Temporal disaggregation and restricted forecasting of multiple population time series

This article presents some applications of time-series procedures to solve two typical problems that arise when analyzing demographic information in developing countries: (1) unavailability of annual time series of population growth rates (PGRs) and their corresponding population time series and (2) inappropriately defined population growth goals in official population programs. These problems are considered as situations that require combining information of population time series. Firstly, we suggest the use of temporal disaggregation techniques to combine census data with vital statistics information in order to estimate annual PGRs. Secondly, we apply multiple restricted forecasting to combine the official targets on future PGRs with the disaggregated series. Then, we propose a mechanism to evaluate the compatibility of the demographic goals with the annual data. We apply the aforementioned procedures to data of the Mexico City Metropolitan Zone divided by concentric rings and conclude that the targets established in the official program are not feasible. Hence, we derive future PGRs that are both in line with the official targets and with the historical demographic behavior. We conclude that growth population programs should be based on this kind of analysis to be supported empirically. So, through specialized multivariate time-series techniques, we propose to obtain first an optimal estimate of a disaggregate vector of population time series and then, produce restricted forecasts in agreement with some data-based population policies here derived.     

A Method for Seasonally Adjusting Time Series With Variation in the Seasonal Amplitude

The official seasonally adjusted figures of the unemployment series in the Netherlands proved to be unsatisfactory in the years 1976 until 1980 because of the occurrence of a residual seasonal pattern in the adjusted series. There is indication that this failure is due to the presence of variations in the seasonal amplitude of the unemployment series. To improve this unsatisfactory state of affairs further research on methods of seasonal adjustment was undertaken at the Netherlands Central Bureau of Statistics. The outcome, method CPBX11, combines features of two methods that have been used officially, CENSUS X-11 and CPB-1. Since December 1980 the Netherlands Central Bureau of Statistics has used CPBX11 to compute seasonally adjusted labor market series. In this article we review in short the literature on seasonal adjustment and compare the performance of the three procedures referred to above in adjusting the series Unemployment in Construction and Live Births (per 1,000 of the mean population) for the Netherlands. The CPBX11 method yields more satisfactory results, especially for the first series.     

Disaggregating Data Using Related Series

Quarterly real GNP and implicit GNP deflator series are derived for the 1948–1970 period using the related series technique of Chow and Lin. These estimated series are compared with the official, revised series; to official, unrevised series; and to univariate proxies using regression, time series, and spectral methods. The derived series possess autocorrelation and turning point characteristics similar to those of the official, revised series. The derived series also deliver structural equation parameter estimates similar to those based on official, revised data.     

Some problems of ethnic migration from Moscow

The author analyzes emigration from Moscow by Russian Jews using official data for the period 1989-1991 including the 1989 census. Reasons for emigration include low standards of living, unemployment, and economic and political instability. Consideration is given to the prospects for future emigration, both of Jews and other ethnic groups, and the author predicts an increase in the levels of such migration.     

中国时间序列投入产出表的编制:1981—2018

本文提出了以各类统计数据和国民经济核算数据为核心的编制时间序列投入产出表的方法,充分利用国家统计局及其他官方数据源,以国家统计局编制投入产出延长表的方法为基础、以必要的数学方法为辅助。该方法的优点一是编表方法与国家统计局保持内在一致性,数据上能更好地与官方表形成补充和进行衔接;二是充分利用各级部门公布的统计信息,使得所编制的投入产出表能更好地反映编表年度的经济实际。本文利用该方法编制完成我国1981—2018年期间的序列投入产出表,并与已有文献中的几类我国序列投入产出表进行了比较分析。     

Ethnic differences in the labour market: a comparison of the samples of anonymized records and Labour Force Survey

The public use sample from the 1991 UK census makes it possible to conduct individual level analyses of ethnic minorities' educational and occupational attainments. Unfortunately, however, the census asked only about higher level qualifications obtained after reaching 18 years of age. A comparison with the Labour Force Surveys (LFSs) shows that the census gives in some respects a misleading impression of qualifications among the first-generation members of ethnic minorities: the LFS data show that ethnic minorities tend to be more polarized in their qualifications than the British-born whites, with relatively large proportions at the two extremes, either with degrees or with no qualifications at all. It follows that the census's treatment of qualifications may tend to exaggerate the scale of disadvantage of ethnic minorities in the labour market, and particularly in access to the salariat where qualifications play a particularly large role in recruitment. Regression analyses of sample of anonymized records and LFS data confirm these expectations although they indicate that the results of the census are not seriously misleading as regards the pattern of ethnic disadvantages in the competition to avoid unemployment. The LFS data also confirm earlier findings that the ethnic penalties are in general of similar magnitude among the second generation to those among the first generation, despite the substantial equalization of educational experience that has taken place. There is some evidence that disadvantages in access to the salariat may have been reduced, but this is counterbalanced by the evidence that disadvantages in the avoidance of unemployment may have deteriorated.     

