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The political economy of unemployment and threshold effects. A nonlinear time series approach

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Author Info
Ruthira Naraidoo () (Keele University, Centre for Economic Research and School of Economic and Management Studies)
Patrick Minford () (Cardiff Business School, Aberconway Building, Cardiff University)
Ioannis A. Venetis () (University of Patras, Department of Economics)

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Abstract

This paper develops a political economy model of multiple unemployment equilibria to provide a theory of an endogenous natural rate of unemployment using a nonlinear threshold model for a number of OECD countries. The theory here sees the natural rate and the associated path of unemployment as a reaction to shocks (mainly demand in nature) and the institutional structure of the economy. The channel through which these two forces feed on each other is a political economy process whereby voters with limited information on the natural rate react to shocks by demanding more or less social protection. The empirical results obtained confirm the existence of multiple and ``moving'' equilibria (``vicious'' and ``virtuous'' circles). The nonlinear model is compared with a linear version with the nonlinear framework always exhibiting superior in-sample fit and generally better out-of-sample predictive accuracy. The conclusion is that macroeconomics and supply side policies feed on each other via the political economy.

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Paper provided by Centre for Economic Research, Keele University in its series Keele Economics Research Papers with number KERP 2006/21.

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Length: 40 pages
Date of creation: Oct 2006
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Handle: RePEc:kee:kerpuk:2006/21

Note: The authors would like to thank James Davidson, Costas Milas, David Peele, Ivan Paya and workshop participants for helpful comments.
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Postal: Department of Economics, University of Keele, Keele, Staffordshire, ST5 5BG - United Kingdom
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Postal: Centre for Economic Research, Research Institute for Public Policy and Management, Keele University, Staffordshire ST5 5BG - United Kingdom
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Web: http://www.keele.ac.uk/depts/ec/cer/pubs_kerps.htm

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Related research
Keywords: Equilibrium unemployment; political economy; threshold model; forecasting;

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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
E27 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation
P16 - Economic Systems - - Capitalist Systems - - - Political Economy of Capitalism

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jan Wenzelburger & Hans Gersbach, 2007. "Sophistication in Risk Management, Bank Equity, and Stability," Keele Economics Research Papers KERP 2007/08, Centre for Economic Research, Keele University. [Downloadable!]
    Other versions:
  2. Jonathan P Thomas & Tim Worrall, 2007. "Dynamic Relational Contracts with Consumption Constraints," Keele Economics Research Papers KERP 2007/16, Centre for Economic Research, Keele University. [Downloadable!]
  3. Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Keele Economics Research Papers KERP 2007/12, Centre for Economic Research, Keele University. [Downloadable!]
    Other versions:
  4. Sotiris Karkalakos, 2007. "Trade, industrial location and environmental consciousness," Keele Economics Research Papers KERP 2007/15, Centre for Economic Research, Keele University. [Downloadable!]
  5. Jan Wenzelburger & Volker Böhm & Thorsten Pampel, 2007. "On the Stability of Balanced Growth," Keele Economics Research Papers KERP 2007/09, Centre for Economic Research, Keele University. [Downloadable!]
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