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A time series analysis of disaggregate U.S. unemployment


  • Hotchkiss, Julie L.


This paper addresses an issue that has been neglected in the vast array of literature focusing on the determination of and differences in regional unemployment rates. The issue of whether causal relationships exist between disaggregated unemployment rates is considered. A multivariate vector autoregression model is estimated separately for unemployment rates of ten states and nine regions. The resulting impulse response functions indicate that significant causal relationships exist between unemployment rates of the states and regions analyzed. The results suggest that a mechanism allowing for causal relationships between disaggregate unemployment rates should be incorporated into future analyses.

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  • Hotchkiss, Julie L., 1991. "A time series analysis of disaggregate U.S. unemployment," Journal of Macroeconomics, Elsevier, vol. 13(4), pages 701-711.
  • Handle: RePEc:eee:jmacro:v:13:y:1991:i:4:p:701-711

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    References listed on IDEAS

    1. Manfred Neumann, 1991. "Precommitment by central bank independence," Open Economies Review, Springer, vol. 2(2), pages 95-112, June.
    2. Goodfriend, Marvin, 1987. "Interest rate smoothing and price level trend-stationarity," Journal of Monetary Economics, Elsevier, vol. 19(3), pages 335-348, May.
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    Cited by:

    1. Ewing, Bradley T. & Levernier, William, 2000. "An Analysis of Rural-Urban Differences in Average Family Income: An Application of the Oaxaca and Cotton-Neumark Decomposition Technique," The Review of Regional Studies, Southern Regional Science Association, vol. 30(3), pages 299-314, Winter.
    2. Hotchkiss, Julie L. & Moore, Robert E., 2018. "Some Like It Hot: Assessing Longer-Term Labor Market Benefits from a High-Pressure Economy," FRB Atlanta Working Paper 2018-1, Federal Reserve Bank of Atlanta.

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