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Il NAIRU: la stima e l’effetto della riallocazione settoriale permanente dell’occupazione

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  • Vincenzo Di Maro

    () (Università «Parthenope», Napoli)

Abstract

Questo saggio analizza il NAIRU utilizzando un VAR cointegrato e dati che riferiscono al mercato del lavoro italiano. In questo saggio si mostrerà perché un VAR cointegrato rappresenta un approccio statisticamente adeguato alla stima del NAIRU, cioè un modo efficace di superare i diversi problemi connessi all’approccio strutturale standard. In particolare il saggio si propone di valutare se uno shift permanente nella composizione settoriale dell’occupazione nell’industria italiana (allo scopo di misurare la variazione settoriale della domanda di lavoro è stato usato l’indice di dispersione riferito all’occupazione sviluppato da Neumann e Topel [34]) ha effetti sulla disoccupazione. I risultati di questo saggio indicano che lo shift settoriale permanente dell’occupazione ha un effetto sulla disoccupazione sia nel lungo che nel breve periodo. Un altro risultato interessante è che l’effetto della riallocazione settoriale sul tasso di disoccupazione si manifesta solo con un certo ritardo.

Suggested Citation

  • Vincenzo Di Maro, 2002. "Il NAIRU: la stima e l’effetto della riallocazione settoriale permanente dell’occupazione," Rivista di Politica Economica, SIPI Spa, vol. 92(6), pages 69-110, November-.
  • Handle: RePEc:rpo:ripoec:v:92:y:2002:i:6:p:69-110
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity

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