Unemployment duration in Germany: A comprehensive study with dynamic hazard models and P-Splines
AbstractThis paper makes use of data from the German socio-economic panel to gain new insights into the determinants of unemployment duration in Germany. Due to substantial differences with respect to labour market outcomes we follow a stratified approach with respect to gender and ethnicity. To analyze unemployment duration comprehensively, dynamic duration time models are used in which covariate effects are allowed to vary smoothly with unemployment duration and others enter the model in an a-priori unspecified functional form. We control for unobserved heterogeneity by following a modern frailty approach. As fitting routine we use penalized spline smoothing effects using available software in R. We demonstrate with state-of-the-art regression models how effects of covariables change, either over duration time or within their range and reveal substantial differences across gender end ethnicities for the German labour market. Among others we find large effects of family characteristics for women and a minor importance of formal qualifications for immigrants. --
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Bibliographic InfoPaper provided by Hamburg Institute of International Economics (HWWI) in its series HWWI Research Papers with number 111.
Date of creation: 2011
Date of revision:
Unemployment; Duration Time Models; Dynamic Effects; Penalized Splines; German Socio-Economic Panel; Ethnic Labour Market Segmentation;
Other versions of this item:
- Torben Kuhlenkasper & Max Friedrich Steinhardt, 2011. "Unemployment Duration in Germany – A comprehensive study with dynamic hazard models and P-Splines," Norface Discussion Paper Series 2011018, Norface Research Programme on Migration, Department of Economics, University College London.
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- F22 - International Economics - - International Factor Movements and International Business - - - International Migration
- J16 - Labor and Demographic Economics - - Demographic Economics - - - Economics of Gender; Non-labor Discrimination
- J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search
- J71 - Labor and Demographic Economics - - Labor Discrimination - - - Hiring and Firing
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-21 (All new papers)
- NEP-HME-2011-11-21 (Heterodox Microeconomics)
- NEP-LAB-2011-11-21 (Labour Economics)
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