scholarly journals Unemployement and Labour Force Participation : The Canadian Experience

2005 ◽  
Vol 28 (1) ◽  
pp. 56-75
Author(s):  
Robert Swidinsky
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Labour Force ◽  
Labour Force Participation ◽  
Negative Response ◽  
Time Series Regression ◽  
Canadian Experience ◽  
Short Run ◽  
The Cross ◽  
Force Time

In an analysis of the short-run sensitivity of the Canadian labour force time series regression results appear inconclusive whereas cross-section regression results suggest a strong negative response to unemployment. Generally, the findings from the cross-section are comparable neither qualitatively nor quantitatively with those from the time series.

Dissecting Investment Strategies in the Cross Section and Time Series

2015 ◽  
Author(s):  
Jamil Baz ◽  
Nicolas M Granger ◽  
Campbell R. Harvey ◽  
Nicolas Le Roux ◽  
Sandy Rattray
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Investment Strategies ◽  
The Cross

scholarly journals The Effects of Human Capital by Gender on Economic Growth

2021 ◽  
Vol 12 (1) ◽  
pp. 113
Author(s):  
Mohd Shahidan Shaari ◽  
Razinda Tasnim Abdul Rahim ◽  
Nor Hidayah Harun ◽  
Faiz Masnan
Keyword(s):  
Economic Growth ◽  
Human Capital ◽  
Labour Force ◽  
Labour Force Participation ◽  
Participation Rates ◽  
Long Run ◽  
Job Opportunities ◽  
Short Run ◽  
The Government ◽  
Male Labour

The issue of human capital by gender has been sparsely discussed in previous literature especially male labour force. The contribution of both genders to economic growth has intensified every year. Therefore, this study aims to investigate the effects of human capital by gender on economic growth in Malaysia. Data ranging from 1982 to 2018 were analysed by using the ARDL approach. The results show that higher male labour force participation rates can boost economic growth in the short run and long run in Malaysia. Higher female labour force participation rates, on the other hand, can reduce economic growth in the short run and long run in Malaysia. Therefore, the government should encourage more male labour to participate in the labour market by giving incentives. More job opportunities should be created for both genders.

scholarly journals Measuring creative capacity of Visegrad Four countries’ economies

Region Direct ◽  
2014 ◽  
Vol 7 (1) ◽  
pp. 77-104
Author(s):  
Martin Alexy ◽  
Marek Káčer
Keyword(s):  
Time Series ◽  
Czech Republic ◽  
Open Source ◽  
Cross Section ◽  
Empirical Results ◽  
The Cross ◽  
Creative Capacity

Abstract In this paper we study creative capacity of economies of Visegrad Four countries in the period 2000-2011. Creativity index is constructed based on the 3Ts concept of talent, technology and tolerance being the key components of the creativity. Creativity index is measured and calculated with both the cross-section and the time series dimensions. The paper provides index as an open source with the description of variables and their respective weights. Comparison of the creative capacity of economies is based on the empirical results of the Creativity index and its components. Czech Republic is the first and Hungary is the second in the ranking continuously during the examined period. Talent and technology areas are the main reasons for differences between the two leading countries and the rest.

scholarly journals Forecasting using cross-section average–augmented time series regressions

2020 ◽  
Author(s):  
Hande Karabiyik ◽  
Joakim Westerlund
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Regression Models ◽  
Common Factor ◽  
Principal Component ◽  
Small Sample ◽  
Interactive Effects ◽  
Cross Sectional ◽  
Second Development ◽  
The Cross

Summary There is a large and growing body of literature concerned with forecasting time series variables by the use of factor-augmented regression models. The workhorse of this literature is a two-step approach in which the factors are first estimated by applying the principal components method to a large panel of variables, and the forecast regression is then estimated, conditional on the first-step factor estimates. Another stream of research that has attracted much attention is concerned with the use of cross-section averages as common factor estimates in interactive effects panel regression models. The main justification for this second development is the simplicity and good performance of the cross-section averages when compared with estimated principal component factors. In view of this, it is quite surprising that no one has yet considered the use of cross-section averages for forecasting. Indeed, given the purpose to forecast the conditional mean, the use of the cross-sectional average to estimate the factors is only natural. The present paper can be seen as a reaction to this. The purpose is to investigate the asymptotic and small-sample properties of forecasts based on cross-section average–augmented regressions. In contrast to most existing studies, the investigation is carried out while allowing the number of factors to be unknown.

