The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Estimations for Unemployment Rate Variations in Business Coincident and Lagging Framework

경기동행과 후행 관계에서 실업률 변동성향의 추정

  • Kim, Tae-Ho (Department of Information Statistics, Chungbuk National University) ;
  • Jung, Jae-Hwa (Department of Information Statistics, Chungbuk National University)
  • 김태호 (충북대학교 정보통계학과) ;
  • 정재화 (충북대학교 정보통계학과)
  • Received : 2011.09.01
  • Accepted : 2011.12.14
  • Published : 2012.02.29
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Abstract

Published employment statistics do not provide enough information about the relationship of unemployment and economic and business conditions. This study investigates long-run equilibrium relations and short-run adjustment process of unemployment and discouraged unemployment with major price variables in the business coincident and lagging framework. Speed of adjustment from short-run disequilibrium to long-run equilibrium is found to be relatively faster for discouraged unemployment that appears more responsive to changes in most of explanatory variables. Discouraged unemployment is found to reflect reality and suggested to be a more meaningful statistical index.

통계청의 고용통계는 고용환경의 변화와 관련된 정보는 제공하지 않으며, 실업이 경기변동에 따라 변화하지만 함께 발표되는 월간산업동향과 관련된 분석은 제대로 이루어지지 않고 있다. 본 연구는 고용환경의 급변시 우리 사회의 주요 관심사인 실업 및 실망실업의 성향을 국내외 가격변수와 연계해 경기동행과 경기후행의 관계 안에서 통계적으로 분석하였다. 실망실업률은 일반 실업률에 비해 단기적 불균형에서 장기균형으로의 회복 속도가 빠르며, 특히 대부분 변수들의 변화에 상대적으로 민감하게 반응하는 것으로 추정되어 현실을 대변하는 의미있는 통계지표임을 시사한다.

Keywords

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