Single-Month Unemployment Rate Estimates for the Brazilian Labour Force Survey Using State-Space Models-Reference-Cited by-同舟云学术

Single-Month Unemployment Rate Estimates for the Brazilian Labour Force Survey Using State-Space Models

Published:2022-10-01 Issue:4 Volume:185 Page:1707-1732
ISSN:0964-1998
Container-title:Journal of the Royal Statistical Society Series A: Statistics in Society
language:en
Short-container-title:

Author:

Gonçalves Caio¹²,Hidalgo Luna³,Silva Denise³,den Brakel Jan⁴

Affiliation:

1. João Pinheiro Foundation , Belo Horizonte , Brazil

2. National School of Statistical Sciences, Brazilian Institute of Geography and Statistics (ENCE/IBGE) , Rio de Janeiro , Brazil

3. Brazilian Institute of Geography and Statistics (IBGE) , Rio de Janeiro , Brazil

4. Statistics Netherlands, Maastricht University , Maastricht , the Netherlands

Abstract

AbstractThe Brazilian Labour Force Survey publishes monthly national indicators based on 3-month rolling data. This paper presents state-space models to produce state-level single-month unemployment rate estimates. The models account for sampling errors and the increased dynamics in the labour force series due to the unforeseen SARS-COV-2 pandemic. Bivariate time series models with claimant count auxiliary data and multivariate models combining survey data of several states are investigated. The results demonstrated the benefits of the univariate state-space approach to produce unemployment official statistics for Brazil. Additionally, the regional multivariate model shows promising results but requires further investigation.

Publisher

Oxford University Press (OUP)

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/rssa.12914

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