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arXiv 2104.04595econ.GNq-fin.ECq-fin.GN
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发达国家失业与实际经济增长之间的联系

The link between unemployment and real economic growth in developed countries

Ivan Kitov

摘要:

十年前,我们提出了一个修改版的奥肯定律,适用于最大的发达经济体,并报告了其出色的预测能力。在本研究中,我们使用2010年至2019年的实际人均国内生产总值和失业率估计值重新审视了原始模型。初步结果表明,失业率的变化可以通过实际经济增长率的变化来准确预测。这个模型有一个离散的版本,它表现为失业率的年增量与实际人均国内生产总值的年变化率之间的分段线性关系。取决于国家的时间段的长度是由国内生产总值计量单位中的间断点确定的,这些间断点与对名义国内生产总值和国内生产总值平减指数的定义修订有关。自开始计量以来,消费物价指数和dGDP指数之间的差异揭示了这种中断的年份。从统计学上讲,修订模型中研究变量之间的联系的特点是决定系数在R2=0.866(澳大利亚)至R2=0.977(法国)之间。残差可能与测量误差有关,例如,不同来源的实际人均国内生产总值估计值相差几十个百分点。所获得的结果证实了最初的调查结果,在研究的发达国家没有结构性失业。

英文摘要:

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 unemployment rate between 2010 and 2019. The initial results show that the change in unemployment rate can be accurately predicted by variations in the rate of real economic growth. There is a discrete version of the model which is represented by a piece wise linear dependence of the annual increment in unemployment rate on the annual rate of change in real GDP per capita. The lengths of the country-dependent time segments are defined by breaks in the GDP measurement units associated with definitional revisions to the nominal GDP and GDP deflator (dGDP). The difference between the CPI and dGDP indices since the beginning of measurements reveals the years of such breaks. Statistically, the link between the studied variables in the revised models is characterized by the coefficient of determination in the range from R2=0.866 (Australia) to R2=0.977 (France). The residual errors can be likely associated with the measurement errors, e.g. the estimates of real GDP per capita from various sources differ by tens of percent. The obtained results confirm the original finding on the absence of structural unemployment in the studied developed countries.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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