Duration structure of unemployment hazards and the trend unemployment rate

DOI10.1016/J.JEDC.2023.104664zbMath1518.91108OpenAlexW4367056999MaRDI QIDQ6111427

Hie Joo Ahn

Publication date: 6 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104664

zbMATH Keywords

extended Kalman filterduration dependenceunemployment durationtrend-cycle decompositionnonlinear state space modelNelson-Siegel modeltrend unemployment rate

Mathematics Subject Classification ID

Labor markets (91B39)

Cites Work

• Reconciling output gaps: unobserved components model and Hodrick-Prescott filter
• The Identifiability of the Proportional Hazard Model
• Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
• Ranking, Unemployment Duration, and Wages
• Maximum Likelihood Estimation of Misspecified Models

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