|сгенерировать QR код
Открытый доступ
Только для подписчиков
Взаимосвязь ВВП, безработицы и занятости:углубленный анализ закона Оукена для России
https://doi.org/10.32609/0042-8736-2015-3-5-27
Аннотация
В работе строятся уравнения, описывающие краткосрочные и долгосрочные связи между показателями ВВП и безработицы (а также занятости). Впервые получено достоверное и устойчивое подтверждение выполнения закона Оукена для России. Показано, что реакция безработицы на спад производства значительно превосходит реакцию на такой же по силе рост ВВП. Межстрановые сравнения свидетельствуют о том, что значение коэффициента Оукена для России несколько уступает оценкам для большинства развитых стран и сопоставимо с показателями для других стран с формирующимся рынком.
Об авторах
Е. С. Вакуленко
НИУ ВШЭ (Москва)
Россия
Россия
к. э. н., старший научный сотрудник НИУ ВШЭ (Москва)
Е. Т. Гурвич
Экономическая экспертная группа (Москва)
Россия
Россия
к. физ.-мат. н., руководитель Экономической экспертной группы (Москва)
Список литературы
1. Ахундова О. В., Коровкин А. Г., Королев И. Б. (2005). Взаимосвязь динамики ВВПибезработицы: теоретический и практический аспект // Научные труды ИНП РАН. С. 471-497
2. Бессонов В. А., Петроневич А. В. (2013). Сезонная корректировка как источник ложных сигналов // Экономический журнал ВШЭ. Т. 17, № 4. С. 554-584
3. Вакуленко Е. С., Гурвич Е. Т. (2014). Моделирование механизмов российского рынка труда (Препринт WP3/2014/08). М.: НИУ ВШЭ
4. Ahmed K., Khali S., Saeed A. (2011). Does there exist Okun’s law in Pakistan? International Journal of Humanities and Social Science, Vol. 1, No. 12, pp. 293-299.
5. Andrews D. W. K., Zivot E. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, Vol. 10, No. 3, pp. 251-270.
6. Attfield C. L. F., Silverstone B. (1997). Okun’s coefficient: A comment. Review of Economics and Statistics, Vol. 79, No. 2, рр. 326-329.
7. Ball L., Leigh D., Loungani P. (2013). Okun’s law: Fit at fifty. NBER Working Paper, No. 18668.
8. Barreto H., Howland F. (1993). There are two Okun’s law relationships between output and unemployment. Unpublished manuscript. Crawfordsville: Wabash College.
9. Beaton K. (2010). Time variation in Okun’s law: A Canada and U.S. comparison. Bank of Canada Working Paper, No. 2010-7.
10. Blanchard O., Quah D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, Vol. 79, No. 4, pp. 655-673.
11. Cazes S., Verick Sh., Hussami F. A. (2013). Why did unemployment respond so differently to the global financial crisis across countries? Insights from Okun’s law. IZA Journal of Labor Policy, Vol. 2, No. 1, pp. 1-18.
12. Cevik E. I., Dibooglu S., Barisik S. (2013). Asymmetry in the unemployment-output relationship over the business cycle: Evidence from transition economies. Comparative Economic Studies, Vol. 55, pp. 557-581.
13. Clemente J., Montañés A., Reyes M. (1998). Testing for a unit root in variables with a double change in the mean. Economics Letters, Vol. 59, No. 2, pp. 175-182.
14. Crivelli E., Furceri D., Toujas-Bernaté J. (2012). Can policies affect employment intensity of growth? A cross-country analysis. IMF Working Paper, No. WP/12/218.
15. D’Apice P. (2014). Path dependence and the persistence of high unemployment in the Slovak Republic. ECFIN Country Focus. Brussels: European Commission.
16. Daly M., Hobijn B. (2010). Okun’s law and the unemployment surprise of 2009. FRBSF Economic Letter, No. 2010-07.
17. Elsby M., Hobijn B., Şahin A. (2010). The labour market in the Great Recession. Brookings Papers on Economic Activity, Vol. 41, No. 1 (Spring), pp. 1-69.
18. Engle R. F., Granger C. W. J. (1987). Cointegration and error correction: Representation, estimation and testing. Econometrica, Vol. 55, No. 2, pp. 251-276.
19. Enders W., Siklos P. L. (2001). Cointegration and threshold adjustment. Journal of Business & Economic Statistics, Vol. 19, No. 2, pp. 166-176.
20. Fouquau J. (2008). Threshold effects in Okun’s law: A panel data analysis. Economics Bulletin, Vol. 5, No. 33, pp. 1-14.
