The main objective of our analysis is to investigate the causes of shifts of the Beveridge curve in Great Britain, the Netherlands and Sweden. In chapter 2., we will outline the model which is the basis for our analysis. The cornerstone of our theoretical framework regarding the long-run relationship between unemployment and vacancies otherwise known as the Beveridge curve is the matching process. We will describe how certain features such as structural mismatch, the relative attractiveness of benefit provisions and changes in search intensity and search effectiveness of the unemployed, could theoretically affect the Beveridge curve. In order to analyse a possible shift of the Beveridge curve, time series analysis will be used. In chapter 3., we describe the patterns of the relevant data series. Also, we describe the significance of the long-term unemployment problem in Great Britain and the Netherlands. In the following chapter we describe the characteristics of the disability arrangements in the three relevant countries. We do this in order to explain how the disability arrangements have affected the unemployment patterns in one of our sample countries. The focal point is the existence of a hidden unemployment component in the disability stock. In order to estimate the Beveridge curve for each country, we will use the instrumental variables technique. In chapter 5., after first having tested for the suitability of our econometric practice regarding the data series in the context of the theory of cointegration, we will present and discuss several model specifications regarding the Beveridge curve. We will also test for the sensitivy of our main results to variations in data and estimation method. Also, we present models of the British and Dutch long-term unemployment patterns. In chapter 6., we will discuss the most relevant results and compare the British, Dutch and Swedish labour market experiences. Conclusions are presented in the final chapter.

Thesis (M.A.)--University of Wisconsin--Madison, 1942. / Typescript. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

Under år 2009 var en fjärdedel av alla unga arbetslösa. Från år 1983 till 2009 har arbetslösheten ökat från 8 till 25 procent. Även under år 2010 var en fjärdedel av de unga i Sverige utan arbete. Syftet med denna uppsats är att undersöka bestämningsvariablerna för ungdomsarbetslösheten i Sverige. Till hjälp har variablerna bruttonationalprodukt, lediga jobb på arbetsmarknaden, minimilön, vakanser och arbetslöshetsnivå i absoluta och relativa tal valts för sin relevans. Inflödet och utflödet på arbetsmarknaden har också analyserats. Variablerna har analyserats dels i två Beveridge-kurvor, där studerande arbetslösa har inkluderats respektive exkluderats och dels i en linjär multipel tidsregressionsmodell.  Båda Beveridge-kurvorna pekar på att det är konjunkturella faktorer så som svängningar i ekonomin som bidrar till arbetslösheten bland unga. Beveridge-kurvan där unga studerande arbetslösa har inkluderats ger även indikationer på att det finns strukturella faktorer. Som skulle kunna förklaras av en försämrad matchningseffektivitet på den privata arbetsmarknaden. Dessa strukturella faktorer kan även ses i Beveridge-kurvan exklusive arbetslösa studenter, men är inte lika framträdande.  Den multipla tidsregressionsmodellen med differentierade värden uppvisade inga signifikanta värden och kan därför inte ge några förklaringar till vilka variabler det är som samvarierar med ungdomsarbetslösheten. Då Dick-Fuller test har svag styrka vid korta tidsserier så genomförs tester för att skatta tidsserieregression där nivåerna för variablerna inkluderats istället för variablernas differentierade värden. Ett signifikant värde fås som påvisar att variabeln lediga jobb påverkar nivån av unga arbetslösa i Sverige. Fortsatta tester visar också att nivåerna för variabeln inflödet på arbetsmarknaden signifikant bidrar till antalet arbetslösa ungdomar i Sverige. Precis som förväntat kommer antalet unga arbetslösa minska om antalet vakanser ökar.

Thesis (M.S.)--University of Delaware, 2008. / Principal faculty advisor: Thomas Ilvento, Dept. of Food & Resource Economics. Includes bibliographical references.

