Microeconometric Modelling of Unemployment Durations under Consideration of Macroeconomic Variations

Microeconometric Modelling of Unemployment Durations under Consideration of Macroeconomic Variations

Client/Allowance

Deutsche Forschungsgemeinschaft (DFG)

Period: 01.01.2003 – 31.12.2005

Since many years the analysis of the determinants for the length of individual unemployment durations is subject to scientific and political discussion in Germany. However, the results of the existing scientific contributions are controversial and some of them did not treat important aspects. In this project new developments in econometrics for duration analysis are considered and extended for an application to Germany. As data we use a sample of the German social security records (IAB-Beschäftigtenstichprobe) which was rarely used in this field in the past. It is our goal to use a non- or semiparametric specification that accounts for macroeconomic variations and the distribution of unobserved heterogeneity in order to obtain a flexible model with low risk of misspecification. We considerMixed-Proportional-Hazard models with recent extensions andquantile regression estimators as our main methods. The analysis should result in a deep empirical knowledge of the micro- and macroeconomic determinants of unemployment durations in Germany. Such assured facts may result in recommendations for the labor market policy in Germany.

Unit
Labour Markets and Social Insurance

Project members

Bernd Fitzenberger

Bernd Fitzenberger

Project Coordinator
Research Associate

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Gerard J. van den Berg

Gerard J. van den Berg

Research Associate

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Dipl.-Soz. Stefan Bender

Dipl.-Soz. Stefan Bender

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Lee Sokbae

Lee Sokbae

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Kyyrä Tomi

Kyyrä Tomi

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José F. Machado

José F. Machado

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Hidehiko Ichimura

Hidehiko Ichimura

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Client/Allowance
Cooperation partner
Institute for Employment Research (IAB), Nürnberg, DE // University College London, London, UK // Tinbergen Institute, Rotterdam, NL // Universidade Nova de Lisboa, Lissabon, PT // Government Institute for Economic Research, Helsinki, FI

Selected Publications

Beschäftigung und Arbeitslosigkeit älterer Arbeitnehmer: Eine mikroökonometrische Evaluation der Arbeitslosengeldreform von 1997

Müller, Eva, Ralf Wilke and Philipp Zahn (2006), Beschäftigung und Arbeitslosigkeit älterer Arbeitnehmer: Eine mikroökonometrische Evaluation der Arbeitslosengeldreform von 1997, ZEW Discussion Paper No. 06-021, Mannheim.

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Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis

Wichert, Laura and Ralf Wilke (2005), Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis, ZEW Discussion Paper No. 05-67, Mannheim.

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Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data

Lee, Sokbae and (2005), Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data, ZEW Discussion Paper No. 05-29, Mannheim.

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Map Intersection Based Merging Schemes for Administrative Data Sources and an Application to Germany

Arntz, Melanie and Ralf Wilke (2005), Map Intersection Based Merging Schemes for Administrative Data Sources and an Application to Germany, ZEW Discussion Paper No. 05-20, Mannheim.

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Unemployment Duration and the Length of Entitlement Periods for Unemployment Benefits: Do the IAB Employment Subsample and the German Socio-Economic Panel Yield the Same Results?

Wilke, Ralf and Martin Biewen (2005), Unemployment Duration and the Length of Entitlement Periods for Unemployment Benefits: Do the IAB Employment Subsample and the German Socio-Economic Panel Yield the Same Results?, ZEW Discussion Paper No. 05-05, Mannheim.

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Using Quantile Regression for Duration Analysis

Fitzenberger, Bernd and Ralf Wilke (2005), Using Quantile Regression for Duration Analysis, ZEW Discussion Paper No. 05-65, Mannheim.

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Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland

Kyyrä, Tomi and Ralf Wilke (2004), Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland, ZEW Discussion Paper No. 04-63, Mannheim.

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Censored Quantile Regressions and the Length of Unemployment Periods in West Germany

Lüdemann, Elke, Ralf Wilke and Xuan Zhang (2004), Censored Quantile Regressions and the Length of Unemployment Periods in West Germany, ZEW Discussion Paper No. 04-57, Mannheim.

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A Note on Implementing Box-Cox Quantile Regression

Fitzenberger, Bernd, Ralf Wilke and Xuan Zhang (2004), A Note on Implementing Box-Cox Quantile Regression, ZEW Discussion Paper No. 04-61, Mannheim.

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Unemployment Durations in West-Germany Before and After the Reform of the Unemployment Compensation System During the 1980s

Fitzenberger, Bernd and Ralf Wilke (2004), Unemployment Durations in West-Germany Before and After the Reform of the Unemployment Compensation System During the 1980s , ZEW Discussion Paper No. 04-24, Mannheim.

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New Estimates of the Duration and Risk of Unemployment for West-Germany

Wilke, Ralf (2004), New Estimates of the Duration and Risk of Unemployment for West-Germany, ZEW Discussion Paper No. 04-26, Mannheim.

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Eine empirische Analyse von Sanktionen für Arbeitslose in Westdeutschland während der 1980er und 1990er Jahre

Wilke, Ralf (2003), Eine empirische Analyse von Sanktionen für Arbeitslose in Westdeutschland während der 1980er und 1990er Jahre, ZEW Discussion Paper No. 03-71, Mannheim.

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