scholarly journals A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE

2009 ◽  
Vol 25 (3) ◽  
pp. 873-890 ◽  
Author(s):  
Kazuhiko Hayakawa
Keyword(s):  
Time Series ◽  
Lower Bound ◽  
Asymptotic Distribution ◽  
Cross Section ◽  
Simulation Study ◽  
Instrumental Variable ◽  
Asymptotic Variance ◽  
The Cross ◽  
Instrumental Variable Estimator ◽  
Normally Distributed

In this paper, we show that for panel AR(p) models, an instrumental variable (IV) estimator with instruments deviated from past means has the same asymptotic distribution as the infeasible optimal IV estimator when bothNandT, the dimensions of the cross section and time series, are large. If we assume that the errors are normally distributed, the asymptotic variance of the proposed IV estimator is shown to attain the lower bound when bothNandTare large. A simulation study is conducted to assess the estimator.

scholarly journals A Time Series Analysis of Female Labour Force Participation Rates Disaggregated by Marital Status

2005 ◽  
Vol 37 (2) ◽  
pp. 367-384
Author(s):  
William D. Walsh
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Marital Status ◽  
Labour Force ◽  
Labour Force Participation ◽  
Female Labour Force Participation ◽  
Participation Rates ◽  
Female Labour ◽  
Series Analysis ◽  
Cyclical Behavior

This paper analyzes the cyclical behavior of the labour force participation rates, adds a marital status dimension to the customary age categories generally used and includes seperate measures of the additionnal and of the discouraged worker effect.

scholarly journals Employment Expectations and Labour Force Participation in Canada

2005 ◽  
Vol 29 (2) ◽  
pp. 320-331
Author(s):  
Arthur Donner ◽  
Fred Lazar
Keyword(s):  
Labour Market ◽  
Labour Supply ◽  
Labour Force ◽  
Labour Force Participation ◽  
Traditional Model ◽  
Empirical Results ◽  
Short Run ◽  
Market Expectations

This paper incorporates a role for expectations in the short-run behavior of labour supply decision, presents a theory introducing labour market expectations as a variable influencing labour supply, and discusses the relative merits of the expectations model vis-à-vis the traditional model using the empirical results derived in this work.

The Determinants of Idiosyncratic Volatility

2017 ◽  
Vol 25 (4) ◽  
pp. 509-545
Author(s):  
Jaeuk Khil ◽  
Song Hee Kim ◽  
Eun Jung Lee
Keyword(s):  
Growth Rate ◽  
Time Series ◽  
Cross Section ◽  
Growth Rates ◽  
Idiosyncratic Volatility ◽  
Return Volatility ◽  
Firm Level ◽  
Cross Sectional ◽  
Asset Growth ◽  
The Cross

We investigate the cross-sectional and time-series determinants of idiosyncratic volatility in the Korean market. In particular, we focus on the empirical relation between firms’ asset growth rate and idiosyncratic stock return volatility. We find that, in the cross-section, companies with high idiosyncratic volatility tend to be small and highly leveraged, have high variance of ROE and Market to Book ratio, high turnover rate, and pay no dividends. Furthermore, firms with extreme (either high positive or negative) asset growth rates have high idiosyncratic return volatility than firms with moderate growth rates, suggesting the V-shaped relation between asset growth rate and idiosyncratic return volatility. We find that the V-shaped relation is robust even after controlling for other factors. In time-series, we find that firm-level idiosyncratic volatility is positively related to the dispersion of the cross-sectional asset growth rates. As a result, this study is contributed to show that the asset growth is the most important predictor of firm-level idiosyncratic return volatility in both the cross-section and the time-series in the Korean stock market. In addition, we show how the effect of risk factors varies with industries.

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