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

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Author Info
Xuan, Zhang
Wilke, Ralf A.
Lüdemann, Elke

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Abstract

In this paper, we estimate the effect of different macro and micro variables on thedistribution of unemployment duration in West Germany using censored quantile regressions. We analyze unemployment periods of more than 91,000 observations from the years 1981 to 1997 drawn from the IAB employment subsample. The latter is an administrative data set that is representative with respect to the socially insured workforce. Surprisingly, we find that the educational degree and variables indicating the macroeconomic environment such as the unemployment rate have a weak effect only. On the other hand, 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 the ones most suitable in characterizing the unemployment duration of an individual. From a methodological point of view, it is interesting that some regression coefficients have a different sign depending on the quantiles of the unemployment duration distribution. This clearly is a violation of the classical proportional hazard assumption which is very common in unemployment duration analysis. --

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

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Date of creation: 2005
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Handle: RePEc:zbw:zewdip:7180

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Related research
Keywords: censored quantile regression; unemployment duration; administrative data;

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Find related papers by JEL classification:
C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models
J64 - Labor and Demographic Economics - - Mobility, Unemployment, and Vacancies - - - Unemployment: Models, Duration, Incidence, and Job Search

References listed on IDEAS
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  1. Portnoy S., 2003. "Censored Regression Quantiles," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1001-1012, January. [Downloadable!] (restricted)
  2. repec:cup:etheor:v:11:y:1995:i:1:p:105-21 is not listed on IDEAS
  3. 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. [Downloadable!]
  4. 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. [Downloadable!] (restricted)
  5. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  6. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January. [Downloadable!] (restricted)
  7. Hunt, Jennifer, 1995. "The Effect of Unemployment Compensation on Unemployment Duration in Germany," Journal of Labor Economics, University of Chicago Press, vol. 13(1), pages 88-120, January. [Downloadable!] (restricted)
    Other versions:
  8. Hahn, Jinyong, 1995. "Bootstrapping Quantile Regression Estimators," Econometric Theory, Cambridge University Press, vol. 11(01), pages 105-121, February. [Downloadable!]
  9. 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. [Downloadable!]
  10. 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. [Downloadable!] (restricted)
  11. Roger Koenker & Zhijie Xiao, 2002. "Inference on the Quantile Regression Process," Econometrica, Econometric Society, vol. 70(4), pages 1583-1612, July. [Downloadable!] (restricted)
  12. Ch. LAUER, 2003. "Education and Unemployment : A French-German comparison," Working Papers ERMES 0314, ERMES, University Paris 2. [Downloadable!]
  13. 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. [Downloadable!]
  14. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June. [Downloadable!] (restricted)
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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. Bernd Fitzenberger & Ralf A. Wilke, 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). [Downloadable!]
    Other versions:
  2. 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. [Downloadable!]
  3. 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. [Downloadable!]
  4. 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. [Downloadable!]
  5. Ralf Wilke, . "Unemployment Duration in the United Kingdom: An Incomplete Data Approach," Discussion Papers 09/02, University of Nottingham, School of Economics. [Downloadable!]
  6. Tomi Kyyrä & Ralf Wilke, 2004. "Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland," Discussion Papers 346, Government Institute for Economic Research Finland (VATT). [Downloadable!]
    Other versions:
  7. Andrew Chesher, 2002. "Local identification in nonseparable models," CeMMAP working papers CWP05/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. 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. [Downloadable!]
    Other versions:
  9. 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). [Downloadable!]
  10. Arntz, Melanie & Wilke, Ralf A., 2006. "Unemployment duration in Germany : individual and regional determinants of local job finding, migration and subsidized employment," ZEW Discussion Papers 06-92, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
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