§ Browsing ETD Metadata
  
System No. U0002-2606201213353000
Title (in Chinese) 英國區域性男女失業率之磁滯性研究
Title (in English) The study of Hysteresis in Unemployment rates by Gender: Evidence from U.K. regional dataset
Other Title
Institution 淡江大學
Department (in Chinese) 產業經濟學系碩士班
Department (in English) Department of Industrial Economics
Other Division
Other Division Name
Other Department/Institution
Academic Year 100
Semester 2
PublicationYear 101
Author's name (in Chinese) 李奇穎
Author's name(in English) Chi-Ying Lee
Student ID 699540182
Degree 碩士
Language Traditional Chinese
Other Language
Date of Oral Defense 2012-06-21
Pagination 70page
Committee Member advisor - De-Chih Liu
co-chair - 林佩蒨
co-chair - 王譯賢
Keyword (inChinese) 磁滯
失業率
英國
性別
單根檢定
Keyword (in English) Hysteresis
UK
gender
unemployment
unit root test
Other Keywords
Subject
Abstract (in Chinese)
本文以英國11個區域、區域男性與區域女性之月失業率資料為研究對象,資料從1992年4月至2010年12月,檢測其磁滯假說,加以分析英國之勞動市場。其中單根檢定方法包含傳統單根檢定、Panel聯合單根檢定、CBL多重結構點單根檢定與Ender與Lee之傅立葉單根檢定。實證結果顯示造成英國區域失業率為磁滯現象之主因為女性失業率者,而男性則不存在失業磁滯現象。這個結果也進一步顯示英國之勞動市場存在性別制度之問題。
Abstract (in English)
This study applies stationary test to test the hysteresis unemployment hypothesis between 1992 April and 20012 December by gender in British 11 regions. The methodologies include traditional unit root test, Panel unit root test, Panel unit root test with structural breaks and Fourier Unit Root Test. We find the evidence of hysteresis in the regional female unemployment rate, but not in the regional male unemployment rate. The results indicate that the UK regional labor market might have institutional factors against women.
Other Abstract
Table of Content (with Page Number)
目錄
目錄	I
圖目錄	III
表目錄	IV
第一章	緒論	1
第一節	研究背景與動機	1
第二節	研究目的	4
第三節	研究步驟與方法	4
第四節	本文架構	5
第二章	文獻探討	7
第一節	失業磁滯性之文獻探討	7
第二節	造成磁滯性之因素探討	15
第三節	英國失業率探討	17
第四節	英國近代經濟歷史簡介	18
第五節	英國勞動法簡介	20
第三章	研究方法	21
第一節	傳統單根檢定	21
第二節	Panel聯合單根檢定	24
第三節	CBL多重結構點單根檢定	27
第四節	Ender與Lee之傅立葉單根檢定	29
第四章	實證結果	32
第一節	資料來源與英國區域分析	32
第二節	實證結果與分析	43
第五章	結論與建議	63
第一節	結論	63
第二節	建議	65
參考文獻	66
圖目錄
圖  1- 1  本文研究架構	6
圖  2- 1  英國失業率	17
圖  4- 1  英國區域失業率走勢圖      33
圖  4- 2  英國區域男性失業率走勢圖	34
圖  4- 3  英國區域女性失業率走勢圖	35
圖  4- 4  2007年英國產業結構	39
圖  4- 5  2007年英國區域各產業投入總工時與英國之比較	40
表目錄

表  2- 1  國家為主之失業率文獻整理	8
表  2- 2  地區為主之失業率文獻整理	9
表  4- 1  英國區域失業率敘述統計     36
表  4- 2  英國區域男性失業率敘述統計	37
表  4- 3  英國區域女性失業率敘述統計	38
表  4- 4  2007年英國各區GVA與各區每人平均GVA	42
表  4- 5  英國區域失業率ADF檢定結果	44
表  4- 6  英國區域男性失業率ADF檢定結果	44
表  4- 7  英國區域女性失業率ADF檢定結果	45
表  4- 8  英國區域失業率PP檢定結果	46
表  4- 9  英國區域男性失業率PP檢定結果	46
表  4- 10  英國區域女性失業率PP檢定結果	47
表  4- 11  英國區域失業率KPSS檢定結果	48
表  4- 12  英國區域男性失業率KPSS檢定結果	48
表  4- 13  英國區域女性失業率KPSS檢定結果	49
表  4- 14  英國區域失業率LLC檢定結果	50
表  4- 15  英國區域男性失業率LLC檢定結果	50
表  4- 16  英國區域女性失業率LLC檢定結果	51
