Estimation of Non–Accelerating Inflation Rate of Unemployment in Iran s Provinces Based on Date-Filtering Methodology

Javad Hosseinzade (), Kambiz Hajbar Kiani (), Taimor Rahmani () and Mohsen Mehrara ()
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Javad Hosseinzade: Phd. Candidate in Economic, Azad University
Kambiz Hajbar Kiani: Assistant Prof, Azad University
Taimor Rahmani: Assistant Prof, University of Tehran
Mohsen Mehrara: Assistant Prof, University of Tehran

Quarterly Journal of Applied Theories of Economics, 2019, vol. 6, issue 1, 51-76

Abstract: This paper survey the estimating methods of Non Accelerating Inflation Rate of Unemployment in provinces of Iran. In this paper, statistical techniques and time series filtering methods (Hodrick-Prescott, Calman and Band-Po) have been used to estimate NAIRU during the period 2003-17. In the Band-Pass filtering method, we lose many observations at the beginning and the end of time series, so in this paper, we only used the results of the two methods of Hodrick-Prescott and Kalman filter. After estimating the model, the differences between the real unemployment rate and the NAIRU are calculated and provinces ranked based on these differences by using statistical tests. The results indicate an irregular trend in the gap between the real unemployment rate and the NAIRU in the entire country and provinces

Keywords: NAIRU unemployment; Data filtering; Unemployment fluctuation (search for similar items in EconPapers)
JEL-codes: C32 E24 E32 (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:ris:qjatoe:0138

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