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Censored quantile regressions and the length of unemployment periods in West Germany

  • Elke Lüdemann

    ()

  • Ralf Wilke

    ()

  • Xuan Zhang

    ()

We apply censored quantile regressions to representative German register data with more than 91,000 observations in order to determine crucial factors that influence the distribution of unemployment duration in West Germany during the 1980s and 1990s. We find that the effect of some regressors varies and has different sign depending on the quantiles of the unemployment duration distribution – a violation of the classical proportional hazard assumption which is very popular in unemployment duration analysis. We also find that variables reflecting the (un-)employment history of an individual such as the length of tenure, recall to the same employer in the past, recent unemployment and the position in the population income distribution before unemployment have the strongest effects on unemployment duration. We conclude that work history variables are most suitable in characterizing the job search behavior of an individual. The macroeconomic environment and the educational degree seem to have a limited effect only.

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File URL: http://hdl.handle.net/10.1007/s00181-006-0065-6
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Article provided by Springer in its journal Empirical Economics.

Volume (Year): 31 (2006)
Issue (Month): 4 (November)
Pages: 1003-1024

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Handle: RePEc:spr:empeco:v:31:y:2006:i:4:p:1003-1024
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  1. Koenker R. & Geling O., 2001. "Reappraising Medfly Longevity: A Quantile Regression Survival Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 458-468, June.
  2. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
  3. Weber, Andrea Maria, 2004. "Wann kehren junge Mütter auf den Arbeitsmarkt zurück? : eine Verweildaueranalyse für Deutschland," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 22617, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
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  7. Jennifer Hunt, 1992. "The Effect of Unemployment Compensation on Unemployment Duration in Germany," Discussion Papers of DIW Berlin 50, DIW Berlin, German Institute for Economic Research.
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  9. Lauer, Charlotte, 2003. "Education and Unemployment: A French-German Comparison," ZEW Discussion Papers 03-34, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  10. Wilke, Ralf A., 2004. "New Estimates of the Duration and Risk of Unemployment for West-Germany," ZEW Discussion Papers 04-26, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  11. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
  12. Portnoy S., 2003. "Censored Regression Quantiles," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1001-1012, January.
  13. Jose A. F. Machado & Jose Mata, 2000. "Box-Cox quantile regression and the distribution of firm sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 253-274.
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  15. Yannis Bilias & Roger Koenker, 2001. "Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments," Empirical Economics, Springer, vol. 26(1), pages 199-220.
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