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A Note on Unemployment Persistence and Quantile Parameter Heterogeneity

Author

Listed:
  • Andini, Corrado

    () (University of Madeira)

  • Andini, Monica

    () (Bank of Italy)

Abstract

The standard approach to the estimation of unemployment persistence assumes that quantile parameter heterogeneity does not matter. Using panel quantile autoregression techniques on state-level data for the United States (1980-2010), we suggest that it does.

Suggested Citation

  • Andini, Corrado & Andini, Monica, 2015. "A Note on Unemployment Persistence and Quantile Parameter Heterogeneity," IZA Discussion Papers 8819, Institute of Labor Economics (IZA).
    • Handle: RePEc:iza:izadps:dp8819
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    More about this item

    Keywords

    unemployment; quantile regression; dynamic models;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search

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