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Keywords: Arbeitslosigkeit; regionale Verteilung; Arbeitsmarktprognose; regionale Disparität; Prognoseverfahren; Regionalökonomie; regionaler Arbeitsmarkt; Arbeitsagenturbezirke; Prognosegenauigkeit; Prognosemodell;

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References

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Citations

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Cited by:
  1. Bruckmeier, Kerstin & Graf, Tobias & Rudolph, Helmut, 2008. "Working poor: Arm oder bedürftig? : eine Analyse zur Erwerbstätigkeit in der SGB-II-Grundsicherung mit Verwaltungsdaten," IAB Discussion Paper 200834, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  2. Hohendanner, Christian, 2007. "Verdrängen Ein-Euro-Jobs sozialversicherungspflichtige Beschäftigung in den Betrieben?," IAB Discussion Paper 200708, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  3. R. Patuelli & N. Schanne & D. A. Griffith & P. Nijkamp, 2011. "Persistence of Regional Unemployment: Application of a Spatial Filtering Approach to Local Labour Markets in Germany," Working Papers wp743, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
  5. Eckey, Hans-Friedrich & Schwengler, Barbara & Türck, Matthias, 2007. "Vergleich von deutschen Arbeitsmarktregionen," IAB Discussion Paper 200703, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  6. Alfred Garloff & Carsten Pohl & Norbert Schanne, 2013. "Do small labor market entry cohorts reduce unemployment?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(15), pages 379-406, September.
  7. M. Mayor-Fernández & R. Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Papers wp835, Dipartimento Scienze Economiche, Universita' di Bologna.
  8. Hutter, Christian & Weber, Enzo, 2013. "Constructing a new leading indicator for unemployment from a survey among German employment agencies," IAB Discussion Paper 201317, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  9. Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2008. "Regional unemployment forecasts with spatial interdependencies," IAB Discussion Paper 200828, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  10. Amend, Elke & Herbst, Patrick, 2008. "Labor market pooling and human capital investment decisions," IAB Discussion Paper 200804, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  11. Rolf Schenker & Martin Straub, 2011. "Analyse der kantonalen Arbeitslosenquoten mittels räumlichen Zeitreihenmodellen," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 5(1), pages 75-87, March.
  12. Norbert Schanne, 2011. "Forecasting Regional Labour Markets with GVAR Models and Indicators (refereed paper)," ERSA conference papers ersa10p1044, European Regional Science Association.
  13. Schanne, Norbert, 2012. "The formation of experts' expectations on labour markets : do they run with the pack?," IAB Discussion Paper 201225, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].

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