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Labour Market Analysis using Time Series Models: Russia 1999-2011

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  • Elena Vakulenko

Abstract

We investigate the relationship between the main indicators of the labour market in Russia. We try to construct a model of the Russian labour market and identify key relationships. Our special attention is drawn to the impact of the crisis on the Russian labour market and influence of oil price on labor market indicators. We estimated two types of models. They are systems of simultaneous equations model (SEM) and VECM. We received that real wage in Russia are more flexible than employment. During the crisis period real wage was decreasing. SEM model shows that real wage positively depends on real oil price. While the number of employed and unemployment don’t depend on real oil price.

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Paper provided by Università di Perugia, Dipartimento Economia, Finanza e Statistica in its series Quaderni del Dipartimento di Economia, Finanza e Statistica with number 120/2013.

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Length: 37 pages
Date of creation: 16 Sep 2013
Date of revision:
Handle: RePEc:pia:wpaper:120/2013

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Keywords: labour market; time series models; Russia;

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  1. Andreas Löschel & Ulrich Oberndorfer, 2009. "Oil and Unemployment in Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 229(2-3), pages 146-162, June.
  2. Carstensen, Kai & Hansen, Gerd, 2000. "Cointegration and common trends on the West German labour market," Munich Reprints in Economics 19947, University of Munich, Department of Economics.
  3. Addison, John T. & Teixeira, Paulino, 2001. "Employment Adjustment in Portugal: Evidence from Aggregate and Firm Data," IZA Discussion Papers 391, Institute for the Study of Labor (IZA).
  4. Bande, Roberto & Karanassou, Marika, 2007. "Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995," IZA Discussion Papers 2593, Institute for the Study of Labor (IZA).
  5. E. Gurvich & E. Vakulenko & P. Krivenko, 2009. "Cyclicality of Fiscal Policy in Oil-Producing Countries," Problems of Economic Transition, M.E. Sharpe, Inc., vol. 52(1), pages 24-53, May.
  6. Yasuo Nakanishi, 2001. "Dynamic labour demand using error correction model," Applied Economics, Taylor & Francis Journals, vol. 33(6), pages 783-790.
  7. Helge Braun & Reinout De Bock & Riccardo DiCecio, 2007. "Supply shocks, demand shocks, and labor market fluctuations," Working Papers 2007-015, Federal Reserve Bank of St. Louis.
  8. Lorenzo Corsini & Marco Guerrazzi, 2004. "Searching for Long Run Equilibrium Relationships in the Italian Labour Market: a Cointegrated VAR Approach," Discussion Papers 2004/43, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  9. Akhmed Akhmedov & Evgenia Bessonova & Ivan Cherkashin & Irina Denisova & Elena Grishina & Denis Nekipelov, 2003. "WTO Accession and the Labor Market: Estimations for Russia," Working Papers w0040, Center for Economic and Financial Research (CEFIR).
  10. Peter Summers, 2000. "Labour Market Analysis with VAR Models," Melbourne Institute Working Paper Series wp2000n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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