Single‐month unemployment rate estimates for the Brazilian Labour Force Survey using state‐space models

Caio Gonçalves (), Luna Hidalgo, Denise Silva and Jan van den Brakel

Journal of the Royal Statistical Society Series A, 2022, vol. 185, issue 4, 1707-1732

Abstract: The Brazilian Labour Force Survey publishes monthly national indicators based on 3‐month rolling data. This paper presents state‐space models to produce state‐level single‐month unemployment rate estimates. The models account for sampling errors and the increased dynamics in the labour force series due to the unforeseen SARS‐COV‐2 pandemic. Bivariate time series models with claimant count auxiliary data and multivariate models combining survey data of several states are investigated. The results demonstrated the benefits of the univariate state‐space approach to produce unemployment official statistics for Brazil. Additionally, the regional multivariate model shows promising results but requires further investigation.

Date: 2022
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