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Forecasting Employment for Germany

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Author Info
Darius Hinz () (University of Bielefeld (Student))
Camille Logeay () (IMK at the Hans Boeckler Foundation)
Abstract

This paper deals with the estimation of employment equations for Germany, which are to be used for forecasting and simulation purposes. The authors estimate both single and system error correction equations for German working hours using quarterly raw data covering the period 1980:1-2004:2. Since the focus is on the question whether German reunification has affected or even modified the underlying economic relationships, the authors compare the results to those reported in previous studies for West Germany and Germany, respectively. The authors find that the elasticity of employment with respect to output is robustly estimated and can therefore be restricted to one. The elasticity of employment with respect to the real wage, however, is affected by German reunification and relative factor prices no longer play a significant role. The forecasting quality of the employment equation is satisfactory.

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Publisher Info
Paper provided by IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute in its series IMK Working Paper with number 01-2006.

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Length: 37 pages
Date of creation: 2006
Date of revision: Jan 2006
Handle: RePEc:imk:wpaper:01-2006

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Web page: http://www.imk-boeckler.de

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Related research
Keywords: employment forecasting cointegration Germany

Find related papers by JEL classification:
E24 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution
E27 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications

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References listed on IDEAS
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  1. Flaig, Gebhard & Steiner, Viktor, 1989. "Stability and Dynamic Properties of Labour Demand in West German Manufacturing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(4), pages 395-412, November.
  2. Albert van der Horst, 2003. "Structural Estimates of Equilibrium Unemployment in Six OECD Economies," Economics Working Papers 022, European Network of Economic Policy Research Institutes. [Downloadable!]
    Other versions:
  3. Clements, M.P. & Hendry, D.F., 1992. "Forecasting in Cointegrated Systems," Economics Series Working Papers 99139, University of Oxford, Department of Economics.
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This page was last updated on 2008-11-6.


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