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Unemployment and Regional Economic Activity: A Cyclical Approach

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Acuña, Andrés

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Abstract

This paper analyzes the cyclical behavior of production and unemployment at regional level, using Chilean quarterly data which spans between 1986:Q1 and 2005:Q4. Once the data set is characterized, it proceeds to modeling the cyclical performance of regional unemployment using auto regressive components (in the form of polynomial distributed lags), and related variables, such as commodities prices, e.g. fruit, copper, oil, salmon. The aim of this approach is to forecast the regional unemployment cyclical behavior for quarters 2006:Q1 and 2006:Q4. The results suggests a notorious unemployment reduction in regions II and V, and a slightly reduction in regions III, IV, X and XII. Moreover, unemployment's cycle will not leave its expansive phase in regions I, VI, XI and RM. Finally, the models predict a rise on unemployment in regions VII and IX, and it will maintain its previous level in region VIII.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 8275.

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Date of creation: Jan 2006
Date of revision: Mar 2006
Handle: RePEc:pra:mprapa:8275

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Related research
Keywords: business cycle unemployment forecasting

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Find related papers by JEL classification:
R10 - Urban, Rural, and Regional Economics - - General Regional Economics - - - General
E27 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation

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  1. Lucas, Robert Jr. & Stokey, Nancy L., 1983. "Optimal fiscal and monetary policy in an economy without capital," Journal of Monetary Economics, Elsevier, vol. 12(1), pages 55-93. [Downloadable!] (restricted)
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  2. Cooley, Thomas F. & Hansen, Gary D., 1992. "Tax distortions in a neoclassical monetary economy," Journal of Economic Theory, Elsevier, vol. 58(2), pages 290-316, December. [Downloadable!] (restricted)
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  3. Mendoza, Enrique G, 1991. "Real Business Cycles in a Small Open Economy," American Economic Review, American Economic Association, vol. 81(4), pages 797-818, September. [Downloadable!] (restricted)
  4. Hansen, Gary D., 1985. "Indivisible labor and the business cycle," Journal of Monetary Economics, Elsevier, vol. 16(3), pages 309-327, November. [Downloadable!] (restricted)
  5. Cooley, Thomas F & Hansen, Gary D, 1989. "The Inflation Tax in a Real Business Cycle Model," American Economic Review, American Economic Association, vol. 79(4), pages 733-48, September. [Downloadable!] (restricted)
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  6. Lucas, Robert E, Jr, 1980. "Methods and Problems in Business Cycle Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(4), pages 696-715, November. [Downloadable!] (restricted)
  7. V. V. Chari & Lawrence J. Christiano & Patrick J. Kehoe, 1991. "Optimal fiscal and monetary policy: some recent results," Staff Report 147, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  8. Helmut Franken & Guillermo Le Fort & Eric Parrado, 2005. "Business Cycle Dynamics and Shock Resilience in Chile," Working Papers Central Bank of Chile 331, Central Bank of Chile. [Downloadable!]
  9. Bernheim, B Douglas, 1991. "Optimal Fiscal and Monetary Policy: Some Recent Results," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(3), pages 540-42, August. [Downloadable!] (restricted)
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