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Censored Quantile Regressions and the Length of Unemployment Periods in West Germany

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  • Lüdemann, Elke
  • Wilke, Ralf A.
  • Zhang, Xuan

Abstract

We apply censored quantile regressions to representative German register data with more than 91,000 observations in order to determine crucial factors that influence the distribution of unemployment duration in West Germany during the 1980s and 1990s. We find that the effect of some regressors varies and has different sign depending on the quantiles of the unemployment duration distribution – a violation of the classical proportional hazard assumption which is very popular in unemployment duration analysis. We also find that variables reflecting the (un-)employment history of an individual such as the length of tenure, recall to the same employer in the past, recent unemployment and the position in the population income distribution before unemployment have the strongest effects on unemployment duration. We conclude that work history variables are most suitable in characterizing the job search behavior of an individual. The macroeconomic environment and the educational degree seem to have a limited effect only. --

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Bibliographic Info

Paper provided by ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research in its series ZEW Discussion Papers with number 04-57.

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Date of creation: 2004
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Handle: RePEc:zbw:zewdip:2348

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Keywords: censored quantile regression; unemployment duration; register data;

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References

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  2. Koenker R. & Geling O., 2001. "Reappraising Medfly Longevity: A Quantile Regression Survival Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 458-468, June.
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  4. Jennifer Hunt, 1992. "The Effect of Unemployment Compensation on Unemployment Duration in Germany," Discussion Papers of DIW Berlin 50, DIW Berlin, German Institute for Economic Research.
  5. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
  6. Hahn, Jinyong, 1995. "Bootstrapping Quantile Regression Estimators," Econometric Theory, Cambridge University Press, vol. 11(01), pages 105-121, February.
  7. Lauer, Charlotte, 2003. "Education and Unemployment: A French-German Comparison," ZEW Discussion Papers 03-34, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  8. Yannis Bilias & Roger Koenker, 2001. "Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments," Empirical Economics, Springer, vol. 26(1), pages 199-220.
  9. Roger Koenker & Zhijie Xiao, 2002. "Inference on the Quantile Regression Process," Econometrica, Econometric Society, vol. 70(4), pages 1583-1612, July.
  10. Ch. LAUER, 2003. "Education and Unemployment : A French-German comparison," Working Papers ERMES 0314, ERMES, University Paris 2.
  11. Jose A. F. Machado & Jose Mata, 2000. "Box-Cox quantile regression and the distribution of firm sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 253-274.
  12. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
  13. Portnoy S., 2003. "Censored Regression Quantiles," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1001-1012, January.
  14. Wilke, Ralf A., 2004. "New Estimates of the Duration and Risk of Unemployment for West-Germany," ZEW Discussion Papers 04-26, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  15. Weber, Andrea Maria, 2004. "Wann kehren junge Mütter auf den Arbeitsmarkt zurück? Eine Verweildaueranalyse für Deutschland," ZEW Discussion Papers 04-08, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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Citations

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Cited by:
  1. Lee, Sokbae & Wilke, Ralf A., 2005. "Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data," ZEW Discussion Papers 05-29, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  2. Achim Schmillen & Joachim Möller, 2010. "Determinants of Lifetime Unemployment. A Micro Data Analysis with Censored Quantile Regressions," Working Papers 090, Bavarian Graduate Program in Economics (BGPE).
  3. Tomi Kyyrä & Ralf A. Wilke, 2007. "Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland," Journal of the European Economic Association, MIT Press, vol. 5(1), pages 154-182, 03.
  4. Tomi Kyyrä & Ralf A. Wilke, 2006. "Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland Revised," Discussion Papers 396, Government Institute for Economic Research Finland (VATT).
  5. Melanie Arntz & Ralf Wilke, 2009. "Unemployment Duration in Germany: Individual and Regional Determinants of Local Job Finding, Migration and Subsidized Employment," Regional Studies, Taylor and Francis Journals, vol. 43(1), pages 43-61.
  6. Fitzenberger, Bernd & Wilke, Ralf, 2007. "New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work," IZA Discussion Papers 2609, Institute for the Study of Labor (IZA).
  7. Arntz, Melanie, 2005. "The Geographical Mobility of Unemployed Workers: Evidence from West Germany," ZEW Discussion Papers 05-34, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  8. Katharina Frosch, 2006. "Reemployment Rates over the Life Course: Is there still Hope after Late Career Job Loss?," Thuenen-Series of Applied Economic Theory 64, University of Rostock, Institute of Economics, Germany.
  9. Bernd Fitzenberger & Ralf Wilke & Xuan Zhang, 2010. "Implementing Box-Cox Quantile Regression," Econometric Reviews, Taylor and Francis Journals, vol. 29(2), pages 158-181.
  10. Ralf Wilke, . "Unemployment Duration in the United Kingdom: An Incomplete Data Approach," Discussion Papers 09/02, University of Nottingham, School of Economics.
  11. Andrew Chesher, 2002. "Local identification in nonseparable models," CeMMAP working papers CWP05/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  12. John P. Haisken-DeNew & Matthias Vorell, 2009. "Killing them with Kindness: Negative Distributional Externalities of Increasing UI Benefits," Ruhr Economic Papers 0121, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.

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