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Measuring Unemployment Persistence by Age and Gender

Author

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  • Amaia Altuzarra

    (Department of Applied Economics, University of the Basque Country. Facultad de CC. Económicas y Empresariales. Av. Lehendakari Agirre, 8348015 Bilbao.)

Abstract

This paper examines the dynamics of the unemployment rates across gender and age in Spain during the period 19761q1-2013q4. A battery of unit root tests with and without structural breaks is applied to test the hypothesis of hysteresis and fractional integration techniques are used to study the persistence of the unemployment rates. Empirical evidence suggests that there are structural breaks and high level of persistence in all the series, especially in those of young and women. Consequently, differences in the dynamics of the unemployment rates between men and women as well as between young and adults should be taken into account in the design of the public policy in order to correct the effects of cyclical shocks.

Suggested Citation

  • Amaia Altuzarra, 2015. "Measuring Unemployment Persistence by Age and Gender," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 110-133, December.
    • Handle: RePEc:rjr:romjef:v::y:2015:i:4:p:110-133
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    References listed on IDEAS

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    2. Onur ÖZDEMİR, 2020. "Revisiting the Finance-Growth Nexus in Turkey: Bayer-Hanck Combined Cointegration Approach over the 1970-2016 Period," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
    3. Orkun ÇELIK & Elif ERER, 2021. "The Role of Gender in the Government Expenditure and Unemployment Nexus: An Investigation at Regional Level for Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 112-128, June.

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    More about this item

    Keywords

    unemployment; unit root; fractional integration; gender unemployment; youth unemployment; structural breaks;
    All these keywords.

    JEL classification:

    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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