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Panel Causality and Cointegration between Productivity and Unemployment

Panel Causality and Cointegration between Productivity and Unemployment

Year:    2015

Author:    Jalles, João Tovar

Applied Economics Quarterly, Vol. 61 (2015), Iss. 2 : pp. 141–153

Abstract

This paper empirically investigates the link between productivity and unemployment in a panel of 19 OECD countries between 1970 and 2010. By means of recently developed panel data econometric methods, we find that unemployment and productivity are non-stationary in levels and they are cointegrated for the panel as a whole. In terms of causality, the stronger directional relationship runs from unemployment to productivity. Furthermore, the long-run effect seems to be generally positive, therefore favouring of those theories which suggest that prolonged recessions foster long-run productivity improvements.

JEL Classification: C32, E32, J21, O40, O57

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.3790/aeq.61.2.141

Applied Economics Quarterly, Vol. 61 (2015), Iss. 2 : pp. 141–153

Published online:    2015-06

AMS Subject Headings:    Duncker & Humblot

Copyright:    COPYRIGHT: © Global Science Press

Pages:    13

Author Details

Jalles, João Tovar

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