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Combining micro and macro unemployment duration data

  • van den Berg, Gerard J.
  • van der Klaauw, Bas

We combine micro and macro unemployment duration data to study the effects of the business cycle on the outflow from unemployment. We allow the cycle to affect individual exit probabilities of unemployed workers as well as the composition of the total inflow into unemployment. We estimate the model using (micro) survey data and (macro) administrative data from France. The distribution of the inflow composition is estimated along with the other parameters. The estimation method deals with differences between the micro and macro unemployment definitions. The results also show to what extent the unemployment duration distributions corresponding to the two definitions can be described by the same model.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 102 (2001)
Issue (Month): 2 (June)
Pages: 271-309

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Handle: RePEc:eee:econom:v:102:y:2001:i:2:p:271-309
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  1. van den Berg, Gerard J & van Ours, Jan C, 1996. "Unemployment Dynamics and Duration Dependence," Journal of Labor Economics, University of Chicago Press, vol. 14(1), pages 100-125, January.
  2. Gerard J. van den Berg & Bas van der Klaauw, 1998. "Combining Micro and Macro Unemployment Duration Data," Tinbergen Institute Discussion Papers 98-098/3, Tinbergen Institute.
  3. Thierry Magnac & Jean-Marc Robin & Michael Visser, 1995. "Analysing incomplete individual employment histories using indirect inference," Post-Print hal-00359425, HAL.
  4. Gallant, A Ronald & Nychka, Douglas W, 1987. "Semi-nonparametric Maximum Likelihood Estimation," Econometrica, Econometric Society, vol. 55(2), pages 363-90, March.
  5. Abbring, J.H. & van den Berg, G. & van Ours, J.C., 2002. "The anatomy of unemployment dynamics," Other publications TiSEM 539d10a7-be00-4a8e-9c9c-9, Tilburg University, School of Economics and Management.
  6. Michael Baker & Angelo Melino, 1999. "Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study," Working Papers melino-99-01, University of Toronto, Department of Economics.
  7. Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521477444, November.
  8. Darby, Michael R & Haltiwanger, John C & Plant, Mark W, 1985. "Unemployment Rate Dynamics and Persistent Unemployment under Rational Expectations," American Economic Review, American Economic Association, vol. 75(4), pages 614-37, September.
  9. Magnac, T. & Robin, J. -M., 1995. "An econometric analysis of labour market transitions using discrete and tenure data," Labour Economics, Elsevier, vol. 2(1), pages 106-106, March.
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  11. Devine, Theresa J. & Kiefer, Nicolas M., 1991. "Empirical Labor Economics: The Search Approach," OUP Catalogue, Oxford University Press, number 9780195059366, December.
  12. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460 Elsevier.
  13. Liliane Bonnal & Denis Fougère & Anne Sérandon, 1997. "Evaluating the Impact of French Employment Policies on Individual Labour Market Histories," Review of Economic Studies, Oxford University Press, vol. 64(4), pages 683-713.
  14. Layard, Richard & Nickell, Stephen & Jackman, Richard, 1991. "Unemployment: Macroeconomic Performance and the Labour Market," OUP Catalogue, Oxford University Press, number 9780198284345, December.
  15. Steven J. Davis & John C. Haltiwanger & Scott Schuh, 1998. "Job Creation and Destruction," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262540932, December.
  16. van den Berg, G., 1987. "Nonstationarity in job search theory," Research Memorandum c2b931bf-9cce-4bae-929c-b, Tilburg University, School of Economics and Management.
  17. Guido W. Imbens & Tony Lancaster, 1994. "Combining Micro and Macro Data in Microeconometric Models," Review of Economic Studies, Oxford University Press, vol. 61(4), pages 655-680.
  18. van den Berg, G., 1988. "Search behaviour, transitions to nonparticipation and the duration of unemployment," Research Memorandum 01393d23-5b79-44ba-b971-d, Tilburg University, School of Economics and Management.
  19. Thierry Magnac, 1997. "State Dependence and Heterogeity in youth Employment Histories," Working Papers 97-47, Centre de Recherche en Economie et Statistique.
  20. Imbens, G W, 1994. "Transition Models in a Non-stationary Environment," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 703-20, November.
  21. Thierry Magnac & Michael Visser, 1998. "Transition Models with Measurement Errors," Working Papers 98-22, Centre de Recherche en Economie et Statistique.
  22. Bo E. Honoré, 1993. "Identification Results for Duration Models with Multiple Spells," Review of Economic Studies, Oxford University Press, vol. 60(1), pages 241-246.
  23. Dynarski, Mark & Sheffrin, Steven M, 1990. "The Behavior of Unemployment Durations over the Cycle," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 350-56, May.
  24. Laisney, François & Lechner, Michael, 1993. "Combining panel data and macro information: an application to the estimation of a participation model," ZEW Discussion Papers 93-23, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  25. Vishwanath, Tara, 1989. "Job Search, Stigma Effect, and Escape Rate from Unemployment," Journal of Labor Economics, University of Chicago Press, vol. 7(4), pages 487-502, October.
  26. Baker, Michael, 1992. "Unemployment Duration: Compositional Effects and Cyclical Variability," American Economic Review, American Economic Association, vol. 82(1), pages 313-21, March.
  27. Bean, Charles R, 1994. "European Unemployment: A Survey," Journal of Economic Literature, American Economic Association, vol. 32(2), pages 573-619, June.
  28. Berg, Gerard J. van den & Klaauw, Bas van der, 1998. "Combining micro and macro unemployment data," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  29. Magnac, Thierry, 2000. "Subsidised Training and Youth Employment: Distinguishing Unobserved Heterogeneity from State Dependence in Labour Market Histories," Economic Journal, Royal Economic Society, vol. 110(466), pages 805-37, October.
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