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We model the rate of inflation and unemployment in Austria since the early 1960s within the Phillips/Fisher framework. The change in labour force is the driving force representing economic activity in the Phillips curve. For Austria, this…

General Finance · Quantitative Finance 2013-10-08 Ivan Kitov , Oleg Kitov

An empirical model is presented linking inflation and unemployment rate to the change in the level of labour force in Switzerland. The involved variables are found to be cointegrated and we estimate lagged linear deterministic relationships…

General Finance · Quantitative Finance 2011-03-01 Oleg Kitov , Ivan Kitov

We have modeled the employment/population ratio in the largest developed countries. Our results show that the evolution of the employment rate since 1970 can be predicted with a high accuracy by a linear dependence on the logarithm of real…

General Finance · Quantitative Finance 2011-09-21 Ivan Kitov , Oleg Kitov

This paper aims to estimate the impact of economic and financial crises on the unemployment rate in the European Union, taking also into consideration the institutional specificities, since unemployment was the main channel through which…

General Economics · Economics 2020-07-24 Ionut Jianu

Youth unemployment rates are still in alerting levels for many countries, among which Italy. Direct consequences include poverty, social exclusion, and criminal behaviours, while negative impact on the future employability and wage cannot…

Computers and Society · Computer Science 2020-10-15 Alessandra Urbinati , Kyriaki Kalimeri , Andrea Bonanomi , Alessandro Rosina , Ciro Cattuto , Daniela Paolotti

The evolution of inflation, p(t), and unemployment, UE(t), in Japan has been modeled. Both variables were represented as linear functions of the change rate of labor force, dLF/LF. These models provide an accurate description of…

General Finance · Quantitative Finance 2010-02-02 Ivan O. Kitov

A linear and lagged relationship between inflation, unemployment and labor force change rate, p(t)=A0UE(t-t0)+A1dLF(t-t1)/LF(t-t1)+ A2, where A0, A1, and A2 are empirical country-specific coefficients, was found for developed economies. The…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov , Oleg I. Kitov , Svetlana A. Dolinskaya

Labor productivity in Turkey, Spain, Belgium, Austria, Switzerland, and New Zealand has been analyzed and modeled. These counties extend the previously analyzed set of the US, UK, Japan, France, Italy, and Canada. Modelling is based on the…

General Finance · Quantitative Finance 2010-01-28 Ivan O. Kitov

The evolution of the rate of price inflation and unemployment in Japan has been modeled within the Phillips curve framework. As an extension to the Phillips curve, we represent both variables as linear functions of the change rate of labor…

General Finance · Quantitative Finance 2013-09-10 Ivan Kitov , Oleg Kitov

Both inflation and unemployment inflict social losses. When a tradeoff exists between the two, what would be the best combination of inflation and unemployment? A well known approach in economics to address this question consists to write…

Optimization and Control · Mathematics 2015-10-02 Monika Dryl , Agnieszka B. Malinowska , Delfim F. M. Torres

Ten years ago we presented a modified version of Okun law for the biggest developed economies and reported its excellent predictive power. In this study, we revisit the original models using the estimates of real GDP per capita and…

General Economics · Economics 2021-04-13 Ivan Kitov

We re-estimate statistical properties and predictive power of a set of Phillips curves, which are expressed as linear and lagged relationships between the rates of inflation, unemployment, and change in labour force. For France, several…

General Finance · Quantitative Finance 2013-11-06 Ivan Kitov , Oleg Kitov

Okun's law for the biggest developed countries is re-estimated using the most recent data on real GDP per capita and the rate of unemployment. Our results show that the change in unemployment rate can be predicted with a high accuracy. The…

General Finance · Quantitative Finance 2011-09-21 Ivan O. Kitov

Several studies have established the predictive power of the yield curve in terms of real economic activity. In this paper we use data for a variety of E.U. countries: both EMU (Germany, France, Italy) and non-EMU members (Sweden and the…

General Finance · Quantitative Finance 2010-05-11 Periklis Gogas , Ioannis Pragidis

A standard growth model is modified in a straightforward way to incorporate what Keynes (1936) suggests in the "essence" of his general theory. The theoretical essence is the idea that exogenous changes in investment cause changes in…

Econometrics · Economics 2018-06-13 Mina Mahmoudi , Mark Pingle

The empirical literature provides mixed results on the relationship between inflation and unemployment, therefore, there is no consensus on validity and stability of the Phillips Curve. It also seems to be closely related with…

General Economics · Economics 2025-12-01 Yhlas Sovbetov , Muhittin Kaplan

The Italian National Institute for Statistics regularly provides estimates of unemployment indicators using data from the Labor Force Survey. However, direct estimates of unemployment incidence cannot be released for Local Labor Market…

Methodology · Statistics 2018-08-23 Maria Francesca Marino , Maria Giovanna Ranalli , Nicola Salvati , Marco Alfo'

This study aims to analyze the methodologies that can be used to estimate the total number of unemployed, as well as the unemployment rates for 28 regions of Portugal, designated as NUTS III regions, using model based approaches as compared…

Applications · Statistics 2017-04-20 Soraia Pereira , Feridun Turkman , Luis Correia

In the late 90's, after severe financial and economic crisis, accompanied by inflation and exchange rate instability, Eastern Europe emerged into two groups of countries with radically contrasting monetary regimes (Currency Boards and…

General Finance · Quantitative Finance 2013-03-26 Muhammad Khan , Mazen Kebewar , Nikolay Nenovsky

Labor productivity in developed countries is analyzed and modeled. Modeling is based on our previous finding that the rate of labor force participation is a unique function of GDP per capita. Therefore, labor productivity is fully…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov , Oleg I. kitov
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