A Note on Unemployment Persistence and Quantile Parameter Heterogeneity

19 Pages Posted: 14 Feb 2015

See all articles by Corrado Andini

Corrado Andini

IZA Institute of Labor Economics

Monica Andini

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.

Keywords: quantile regression, unemployment, dynamic models

JEL Classification: C23, J64

Suggested Citation

Andini, Corrado and Andini, Monica, A Note on Unemployment Persistence and Quantile Parameter Heterogeneity. IZA Discussion Paper No. 8819. Available at SSRN: https://ssrn.com/abstract=2564952

Corrado Andini (Contact Author)

IZA Institute of Labor Economics

P.O. Box 7240
Bonn, D-53072
Germany

Monica Andini

Bank of Italy ( email )

Via Nazionale 91
Rome, 00184
Italy

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