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EAE Editorial Academia Espanola Comportamiento de las tasas de desempleo regionales en España: Un análisis de series temporales para los años finales del Siglo XX

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Description

A través de técnicas de series temporales realizamos un estudio de las tasas de desempleo regionales en España para el período 1976-2000 desde una triple vertiente: cíclica, estructural y de convergencia. Para el análisis del componente cíclico utilizamos modelos de Markov-Switching, demostrando el carácter no-lineal de las tasas de paro en España y el elevado grado de sincronización entre las distintas regiones. El estudio del componente estructural consiste en estimar una tasa de desempleo de equilibrio en las regiones en las que se descarta, utilizando tests de raíces unitarias, un comportamiento de histéresis. Siguiendo el modelo estructuralista de Phelps (1994) se calcula una NAIRU con uno o más cambios estructurales por medio del procedimiento de Bai y Perron (1998, 2003) . Por último, el análisis de la convergencia sigue el enfoque de Carlino y Mills (1993). La existencia de convergencia estocástica se comprueba, nuevamente, por medio de tests de raíz unitaria. En el estudio de la β-convergencia empleamos la metodología de Tomljanovich y Vogelsang (2002). Los resultados muestran cómo la mayor parte de las tasas de paro regionales convergen hacia la tasa media española.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
14 September 2011
Listed Since
15 September 2011

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