Model-Based Estimation of Unemployment Rates in Small Areas of Portugal

The high level of unemployment is a major problem in most European countries nowadays. Hence, the demand for small area labor market statistics has rapidly increased over the past few years. The Portuguese Labour Force Survey is the main source of official statistics at the macro level. However, it was not designed to produce reliable design-based statistics at the micro level due to small sample sizes. The goal of this article is to analyze the performance of model-based small area estimators to estimate the unemployment rate at micro level. Our results showed that the temporal estimator is the most suitable.     

The demographic situation in Poland in 1987

Demographic trends in Poland in 1987 are reviewed using data from official sources. The author notes that the population growth rate for 1987 was 0.5 percent, compared to 0.8 percent for the 1980s as a whole.     

Ethnic differentials in fertility in the USSR

Ethnic differentials in fertility in the USSR are analyzed using data from official sources. Age-specific and total fertility rates for women of various nationalities are presented by Union republic for selected years from 1945 to 1984.     

1979-2009年中国地下经济规模测算及影响分析

应用MIMIC模型,利用1979-2009年的统计资料,将地下经济视为一个潜变量,以税收负担、犯罪率、失业率、政府管制、通货膨胀和居民收入作为地下经济的原因变量,以货币流通量及自我就业率作为地下经济的指标变量.研究显示:中国地下经济规模增长幅度较大,1979年中国地下经济规模比例仅为0.78％,2009年则高达19.93％;地下经济规模与官方经济增长率互为因果关系,地下经济对官方经济具有一定的积极作用;地下经济规模与居民收入差距为单向因果关系,即地下经济规模的扩大加剧了现阶段中国居民收入的不平等.     

Dynamic Asymmetries in U.S. Unemployment

We examine dynamic asymmetries in U.S. unemployment using nonlinear time series models and Bayesian methods. We find strong statistical evidence in favor of a two-regime threshold auto-regressive model. Empirical results indicate that, once we take into account both parameter and model uncertainty, there are economically interesting asymmetries in the unemployment rate. One finding of particular interest is that shocks that lower the unemployment rate tend to have a smaller effect than shocks that raise the unemployment rate. This finding is consistent with unemployment rises being sudden and falls gradual.     

Survey non-response and the duration of unemployment

Summary.  Social surveys are often used to estimate unemployment duration distributions. Survey non-response may then cause a bias. We study this by using a data set that combines survey information of individual workers with administrative records of the same workers. The latter provide information on durations of unemployment and personal characteristics of all survey respondents and non-respondents. We develop a method to distinguish empirically between two explanations for a bias in results based on only survey data: selectivity due to related unobserved determinants of durations of unemployment and non-response and a causal effect of a job exit on non-response. The latter may occur even in fully homogeneous populations. The methodology exploits variation in the timing of the duration outcome relative to the survey moment. The results show evidence for both explanations. We discuss implications for standard methods to deal with non-response bias.     

Multivariate time series projections of parameterized age-specific fertility rates

1 solution to the dimensionality problem raised by projection of individual age-specific fertility rates is the use of parametric curves to approximate the annual age-specific rates and a multivariate time series model to forecast the curve parameters. Such a method reduces the number of time series to be modeled for women 14-45 years of age from 32 to 40 (the number of curve parameters). In addition, the curves force even longterm fertility projections to exhibit the same smooth distribution across age as historical data. The data base used to illustrate this approach was age-specific fertility rates for US white women in 1921-84. An important advantage of this model is that it permits investigation of the interactions among the total fertility rate, the mean age of childbearing, and the standard deviation of age at childbearing. In the analysis of this particular data base, the contemporaneous relationship between the mean and standard deviation of age at childbearing was the only significant relationship. The addition of bias forecasts to the forecast gamma curve improves forecast accuracy, especially 1-2 years ahead. The most recent US Census Bureau projections have combined a time series model with longterm projections based on demographic judgment. These official projections yielded a slightly higher ultimate mean age and slightly lower standard deviation than those resulting from the model described in this paper.     

Unemployment, life satisfaction and retrospective error

Summary.  The paper compares current and 1-year retrospective data on unemployment in the German Socio-Economic Panel study. 13% of all unemployment spells are not reported 1 year later, and another 7% are misreported. The ratio of retrospective to current unemployment has increased in recent years and is related to salience of unemployment measures such as the loss of life satisfaction that is associated with unemployment. Individuals with weak labour force attachment, e.g. women with children or individuals who are close to retirement, have the greatest propensity to under-report unemployment retrospectively. The data are consistent with evidence on retrospective bias found by cognitive psychologists and survey methodologists.     

