Measuring unemployment persistence of different labor force groups in the Greater São Paulo Metropolitan Area
DOI:
https://doi.org/10.1590/S0101-41612009000400003Palavras-chave:
Desemprego, persistência, memória longa, raiz unitáriaResumo
Este artigo usa modelos ARFIMA e testes de raiz unitária com quebra estrutural para examinar o grau de persistência do desemprego de diferentes estratos da força de trabalho na Região Metropolitana de São Paulo. Para tanto, a taxa agregada desta região é examinada, como também sua desagregação por gênero, idade, raça e posição dentro da família. O período de análise vai de janeiro de 1985 a novembro 2008 e, apesar do uso de diferentes métodos de estimação, a hipótese de raiz unitária não é rejeitada em geral. As duas exceções são as séries relacionadas aos trabalhadores entre 15 e 17 anos e acima dos 40 anos. Mas, mesmo nestes dois casos, o parâmetro "d" fica acima de 0,5. Isso indica que não há estacionariedade e também não há reversão a uma média de longo prazo para a maioria das séries analisadas. Portanto, as políticas econômicas de combate à inflação das últimas duas décadas, assim como mudanças em variáveis reais, têm gerado efeitos duradouros sobre a taxa de desemprego em São Paulo.Downloads
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Copyright (c) 2009 Cleomar Gomes da Silva, Fábio Augusto Reis Gomes
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