21. Gabrisch H., Buscher H. (2006). The relationship between unemployment and output in post-communist countries. Post-Communist Economies, Vol. 18, No. 3, pp. 261-276.
22. Gordon R. (2010). Okun’s law and productivity innovation. American Economic Review, Vol. 100, No. 2, pp. 11-15.
23. Hansen B. E. (1992). Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends. Journal of Econometrics, Vol. 53, No. 1-3, pp. 87-121.
24. Hansen B. E. (1996). Estimation of TAR Models. Boston College Working Papers in Economics, No. 325.
25. Harris R., Silverstone B. (2001). Testing for asymmetry in Okun’s law: A cross-country comparison. Economics Bulletin, Vol. 5, No. 2, pp. 1-13.
26. Ibragimov M., Karimov J., Permyakova E. (2013). Unemployment and output dynamics in CIS countries: Okun’s law revisited. EERC Working paper, No. E13/04.
27. IMF (2010). Unemployment dynamics during recessions and recoveries: Okun’s law and beyond. In: World Economic Outlook, Ch. 3, April, pp. 87-126.
28. IMF (2014). Russian Federation. Selected Issues. IMF country report. No. 14/176.
29. Izyumov A., Vahaly J. (2002). The unemployment-output tradeoff in transition economies: Does Okun’s law apply? Economics of Planning, Vol. 35, No. 4, pp. 317-331.
30. Jardin M., Gaetan S. (2011). How Okun’s law is non-linear in Europe: A semi-parametric approach. Unpublished manuscript. Rennes: University of Rennes.
31. Kargi B. (2014). Okun’s law and long term co-integration analysis for OECD countries (1987-2012). International Research Journal of Finance and Economics, Iss. 119, February, pp. 77-85.
32. Knotek E. (2007). How useful is Okun’s law? Economic Review, Fourth Quarter, pp. 73-103.
33. Kwiatkowski D., Phillips P.C.B., Schmidt P., Shin Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, Vol. 54, No. 1-3, pp. 159-178.
34. Lal I. et al. (2010). Test of Okun’s law in some Asian countries: Co-integration approach. European Journal of Scientific Research, Vol. 40, No. 1, pp. 73-80.
35. Lee J. (2000). The Robustness of Okun’s law: Evidence from OECD countries. Journal of Macroeconomics, Vol. 22, No. 2, pp. 331-356.
36. Noor Z., Nor N., Ghani J. (2007). The relationship between output and unemployment in Malaysia: Does Okun’s law exist? International Journal of Economics and Management, Vol. 1, No. 3, pp. 337-344.
37. Okun A. M. (1962). Potential GNP: Its measurement and significance. In: Proceedings of the Business and Economic Statistics Section. Alexandria, VA: American Statistical Association.
38. Owyang M., Sekhposyan T. (2012). Okun’s law over the business cycle: Was the great recession all that different? Federal Reserve Bank of St. Louis Review, Vol. 94, No. 5, pp. 399-418.
39. Perman R., Stephan G., Tavera C. (2013). Okun’s law - a meta analysis. Strathclyde Discussion Papers in Economics, No. 13-11.
40. Phillips P., Ouliaris S. (1990). Asymptotic properties of residual based tests for cointegration. Econometrica, Vol. 58, No. 1, pp. 165-193.
41. Phiri A. (2014). Re-evaluating Okun’s law in South Africa: A nonlinear co-integration approach. MPRA Paper, No. 57398.
42. Silvapulle P., Imad A. M., Silvapulle M. J. (2004). Asymmetry in Okun’s law. Canadian Journal of Economics, Vol. 37, No. 2, pp. 353-374.
43. Soegner L., Stiassny A. (2002). An analysis on the structural stability of Okun’s law - a cross-country study. Applied Economics, Vol. 14, pp. 1775-1787.
44. Tombolo G., Hasegawa M. (2014). Okun’s law: Evidence for the Brazilian economy. The Economic Research Guardian, Vol. 4, No. 1, pp. 2-12.
Рецензия
Для цитирования:
Вакуленко Е.С., Гурвич Е.Т. Взаимосвязь ВВП, безработицы и занятости:углубленный анализ закона Оукена для России. Вопросы экономики. 2015;(3):5-27. https://doi.org/10.32609/0042-8736-2015-3-5-27
For citation:
Vakulenko E., Gurvich E. The Relationship of GDP, Unemployment Rate and Employment: In-depth Analysis of Okun’s Law for Russia. Voprosy Ekonomiki. 2015;(3):5-27. (In Russ.) https://doi.org/10.32609/0042-8736-2015-3-5-27
Просмотров:
3292
Послать статью по эл. почте 
