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La dynamique asymétrique de l'emploi au cours du cycle

Listed author(s):
  • Corinne Perraudin
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    [fre] Cet article se propose d'étudier l'asymétrie cyclique de l'emploi en France, aux Etats-Unis, en Allemagne et en Angleterre à partir d'une modélisation non-linéaire univariée. Notre travail retient à cet effet la classe des modèles Star ("Smooth Transition AutoRegressive"), modèles autorégressifs à plusieurs régimes avec transition lisse. Nous testons tout d'abord la présence de non-linéarité afin de spécifier le modèle adéquat à utiliser. Les estimations permettent alors de dégager la contribution du modèle non-linéaire à une meilleure reproduction du profil des fluctuations cycliques de l'emploi. [ger] Die asymmetrische Beschâftigungsdynamik wàhrend des Zyklus von Corinne Perraudin In diesem Artikel soil auf der Grundlage einer univariaten nichtlinearen Modellierung die zyklische Beschaftigungsasymmetrie in Frankreichrin denAfereinigten-Staateiyin-DeutsrhiflriH nnrl in GroBbritannien anaiysiett werden. Zu diesem Zweck wahlen wir fur unsere Arbeit die Klasse der Modelle Star {Smooth Transition AutoRegressive), das heiBt der autoregressiven Modelle mit mehreren Sy stemen mit geglâttetem Ubergang. Um das geeignete Modell zu bestimmen, wird zunâchst das Vorhandensein von Nichtlinearitat getestet. Die Schàtzungen ermôglichen es danach, den Beitrag des nichtlinearen Modells zu einer besseren Nachvollziehung des Profils der zyklischen Beschaftigungsschwankungen aufzuzeigen. [eng] The Asymmetric Employment Dynamic During the Cycle by Corinne Perraudin The purpose of this paper is to study cyclical employment asymmetry in France, the United States, Germany and England using a non-linear univariate model. To this end, we choose the class of Start (Smooth Transition AutoRegressive) models. First of all, we test the presence of non-linearity in order to define a suitable model. The estimates are used to identify the contribution of the non-linear model to a better reproduction of cyclical fluctuations in the employment curve. [spa] La dinámica asimétrica del empleo durante el ciclo por Corinne Perraudin Este articulo propone examinar la asimetria ciclica del empleo en Francia, en los Estados Unidos, en Alemania y en Inglaterra a partir de una modelización no lineal univariada. Nuestro trabajo selecciona por ello la clase de los modelos Star [Smooth Transition AutoRegressive], modelos autoregressivos con varios regimines con transición lisa. Prohamos primera la presentia de no linearidari con el fin de espetificar el modelo adecuado a utilizar. Las estimaciones permiten entonces reconocer la contribution del modelo no lineal a una mejor reproduction del perfil de las fluctuaciones ciclicas del empleo.

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    Article provided by Programme National Persée in its journal Économie & prévision.

    Volume (Year): 120 (1995)
    Issue (Month): 4 ()
    Pages: 121-139

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    Handle: RePEc:prs:ecoprv:ecop_0249-4744_1995_num_120_4_5748
    Note: DOI:10.3406/ecop.1995.5748
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    1. Sichel, Daniel E, 1994. "Inventories and the Three Phases of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 269-277, July.
    2. Terasvirta, T & Anderson, H M, 1992. "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 119-136, Suppl. De.
    3. Beaudry, Paul & Koop, Gary, 1993. "Do recessions permanently change output?," Journal of Monetary Economics, Elsevier, vol. 31(2), pages 149-163, April.
    4. Potter, Simon M, 1995. "A Nonlinear Approach to US GNP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 109-125, April-Jun.
    5. J. D. Byers & D. A. Peel, 1994. "Cross country evidence on nonlinearity in industrial production between the wars," Applied Economics Letters, Taylor & Francis Journals, vol. 1(5), pages 77-80.
    6. Acemoglu, Daron & Scott, Andrew, 1994. "Asymmetries in the Cyclical Behaviour of UK Labour Markets," Economic Journal, Royal Economic Society, vol. 104(427), pages 1303-1323, November.
    7. Samuel Bentolila & Giuseppe Bertola, 1990. "Firing Costs and Labour Demand: How Bad is Eurosclerosis?," Review of Economic Studies, Oxford University Press, vol. 57(3), pages 381-402.
    8. Sichel, Daniel E, 1989. "Are Business Cycles Asymmetric? A Correction," Journal of Political Economy, University of Chicago Press, vol. 97(5), pages 1255-1260, October.
    9. Robert B. Davies, 2002. "Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case," Biometrika, Biometrika Trust, vol. 89(2), pages 484-489, June.
    10. Hussey, Robert, 1992. "Nonparametric evidence on asymmetry in business cycles using aggregate employment time series," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 217-231.
    11. Falk, Barry, 1986. "Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 94(5), pages 1096-1109, October.
    12. Mark Keese & Gérard Salou & Pete Richardson, 1991. "The Measurement of Output and Factors of Production for the Business Sector in OECD Countries (The OECD Business Sector Database)," OECD Economics Department Working Papers 99, OECD Publishing.
    13. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
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