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Relações de Longo e Curto Prazo Entre Covid-19 e Perda de Empregos na Malásia: Evidência Usando Modelos GARCH-M, EGARCH-M e PGARCH-M

Author

Listed:
  • Muzafar Shah Habibullah

    (Putra Business School, EIS-UPMCS Centre for Future Labour Market Studies, PERKESO, Malaysia)

  • Evan Lau

    (EIS-UPMCS Centre for Future Labour Market Studies, PERKESO, Faculty of Economics and Business, Universiti Malaysia Sarawak, Malaysia)

  • Badariah Haji Din

    (College of Government, Law and International Studies, Universiti Utara, Malaysia)

  • Muhammad Daaniyall Abd Rahman

    (EIS-UPMCS Centre for Future Labour Market Studies, PERKESO, School of Business and Eco- nomics, Universiti Putra Malaysia, Malaysia)

  • Musalman Ahmad Iskandar Shah

    (EIS-UPMCS Centre for Future Labour Market Studies, PERKESO, Malaysia)

Abstract

O objetivo do presente artigo é investigar as relações de longo e curto prazo entre a perda de emprego e a pandemia de Covid-19 no mercado de trabalho da Malásia. As variáveis usadas para medir a expressão da Covid-19 incluem o número de novos casos de Covid-19, o número de novas mortes de Covid-19, o número total de casos de Covid-19 e o índice de medo da Covid-19. Usando a análise de cointegração, descobrimos que a perda de emprego exibe relações de longo prazo com as quatro medidas de Covid-19. A nossa análise de curto prazo recorreu ao modelo PGARCH-M, capaz de capturar a volatilidade e a variabi- lidade na perda de emprego. O modelo PGARCH-M mostra evidências de efeitos de alavancagem ou efeitos assimétricos, o que sugere que os choques positivos (boas notícias) aumentam a volatilidade na perda de empregos mais do que os choques negativos (más notícias) numa situação de crise.

Suggested Citation

  • Muzafar Shah Habibullah & Evan Lau & Badariah Haji Din & Muhammad Daaniyall Abd Rahman & Musalman Ahmad Iskandar Shah, 2022. "Relações de Longo e Curto Prazo Entre Covid-19 e Perda de Empregos na Malásia: Evidência Usando Modelos GARCH-M, EGARCH-M e PGARCH-M," RPER, Associação Portuguesa para o Desenvolvimento Regional, issue 60, pages 9-31, January.
    • Handle: RePEc:apd:rper00:y:2022:i:60:id:338
    DOI: 10.59072/rper.vi60.338
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