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Unemployment Duration in Germany – A comprehensive study with dynamic hazard models and P-Splines

Torben Kuhlenkasper and Max Steinhardt ()
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Torben Kuhlenkasper: Hamburg Institute of International Economics (HWWI)

No 2011018, Norface Discussion Paper Series from Norface Research Programme on Migration, Department of Economics, University College London

Abstract: This paper makes use of data from the German socio-economic panel to gain new insights into the determinants of unemployment duration in Germany. Due to substantial differences with respect to labour market outcomes we follow a stratified approach with respect to gender and ethnicity. To analyze unemployment duration comprehensively, dynamic duration time models are used in which covariate e.ects are allowed to vary smoothly with unemployment duration and others enter the model in an a-priori unspecified functional form. We control for unobserved heterogeneity by following a modern frailty approach. As fitting routine we employ penalized spline smoothing effects using available software in R. We demonstrate with state-of-the-art regression models how effects of covariables change, either over duration time or within their domain and reveal substantial differences across gender and ethnicities for the German labour market. Among others we find large effects of family characteristics for women and a minor importance of formal qualifications for immigrants.

Keywords: Unemployment; Duration Time Models; Dynamic Effets; Penalized Splines; German Socio-Economic Panel; Ethnic Labour Market Segmentation (search for similar items in EconPapers)
JEL-codes: C14 C23 C41 F22 J16 J64 J71 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-hme and nep-lab
Date: 2011-10
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