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|
|Date of revision:|
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- Juan J. Dolado & Juan F. Jimeno, .
"The causes of Spanish unemployment: A structural VAR apporach,"
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- Balmaseda, Manuel & Dolado, Juan J & Lopez-Salido, J David, 2000.
"The Dynamic Effects of Shocks to Labour Markets: Evidence from OECD Countries,"
Oxford Economic Papers,
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- Dolado, Juan José & López-Salido, J. David & Balmaseda, Manuel, 1999. "The dynamic effects of shocks to labour markets : evidence from OECD countries," UC3M Working papers. Economics 6162, Universidad Carlos III de Madrid. Departamento de Economía.
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