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Single‐month unemployment rate estimates for the Brazilian Labour Force Survey using state‐space models

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  • Caio Gonçalves
  • Luna Hidalgo
  • Denise Silva
  • Jan van den Brakel

Abstract

The Brazilian Labour Force Survey publishes monthly national indicators based on 3‐month rolling data. This paper presents state‐space models to produce state‐level single‐month unemployment rate estimates. The models account for sampling errors and the increased dynamics in the labour force series due to the unforeseen SARS‐COV‐2 pandemic. Bivariate time series models with claimant count auxiliary data and multivariate models combining survey data of several states are investigated. The results demonstrated the benefits of the univariate state‐space approach to produce unemployment official statistics for Brazil. Additionally, the regional multivariate model shows promising results but requires further investigation.

Suggested Citation

  • Caio Gonçalves & Luna Hidalgo & Denise Silva & Jan van den Brakel, 2022. "Single‐month unemployment rate estimates for the Brazilian Labour Force Survey using state‐space models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 1707-1732, October.
    • Handle: RePEc:bla:jorssa:v:185:y:2022:i:4:p:1707-1732
    DOI: 10.1111/rssa.12914
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    References listed on IDEAS

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