日本區域性失業率與勞動參與率之磁滯性研究

The study of Hysteresis in Unemployment and Labour Force Participation Rates: Evidence from Japanese regional dataset

陳柏蓉(Po-Jung Chen)

指導教授 ： 劉德芝

淡江大學/商學院/產業經濟學系碩士班/碩士(2012年)

https://doi.org/10.6846/TKU.2012.00109

摘要

本文以1983-2010年季資料重新檢測日本九大地區失業率之磁滯假說，並同時考量勞動參與率是否同為衡量勞動市場的指標之一。研究中利用最新之LKT單根檢定法由Leybourne, Kim and Taylor (2007)所發展出，試圖在一時間序列下找出同時存在之I(0)與I(1)轉換區間。實證結果提出重要的證據顯示，日本九大地區之失業率與勞動參於率雖存在1-2個以上之I(0)，但整體而言仍各為磁滯狀態，表示在以失業率衡量勞動市場時，也應同時參考勞動參與率之狀態，並以降低失業率與提高勞動參與率為同時並進之目標。

關鍵字

自然失業率 ； 磁滯性失業率

並列摘要

The present paper re-examines the unemployment hysteresis hypothesis in Japanese nine regions between 1983 and 2010. It also considers the hysteresis hypothesis in the labor force participation rate.This research applies the recently developed unit root test which allows switching between hysteresis and the natural rate theory in time - series by Leybourne, Kim and Taylor (2007). The finding shows that unemployment rate and labor force participation rate are subject to one or more switches between I(0) and I(1) in Japanese nine regions, and in line with the hysteresis hypothesis. Thus, both unemployment rate and labor force participation rate should be considered for understanding the dynamics of the labor market in Japan.

並列關鍵字

Natural rate theory ； Hysteresis hypothesis

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