Анализ гистерезиса безработицы методом тестирования единичных корней в панельных данных для стран ОЭСР
DOI:
https://doi.org/10.17059/ekon.reg.2022-3-9Ключевые слова:
налоговый клин, плотность профсоюзов, минимальная заработная плата, панельные данные, расширенный тест Дики — Фуллера, мультифакторность, единичный корень, ОЭСРАннотация
Во многих странах гистерезис является основным фактором безработицы. Согласно гипотезе гистерезиса, в отсутствие должных политических мер сохранение высокого уровня безработицы в долгосрочной перспективе угрожает экономическому развитию государства. В данной статье проверяется наличие единичного корня для безработицы в 10 избранных странах Организации экономического сотрудничества и развития (Бельгия, Канада, Чехия, Эстония, Франция, Япония, Нидерланды, Испания, Великобритания и США). Цель исследования — определить, присутствует ли в этих странах эффект гистерезиса. Для анализа данных использован предложенный Песараном, Смитом и Ямагатой метод тестирования единичных корней в панельных данных, измеряющий кросс-зависимость факторов. Используя информацию о достаточном количестве дополнительных объясняющих переменных, тест анализирует, действителен ли единичный корень. Дополнительные переменные должны иметь общий множитель с переменной, стационарность которой проверяется, поскольку общий фактор является причиной кросс-зависимости. В качестве факторов, вызывающих кросс-зависимость и влияющих на гистерезис безработицы, рассмотрены такие показатели, как налоговый клин, плотность профсоюзов и минимальная заработная плата. В случае ошибки в многофакторной структуре процедура тестирования завершается с использованием информации, содержащейся в трех дополнительных переменных. Проанализировано как присутствие гистерезиса безработицы, так и влияющие на безработицу факторы. Отсутствие данных не позволило оценить ситуацию во все странах ОЭСР в различные временные периоды. Из полученных данных следует, что эффект гистерезиса присутствует во всех 10 избранных странах ОЭСР.
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