Metrika

  • citati u SCIndeksu: 0
  • citati u CrossRef-u:0
  • citati u Google Scholaru:[]
  • posete u poslednjih 30 dana:21
  • preuzimanja u poslednjih 30 dana:16

Sadržaj

članak: 1 od 1  
Back povratak na rezultate
2020, vol. 48, br. 4, str. 7-22
Dinamika stope nezaposlenosti u maloj otvorenoj privredi - slučaj Srbije
Univerzitet u Beogradu, Ekonomski fakultet

e-adresazorica.mladenovic@ekof.bg.ac.rs
Ključne reči: nezaposlenost; efekat histerezisa; kointegracija; VAR model; dinamički odnosi
Sažetak
U radu se razmatra dinamička veza između stope nezaposlenosti i ključnih makroekonomskih promenljivih u Srbiji, koju karakterišu visoke stope nezaposlenosti još od Svetske ekonomske krize. Ekonometrijska analiza ukazuje na moguću efektivnost mera ekonomske politike za smanjenje stope nezaposlenosti. Kointegrisani vektorski autoregresioni model predstavlja osnovni metodološki okvir i korišćen je za period 2014-2019. Kointegracionoj analizi prethodi ispitivanje validnosti hipoteze o histerezisu stope nezaposlenosti. Dobijeni rezultati ukazuju na to da postoji značajan negativan dugoročni uticaj realnih zarada na stopu nezaposlenosti, i pozitivni dugoročni uticaj apresijacije realnog efektivnog deviznog kursa na realne plate. Da bi se dodatno smanjila stopa nezaposlenosti, potrebno je da se primene politike povećanja tražnje.
Reference
Alogoskoufis, G. (2018) The Clash of Central Bankers with Labour Market Insiders, and the Persistence of Inflation and Unemployment. Economica, 85(337): 152-176
Altuzarra, A. (2015) Measuring Unemployment Persistence by Age and Gender. Romanian Journal of Economic Forecasting, XVIII(4): 110-133
Anić, A., Mladenović, Z. (2014) Econometric modeling of unemployment in Serbia during period 2008-2013. Yugoslav Journal of Operations Research, vol. 24, br. 3, str. 333-346
Arsić, M., Mladenović, Z., Nojković, A., Petrović, P. (2005) Makroekonometrijsko modeliranje privrede Srbije: teorijske osnove i rezultati. Belgrade: CES MECON
Arsić, M., Mladenović, Z., Petrović, P. (2001) Macroeconomic Stabilization in the FRY
Benazić, M., Rami, J. (2016) Monetary policy and unemployment in Croatia. Economic Research-Ekonomska Istraživanja, 29(1): 1038-1049
Blanchard, O.J., Summers, L.H. (1987) Hysteresis in unemployment. European Economic Review, 31: 288-295
Camarero, M., Adamo, G.D., Tamarit, C. (2019) Differences in wage determination in the Eurozone: A challenge to the resilience of the common currency. Journal of Policy Modeling
Caporale, G.M., Gil-Alana, L.A., Lovcha, Y. (2016) Testing unemployment theories: A multivariate long memory apporach. Journal of Applied Economics, XIX(1): 95-112
Dallari, P., Ribba, A. (2020) The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries. Economic Modelling, 85: 218-232, may 2019
Denton, F.T. (1971) Adjustment of monthly or quarterly series to annual totals: an approach based on quadratic minimization. Journal of the American Statistical Association, 66(333): 99-102
Enders, W., Lee, J. (2012) A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4): 574-599
Enders, W., Lee, J. (2012) The flexible Fourier form and Dickey-Fuller type unit root tests. Economics Letters, 117(1): 196-199
Friedman, M. (1968) The Role of Monetary Policy. American Economic Review, 58(1): 1-17
Furuoka, F. (2014) Are unemployment rates stationary in Asia-Pacific countries? New findings from Fourier ADF test. Economic Research-Ekonomska Istraživanja, 27(1): 34-45
Furuoka, F. (2017) A new approach to testing unemployment hysteresis. Empirical Economics, 53(3): 1253-1280
Furuoka, F. (2017) A new test for analysing hysteresis in European unemployment. Applied Economics Letters, 24(15): 1102-1106
Ghoshray, A., Stamatogiannis, M.P. (2015) Centurial evidence of breaks in the persistence of unemployment. Economics Letters, 129: 74-76
Jiang, Y., Chang, T. (2016) Bring Quantile Unit Root Test Back in Testing Hysteresis in Unemployment for the United States. Romanian Journal of Economic Forecasting, XIX(1): 5-13
Johansen, S. (1996) Likelihood Based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press
Juselius, K. (2006) The Cointegrated VAR Model: Methodology and Applications. Oxford: Oxford University Press
Khraief, N., Shahbaz, M., Heshmati, A., Azam, M. (2020) Are unemployment rates in OECD countries stationary?: Evidence from univariate and panel unit root tests. North American Journal of Economics and Finance, 51: 100838, march 2018
Mladenović, Z. (2016) Econometric testing of unemployment hysteresis in selected CEE countries: Lessons for the Serbian economy. Ekonomika preduzeća, vol. 64, br. 7-8, str. 403-413
Petrović, P., Vujošević, Z. (2000) Monetary accommodation in transition economies: Econometric evidence from Yugoslavia's high inflation in the 1980s. Journal of Development Economics, 62: 495-513
Phelps, E.S. (1968) Money-Wage Dynamics and Labor-Market Equilibrium. Journal of Political Economy
Veselinović, N. (2020) Monetary policy and unemployment in the Republic of Serbia. Industrija, vol. 48, br. 2, str. 73-88
 

O članku

jezik rada: engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/industrija48-29763
primljen: 07.11.2020.
revidiran: 17.12.2020.
prihvaćen: 20.12.2020.
objavljen onlajn: 31.12.2020.
objavljen u SCIndeksu: 12.01.2021.
metod recenzije: dvostruko anoniman
Creative Commons License 4.0