Unemployment Hysteresis by Sex and Education Attainment in the EU

In this paper, we analyse the degree of persistence of shocks in unemployment rates for a group of 22 European countries, disaggregating the data by sex and education attainment. By means of using a long-memory model with fractional integration techniques, we find high levels of persistence in the m...

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Detalhes bibliográficos
Autores: Cuestas, Juan Carlos, Gil-Alana, Luis
Formato: artículo
Fecha de publicación:2024
País:España
Recursos:Universidad Francisco de Vitoria
Repositorio:DDFV. Repositorio Institucional de la Universidad Francisco de Vitoria
Idioma:inglés
OAI Identifier:oai:ddfv.ufv.es:10641/7353
Acesso em linha:https://hdl.handle.net/10641/7353
Access Level:acceso abierto
Palavra-chave:C22
Education attainment
F15
Fractional integration
Male and female
Unemployment
Economics and Econometrics
SDG 5 - Gender Equality
SDG 8 - Decent Work and Economic Growth
Yes
yes
Descrição
Resumo:In this paper, we analyse the degree of persistence of shocks in unemployment rates for a group of 22 European countries, disaggregating the data by sex and education attainment. By means of using a long-memory model with fractional integration techniques, we find high levels of persistence in the majority of the cases with orders of integration which are around 1. Also, we find that women and those with higher education are the ones which shocks tend to have less lasting effects since they refer to the series with the lowest orders of integration, in some cases being significantly below 1 and thus showing mean reversion. Policy implications are derived from our analysis.