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Labour Market Analysis Using VAR Models

Author

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  • Ana-Maria Ciuhu

    (Ecological University of Bucharest - Faculty of Economics)

Abstract

This paper aims to emphasize the way of conducting a multivariate vector autoregressive model for analyzing the labour market in Romania. The quarterly data used in the analysis comprises the following variables: social productivity, employment rate, real wage and unemployment rate. The analysis is conducted by using the vars package in R. The vector autoregressive model is one of the most flexible and easy to use models for the analysis of multivariate time series.

Suggested Citation

  • Ana-Maria Ciuhu, 2017. "Labour Market Analysis Using VAR Models," Working papers 04, Ecological University of Bucharest, Department of Economics.
    • Handle: RePEc:eub:wpaper:2017-04
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    More about this item

    Keywords

    Employment; Labour market; Vector autoregressive models; R;
    All these keywords.

    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
    • J21 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Labor Force and Employment, Size, and Structure

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