Labour market forecasting in Germany: is disaggregation useful?

C-Tier
Journal: Applied Economics
Year: 2016
Volume: 48
Issue: 23
Pages: 2183-2198

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines whether labour market forecasts can be improved by using disaggregated information. We construct vector-autoregressive models for employment by sector in order to produce out-of-sample forecasts of aggregate employment. Forecast accuracy is compared to univariate models by using Clark/West tests. In an application to German data, it is evident that disaggregation significantly improves the employment forecast. Moreover, using fluctuation-window tests we find that disaggregation yields superior results especially in phases with strong and sustained employment changes.

Technical Details

RePEc Handle
repec:taf:applec:v:48:y:2016:i:23:p:2183-2198
Journal Field
General
Author Count
2
Added to Database
2026-01-29