Unemployment duration in Germany: A comprehensive study with dynamic hazard models and P-Splines
This paper makes use of data from the German socio-economic panel to gain new insights into the determinants of unemployment duration in Germany. Due to substantial differences with respect to labour market outcomes we follow a stratified approach with respect to gender and ethnicity. To analyze unemployment duration comprehensively, dynamic duration time models are used in which covariate effects are allowed to vary smoothly with unemployment duration and others enter the model in an a-priori unspecified functional form. We control for unobserved heterogeneity by following a modern frailty approach. As fitting routine we use penalized spline smoothing effects using available software in R. We demonstrate with state-of-the-art regression models how effects of covariables change, either over duration time or within their range and reveal substantial differences across gender end ethnicities for the German labour market. Among others we find large effects of family characteristics for women and a minor importance of formal qualifications for immigrants.
|Date of creation:||2011|
|Date of revision:|
|Contact details of provider:|| Postal: Heimhuder Str. 71, D-20148 Hamburg|
Phone: +49 (0)40 34 05 76 - 0
Fax: +49 (0)40 34 05 76 - 776
Web page: http://www.hwwi.org/en/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kaas, Leo & Manger, Christian, 2010.
"Ethnic Discrimination in Germany's Labour Market: A Field Experiment,"
IZA Discussion Papers
4741, Institute for the Study of Labor (IZA).
- Leo Kaas & Christian Manger, 2012. "Ethnic Discrimination in Germany's Labour Market: A Field Experiment," German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 1-20, 02.
- Bover, O. & Arellano, M. & Bentolila, S., 1997.
"Unemployment Duration, Benefit Duration, and the Business Cycle,"
9717, Centro de Estudios Monetarios Y Financieros-.
- Olympia Bover & Manuel Arellano & Samuel Bentolila, 2002. "Unemployment Duration, Benefit Duration and the Business Cycle," Economic Journal, Royal Economic Society, vol. 112(479), pages 223-265, April.
- Olympia Bover & Manuel Arellano & Samuel Bentolila, 1996. "Unemployment duration, benefit duration, and the business cycle," Estudios Económicos, Banco de España;Estudios Económicos Homepage, number 57.
- Arellano, Manuel & Bentolila, Samuel & Bover, Olympia, 1998. "Unemployment Duration, Benefit Duration and the Business Cycle," CEPR Discussion Papers 1840, C.E.P.R. Discussion Papers.
- Daniel Aaronson & Bhashkar Mazumder & Shani Schechter, 2010. "What is behind the rise in long-term unemployment?," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 28-51.
- Max Friedrich Steinhardt, 2009.
"The wage impact of immigration in Germany - new evidence for skill groups and occupations,"
Development Working Papers
273, Centro Studi Luca d'Agliano, University of Milano.
- Steinhardt Max Friedrich, 2011. "The Wage Impact of Immigration in Germany - New Evidence for Skill Groups and Occupations," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-35, June.
- Steinhardt, Max Friedrich, 2009. "The wage impact of immigration in Germany: New evidence for skill groups and occupations," HWWI Research Papers 1-23, Hamburg Institute of International Economics (HWWI).
- van den Berg, Gerard J. & van der Klaauw, Bas, 2001.
"Combining micro and macro unemployment duration data,"
Journal of Econometrics,
Elsevier, vol. 102(2), pages 271-309, June.
- Gerard J, Van den Berg & Bas Van der Klmaauw, 1998. "Combining Micro and Macro Unemployment Duration Data," Working Papers 98-58, Centre de Recherche en Economie et Statistique.
- van den Berg, Gerard J. & van der Klaauw, Bas, 2000. "Combining Micro and Macro Unemployment Duration Data," IZA Discussion Papers 109, Institute for the Study of Labor (IZA).
- Gerard J. van den Berg & Bas van der Klaauw, 1998. "Combining Micro and Macro Unemployment Duration Data," Tinbergen Institute Discussion Papers 98-098/3, Tinbergen Institute.
- van den Berg, Gerard J & van der Klaauw, Bas, 2000. "Combining Micro and Macro Unemployment Duration Data," CEPR Discussion Papers 2494, C.E.P.R. Discussion Papers.
- Gert G. Wagner & Joachim R. Frick & Jürgen Schupp, 2007.
"The German Socio-Economic Panel Study (SOEP): Scope, Evolution and Enhancements,"
SOEPpapers on Multidisciplinary Panel Data Research
1, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Gert G. Wagner & Joachim R. Frick & Jürgen Schupp, 2007. "The German Socio-Economic Panel Study (SOEP) – Scope, Evolution and Enhancements," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 127(1), pages 139-169.
- Steiner, Viktor, 2001. " Unemployment Persistence in the West German Labour Market: Negative Duration Dependence or Sorting?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(1), pages 91-113, February.
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- Göran Kauermann & Jean D. Opsomer, 2011. "Data-driven selection of the spline dimension in penalized spline regression," Biometrika, Biometrika Trust, vol. 98(1), pages 225-230.
- Kuhlenkasper, Torben & Kauermann, Göran, 2010. "Duration of maternity leave in Germany: A case study of nonparametric hazard models and penalized splines," Labour Economics, Elsevier, vol. 17(3), pages 466-473, June.
When requesting a correction, please mention this item's handle: RePEc:zbw:hwwirp:111. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics)
If references are entirely missing, you can add them using this form.