SANTOS, Cristiano da Silva. Ensaios em econometria de séries temporais: núcleo e previsão da inflação no Brasil. Tese (Doutorado) - Universidade Federal do Ceará, Programa de Pós Graduação em Economia, CAEN, Fortaleza, 2017. 96f. / Submitted by Mônica Correia Aquino (monicacorreiaaquino@gmail.com) on 2017-06-02T19:12:48Z No. of bitstreams: 1 2017_tese_cssantos.pdf: 2208108 bytes, checksum: 9169861d6fe6f46319946a80ea7e54ba (MD5) / Approved for entry into archive by Mônica Correia Aquino (monicacorreiaaquino@gmail.com) on 2017-06-02T19:13:17Z (GMT) No. of bitstreams: 1 2017_tese_cssantos.pdf: 2208108 bytes, checksum: 9169861d6fe6f46319946a80ea7e54ba (MD5) / Made available in DSpace on 2017-06-02T19:13:17Z (GMT). No. of bitstreams: 1 2017_tese_cssantos.pdf: 2208108 bytes, checksum: 9169861d6fe6f46319946a80ea7e54ba (MD5) Previous issue date: 2017 / The objective of this thesis is to study the issues related to the core and the forecast of inflation in the Brazilian economy after the real plan by means of three independent tests that has as intersection the use of time series econometrics. In the first essay we compare the inflation forecasts obtained with common factors estimated from a large data set, with the predictions provided by the Central Bank of Brazil's Focus survey and by the integrated autoregressive moving average (ARIMA) and autoregressive vector (VAR ). The results show that the predictions of the Focus survey are the ones with the lowest mean square error between the models compared and that the gains of using large amounts of data to predict inflation are limited. The second essay investigates whether the core of inflation capturing the permanent price changes has any relation to the long-run inflation trajectory. For this, two core measurements are constructed with unobserved (UC) component models estimated by maximum likelihood and Kalman filter. The results show that the core measure constructed with a multivariate UC model is the only one among the measured measures that is unvented and a prior indicator of inflation, with the lowest error out-of-sample forecast. The third essay also proposes a new core measure of inflation following the notes of the second essay and advancing considering the possible non linearity and non-stationary inflation in Brazil. In order to estimate the new core, the empirical decomposition method (EMD) is used that does not use the assumptions of the series to be stationary or linear. The results indicate that the new core measure obtained has a better performance to predict out-of-sample inflation among the measures evaluated and has the statistical properties of being cointegrated, unbiased, attractive and strongly exogenous in relation to inflation, characteristics that are useful For monetary policy purposes. / O objetivo desta tese é estudar as questões relacionadas ao núcleo e à previsão da inflação na economia brasileira após o plano real por meio de três ensaios independentes com o uso da econometria de séries temporais. O primeiro ensaio investiga se o uso da grande quantidade de séries macroeconômicas disponíveis contribui para melhorar a previsão da inflação. Para isso, se compara as previsões da inflação obtidas com fatores comuns estimados de um grande conjunto de dados, com as previsões fornecidas pela pesquisa Focus do Banco Central do Brasil e por modelos autorregressivo integrado de média móvel (ARIMA) e vetor autorregressivo (VAR). Os resultados mostram que as previsões da pesquisa Focus são as que apresentam menor erro quadrático médio entre os modelos comparados e que os ganhos de se utilizar grande quantidade de dados para prever a inflação são limitados. O segundo ensaio investiga se o núcleo da inflação que captura as mudanças de preços que são permanentes possui alguma relação com a trajetória de longo prazo da inflação. Para capturar o componente permanente, duas medidas de núcleo são construídas com modelos de componentes não observados (UC) estimados por máxima verossimilhança e filtro de Kalman. Os resultados mostram que a medida de núcleo construída com um modelo UC multivariado é a única entre as medidas avaliadas que é não viesada e um indicador antecedente da inflação, possuindo o menor erro previsão fora da amostra. O terceiro ensaio também propõe uma nova medida de núcleo da inflação seguindo os apontamentos do segundo ensaio e avançando ao considerar a possível não linearidade e não estacionariedade da inflação no Brasil. Para estimar o novo núcleo é usado o método de decomposição em modos empíricos (EMD) que não utiliza os pressupostos da série ser estacionária ou linear. Os resultados apontam que a nova medida de núcleo obtida tem um melhor desempenho para prever a inflação fora da amostra entre as medidas avaliadas e possui as propriedades estatísticas de ser cointegrada, não enviesada, atratora e fortemente exógena em relação à inflação, características que são úteis para os objetivos da política monetária.