表  4- 17  英國區域失業率IPS檢定結果	51
表  4- 18  英國區域男性失業率IPS檢定結果	52
表  4- 19  英國區域女性失業率IPS檢定結果	52
表  4- 20  英國區域失業率Hadri檢定	53
表  4- 21  英國區域男性失業率Hadri檢定	53
表  4- 22  英國區域女性失業率Hadri檢定	53
表  4- 23  英國區域失業率CBL檢定結果	56
表  4- 24  英國區域男性失業率CBL檢定結果	57
表  4- 25  英國區域女性失業率CBL檢定結果	58
表  4- 26  英國區域失業率傅立葉單根檢定結果	60
表  4- 27  英國區域男性失業率傅立葉單根檢定結果	60
表  4- 28  英國區域女性失業率傅立葉單根檢定結果	61
References
國內文獻:
林淑惠與張倉耀(2003),「台灣區域性失業率之磁滯效應-panel 單根檢定方法與應用」,逢甲大學經濟所碩士論文。
林瓊香與李秀雲(2001),「東亞國家失業率的panel 單根檢定」,東吳大學經濟所博士論文。
國外文獻:
Anker, R. (1998) “Gender and Jobs: Sex Segregation of Occupations in the World,” International Labour Office, Geneva.
Blanchard, O. and Katz, L. F. (1997), “ What we know and do not know about the natural rate of unemployment, ” Journal of Economic Perspectives, 11, 51–72.
Blanchard, O and L. Summers (1986), “Hysteresis and the European Unemployment Problem,” NBER Macroeconomics Annual, 15-78.
Brunello, G. (1990), “Hysteresis and ‘the Japanese Unemployment Problem’: A Preliminary Investigation,” Oxford Economic Papers, 42, 483-500.
Bureau of Labor Statistics (2004), “Comparative Civilian Labor Force Statistics: Ten Countries, ” 1959–2003, US Department of Labor.
Carrion-i-Silvestre, J. L., Barrio-Castro, T. D. & Lopez-Bazo, E.(2005), “Breaking the panels: An application to the GDP per capita, ” Econometrics Journal, 8(2), 159-175 
Dickey, A.D., Fuller, W.A.,( 1981), “Likelihood ratio statistics for autoregressive time series with a unit root,” Econometrica  49 (4), 1057–1072.
Diego Romero‐A’ vila and Carlos Usabiaga(2007), “Unit Root Tests, Persistence, and the Unemployment Rate of the U.S. States ”Southern Economic Journal, 73(3), 698–716.
Enders, W. and Lee, J. (2011), “A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks, ” Oxford Bulletin Of Economics And Statistics. 
Friedman, M. (1968), “The role of monetary policy, ” American Economic Review, 58, 1–21.
Gil-Alana, L. A. (2001), “The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models, ” Applied Economics, 33, 1263–9.
Goldsmith, A. H. and Darity, W. (1992), “Social psychology, unemployment exposure and equilibrium unemployment,” Journal of Economic Psychology 13, 449—471.
Hadri, K.(2000), “Testing for stationarity in heterogeneous panel data,” Econometrics Journal, 3, 148-161.
Im, Pesaran and Shin (2003),“Testing for unit roots in heterogeneous panels.”Journal of Econometrics ,115 (1), 53-74.
Keith, K. and McWilliams, A. (1999) The returns to mobility and job search by gender, Industrial and Labor Relations Review, 52, 460–77.
Kelvin, P. and Jarret, J. (1985) Social Psychological Consequences of Unemployment. Cambridge: Cambridge University Press.
Roed, K. (1997)” Hysteresis in unemployment,” Journal of economic surveys, 11(4), 389-418.