Measuring the Influence of Unemployment Insurance on Unemployment Experiences

This article investigates the comprehensive effects of unemployment insurance (UI) policies on the amount of time and unemployment that individuals report between jobs. The econometric model jointly determines the effects of UI on the lengths of nonemployment spells, the classification of these spells as unemployment, and the likelihood of collecting program benefits. The model carefully attempts to isolate variation in UI benefits attributable to differences in generosity across programs to avoid biases in estimating policy effects induced by other contaminating sources of benefit variation. Using data on men from the National Longitudinal Survey of Youth, the empirical results find (a) UI recipients typically experience longer spells between jobs, at least up to the exhaustion of UI benefits, and report substantially larger fractions of these spells as unemployment; (b) weekly benefit amounts exert no significant influence on the likelihood of UI recipiency, on the length of spells between jobs, or on the fraction of these spells classified as unemployment; and (c) increases in weeks of UI eligibility raise the likelihood of UI collection and lengthen the number of weeks of unemployment between jobs by inducing long spells to become longer and not by altering short-duration behavior.     

OECD数字经济核算研究最新动态及其启示

本文主要概览了OECD数字经济核算研究的最新动态,探讨了数字经济内涵界定、核算内容及方法和数据来源三方面核算问题。首先重点梳理了OECD基于包容性视角、核算视角和初步测算视角的内涵界定及特征分析,然后综述了OECD数字经济核算的主要研究议题及方法,包括增加值及总产出核算、价格和物量核算、消费品资本化核算、“免费”经济核算、数字平台中介服务的流量核算等内容,接着以最具典型性的分享经济为例探讨了目前OECD国家官方统计机构公布的关于数据来源的统计实务,并针对最为广泛使用的税务机关数据和抽样调查数据,分别对美国、加拿大和英国公布的官方统计现状进行了更为深入的阐述。最后,结合数字经济的内涵界定、特征分析、核算方法和数据来源,本文为我国数字经济的核算工作提供了全面统计、动态监测、优化方法和挖掘来源等重要启示。     

Information integration for constructing social statistics: history, theory and ideas towards a research programme

Summary.  More precise policy making at all levels of government has fuelled tremendous demand for small area data—smaller than ever before. At the same time, there has been an unprecedented accumulation of data in geographic information systems, administrative records databases and more sophisticated survey sampling schemes. Researchers and practitioners have been trying to combine these diverse sources of data. But how should these diverse sources of data be combined in a way that is policy relevant and statistically principled? The paper illustrates these questions with several example applications at the state, county and local level: emerging geographic information systems databases, the need for estimates of small area income, poverty, demographic and uninsurance data by health authorities, and how administrative records databases (such as licensed day care facilities, traffic counts and unemployment insurance records) are being harvested for their information content. Finally, the paper proposes approaches for integrating these diverse sources of data with different error, uncertainty and quality profiles, and surveys persistent challenges in this area.     

Comments on “Canonical Correlation in Multivariate Time Series Analysis With an Application to One-Year-Ahead and Multiyear- Ahead Macroeconomic Forecasting,” by P. W. Otter

We examine the orthogonality assumption of seasonal and nonseasonal components for official quarterly unemployment figures in Germany and the United States. Although nonperiodic correlations do not seem to reject the orthogonality assumption, a periodic analysis based on correlation functions that vary with the seasons indicates the violation of orthogonality. We find that the unadjusted data can be described by periodic autoregressive models with a unit root. In simulations we replicate the empirical findings for the German data, where we use these simple models to generate artificial samples. Multiplicative seasonal adjustment leads to large periodic correlations. Additive adjustment leads to smaller ones.     

State‐space model for proxy‐based millennial reconstruction

It is important to study historical temperature time series prior to the industrial revolution so that one can view the current global warming trend from a long‐term historical perspective. Because there are no instrumental records of such historical temperature data, climatologists have been interested in reconstructing historical temperatures using various proxy time series. In this paper, the authors examine a state‐space model approach for historical temperature reconstruction which not only makes use of the proxy data but also information on external forcings. A challenge in the implementation of this approach is the estimation of the parameters in the state‐space model. The authors developed two maximum likelihood methods for parameter estimation and studied the efficiency and asymptotic properties of the associated estimators through a combination of theoretical and numerical investigations. The Canadian Journal of Statistics 38: 488–505; 2010 © 2010 Crown in the right of Canada     

A spatial analysis on Italian unemployment differences

Using spatial econometric models, this paper focuses attention on the spatial structure of provincial unemployment disparities of Italian provinces for the year 2003. On the basis of findings from the economic literature and of the available socio-economic data, various model specifications including supply- and demand-side variables are tested. Further we use ESDA analysis as equivalent to integration analysis on time series; therefore it is applied on each variable, dependent and independent, involved in the statistical model. The suggestions of ESDA lead us to the most adequate statistical model, which estimates indicate that there is a significant degree of neighbouring effect (i.e. positive spatial correlation) among labour markets at the provincial level in Italy; this effect is present notwithstanding we controlled for local characteristics. The unemployment shows a polarized spatial pattern that is strongly connected to labour demand and to a much lesser extent to the share of young population and economic structural composition.