Orientador: Marcelo Weishaupt Proni / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Economia / Made available in DSpace on 2018-08-16T10:41:45Z (GMT). No. of bitstreams: 1 Silva_WagnerWiliamda_M.pdf: 989161 bytes, checksum: 4f60eea8b491366cda4ed60837fceff0 (MD5) Previous issue date: 2010 / Resumo: A gênese da construção de uma estrutura de proteção social na Inglaterra aparece como pré-requisito à manutenção da ordem social necessária à reprodução ampliada do capital. O Estado britânico, na condição de defensor maior do desenvolvimento econômico, tratou de normatizar os comportamentos, principalmente daqueles sujeitos mais próximos à base da pirâmide social. Nesse sentido, muito mais que uma política de proteção, a Lei dos Pobres de 1834 impunha normas de conduta que penalizavam àqueles que a descumprissem, com o objetivo maior de garantir a consolidação de um mercado de trabalho que assegurasse uma oferta adequada de trabalhadores para as fábricas e os empreendimentos em expansão. As conseqüências da Primeira e da Segunda Guerra Mundial e da crise de 1929 provocaram uma ebulição social de magnitude inédita, que forçou o abandono do liberalismo econômico e político. A metamorfose do Estado britânico trouxe um avanço significativo das políticas sociais, tornando-as mais abrangentes e, principalmente, com um caráter diferente daquele observado na Lei dos Pobres. Enquanto a primeira geração de políticas sociais tratava de isolar os "vagabundos" e disciplinar o comportamento dos trabalhadores, o modelo que se consolida após a Segunda Guerra busca a construção da cidadania a partir da proteção ao trabalho. O Plano Beveridge estabeleceu as diretrizes básicas da seguridade social na Inglaterra, procurando evitar que o desemprego em massa e a privação social pudessem se repetir. A construção de uma nova ordem social, no entanto, não se daria de forma espontânea. Na verdade, o sucesso eleitoral ora de trabalhistas, ora de conservadores, também determinou a intensidade e o ritmo da implantação de uma nova geração de políticas sociais / Abstract: The genesis of the construction of a social protection structure in England appears as a prerequisite to the maintenance of the social order, needed to the expanded reproduction of capital. The British state, in the condition of the major advocate of the economic development, sought to regulate the behaviors, mainly of those people closest to the base of the social pyramid. In this sense, much more than a protection policy, the Poor's Law imposed rules of conduct that penalized those who disobeyed them, with the larger goal of guaranteeing the consolidation of a labor market that would ensure an adequate supply of workers for factories and the growing enterprises. The consequences of the First and Second World War and the crisis of 1929 caused a social boiling of unprecedented magnitude, which forced the abandonment of the economic and political liberalism. The metamorphosis of the British State has brought a significant improvement of social policies, making them more comprehensive, and especially with a character different from that observed in the Poor's Law. While the first generation of social policies look for isolating the "bums" and discipline the behavior of workers, the model that was consolidated after World War II seeks the construction of citizenship starting from the protection of labor. The Beveridge Plan established the basic policies of social security in England, seeking to prevent that the mass unemployment and social privation could be repeated. But the building of a new social order would not occur spontaneously. Indeed, the electoral success sometimes of the labors, sometimes of the conservatives, also determined the intensity and pace of the implementation of a new generation of social policies / Mestrado / Economia Social e do Trabalho / Mestre em Desenvolvimento Econômico

No description available.

Vektorfehlerkorrekturmodelle (VECM) erlauben es, Abhängigkeiten zwischen den Veränderungen mehrerer potenziell endogener Variablen simultan zu modellieren. Die Idee, ein langfristiges Gleichgewicht gleichzeitig mit kurzfristigen Veränderungen zu modellieren, lässt sich vom Eingleichungsansatz des Fehlerkorrekturmodells (ECM) zu einem Mehrgleichungsansatz für Variablenvektoren (VECM) verallgemeinern. Die Anzahl der kointegrierenden Beziehungen und die Koeffizientenmatrizen werden mit dem Johansen-Verfahren geschätzt. An einer einfachen Verallgemeinerung einer Konsumfunktion wird die Schätzung und Wirkungsweise eines VECM für Verbrauch, Einkommen und Aktienkurse in Deutschland gezeigt. Die Anwendung der Beveridge- Nelson-(BN)-Dekomposition auf vektorautoregressive Prozesse ermöglicht zudem, Abhängigkeiten zwischen den aus den kointegrierten Zeitreihen extrahierten zyklischen Komponenten zu schätzen. / Vector error correction models (VECM) allow to simultaneously model dependencies between the changes of several potentially endogenous variables. The idea is the modelling of a long-run equilibrium together with the short-run dynamics. Therefore a single equation approach (ECM) can be generalised to a multi equation approach (VECM) for variable vectors. The number of cointegration relations and the coefficient matrices are estimated with the Johansen procedure. The estimation of a VECM for income, consumption and stock prices for Germany is demonstrated by using a generalised consumption function. The Beveridge-Nelson-(BN)-Decomposition procedure for vectorautoregressive processes allows extracting cyclical components of cointegrated time series and estimating the degree of co-movement between these transitory components.

The purpose of this thesis is to examine if there is a difference between Swedish urban and rural regions in terms of job-matching efficiency. The thesis employs the Beveridge curve with unemployment rate as the dependent variable as a framework and a longitudinal dataset covering 60 regions and the period 1998-2015. Two aspects of the job-matching efficiency are considered; the determinants of unemployment and the temporal changes in the job-matching efficiency. Considering the determinants of unemployment, some differences between urban and rural regions are detected. The results indicate that the mean age of a region’s population is negatively related to the unemployment rate while the share of women in the labor force is positively related in both types of regions. According to the Beveridge curve, this implies that the job-matching efficiency increases with a higher mean age while a higher share of women in the labor force decreases the matching efficiency. However, both variables are significantly stronger related to the unemployment rate in urban regions. Education is found to be positively associated with unemployment rate in urban regions while insignificant in rural ones. Lastly, no major difference between the two types of regions regarding the changes or position of the Beveridge curve are found. This implies that the job-matching efficiency is similar and change simultaneously in both urban and rural regions.

Thesis (Ph. D.)--University of California, San Diego, 2004. / Vita. Includes bibliographical references (leaves 121-125).