Labour Market Analysis with VAR Models
This paper provides an overview of how labour market analysis can be conducted in the context of VAR-based models. The examples presented here show that these methods are quite flexible, and capable of addressing a wide variety of theoretical and policy-related issues. Specifically, the various techniques are illustrated in models which: examine the dynamics of gross job flows; assess the relationship between real wages and unemployment; quantify the contribution of sectoral shocks to the number of people unemployed by duration of unemployment; examine the relative contributions of discouraged worker effects, insider effects, etc. on the persistence of unemployment; and analyse the effects of labour market shocks in the OECD countries.
|Date of creation:||Sep 2000|
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- Jordan Shan, 1999. "Immigration and Unemployment: New evidence from Australia and New Zealand," International Review of Applied Economics, Taylor & Francis Journals, vol. 13(2), pages 253-260.
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- Steven J. Davis & John C. Haltiwanger & Scott Schuh, 1998. "Job Creation and Destruction," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262540932, June.
- Turner, Paul Michael, 1993. "A Structural Vector Autoregression Model of the UK Business Cycle," Scottish Journal of Political Economy, Scottish Economic Society, vol. 40(2), pages 143-64, May.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
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