Kwiatkowski, Phillips, Schmids, and Shin (1992), “Testing the null hypothesis of stationarity against the alternative of a unit root - how sure are we that economic time series have a unit root? ,”Journal of Econometrics, 54 (1-3), 159-178.
Leon-Ledesma, Miguel A. (2002), “Unemployment hysteresis in the US states and the EU: a panel approach,” Bulletin of Economic Research, 52, 95-103.
Levin, Lin and Chu (2002), “ Unit root in panel data: asymptotic and finite-sample properties, “ Journal of Econometrics ,108 (1), 1-24.Lippman, S. A. and McCall, J. J. (1976), “The Economics of job search: a survey, ” Economic Inquiry, 14, 347-68.
Ljungqvist, L. and Sargent, T. (1995), “The Swedish unemployment experience, ” European Economic Review  39, 1043—1070.
Mitchell, W. (1993), “Testing for unit roots and persistence in OECD unemployment rates” ,Applied Economics, 25, 1489‐1501.
Nickell, S., Nunziata, L. and Ochel, W. (2005), “Unemployment in the OECD since the 1960s: what do we know?, ” The Economic Journal, 115, 1–27.
OECD (2004), “Unemployment rates for women in the OECD, ” Labour Market Trends, 112, 352–4.
Queneau, H. and Marmo, M. (2001), “Tensions between employment and pregnancy: a workable balance, Family Relations,” 50, 59–66.
Queneau, H. and Sen, A. (2008) , “Evidence on the dynamics of unemployment by gender,” Applied Economics, 40, 2099–2108.
Papell, D. H., Murray, C. J. and Ghiblawi, H. (2000), “The structure of unemployment, The Review of Economics and Statistics,” 82, 309–15.
Perron, P. (1989), “The Great Crash, the Oil Price Shock and the Unit Root Hypothesis”, Econometrica, 57(6), 1361-1401.
Phelps, E. (1967), “Phillips Curves, Expectations of Inflation and Optimal Unemployment Over Time,”Economica, 34, 254-281.
Phelps, E. (1968), “Money-wage dynamics and labor market equilibrium”, Journal of Political Economy, 76, 678–711.
Phelps, E. (1994) Structural Slumps: The Modern Equilibrium Theory of Unemployment, Interest, and Assets, Harvard University Press, Cambridge, MA.
Phillips, P. and P. Perron (1988), “Testing for a Unit Root in Time Series Regression”, Biometrika, 75, 335-346.
Roberts, J. M. and Morin, N. J. (1999) Is hysteresis important for US unemployment? Finance and Economics Discussion Series 1999-56, Board of Governors of the Federal Reserve System, Washington.
Roed, K. (1996) Unemployment hysteresis: macro evidence from 16 OECD countries, Empirical Economics, 21, 589-600.
Saint-Paul, G. (1995) The high unemployment trap. Quarterly Journal of Economics 110(2), 527-550.
Song, F.M. and Y. Wu (1997), “Hysteresis in unemployment: evidence from 48 U.S. states”, Economic Inquiry, 35, 235‐243.
Song, F.M. and Y. Wu (1998), “Hysteresis in Unemployment: Evidence from OECD Countries,” The Quarterly Review of Economics and Finance, 38, 181-192.
Vendrik, M. C. M. (1993), “Habits, hysteresis and catastrophes in labor supply.” Journal of Economic Behaviour and Organization 20, 353—372.
Wright, E. O., Baxter, J. and Birkelund, G. E. (1995), “The gender gap in workplace authority: a cross-national study, ” American Sociological Review, 60, 407–435.
Zivot, E. and D.W.K. Andrew (1992), “Further evidence on the great crash, the oil-price shock, and the unit root hypothesis,” Journal of Business and Economic Statistics, 10, 251-270.
Terms of Use
Within Campus
I request to embargo my thesis/dissertation for 5 year(s) right after the date I submit my Authorization Approval Form.
Duration for delaying release from 5 years.
Outside the Campus
I grant the authorization for the public to view/print my electronic full text with royalty fee and I donate the fee to my school library as a development fund.
Duration for delaying release from 5 years.
 Top

If you have any questions, please contact us!

Library: please call (02)2621-5656 ext. 2487 or email