Relational patterns between unemployment insurance beneficiaries and total unemployment in Canada / by Estela Bee Dagum, Nazira Gait, Guy Huot.: CS11-614/85-14E-PDF

"This study purports to assess whether there is a causal relationship between the Unemployment Insurance Beneficiaries and Total Unemployment in Canada. The analysis is extended to Job Losers (JLo) and Job Leavers (JLe) who can claim for benefits and are the two major groups of Total Unemployment. Section 2 introduces the definition of each of the four series discussed and analyses their main characteristics from their spectra. Section 3 estimates the residual cross-correlation values, for several time lags, of the whitened series to assess whether there is or is not a causal relationship and the direction of the causality, if present. The residuals are computed from ARIMA models fitted to each series. Finally, section 5 gives the main conclusions of this study"--p. 3.

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Publication information
Department/Agency Canada. Statistics Canada. Methodology Branch.
Title Relational patterns between unemployment insurance beneficiaries and total unemployment in Canada / by Estela Bee Dagum, Nazira Gait, Guy Huot.
Series title Working paper ; 85-14
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) Digitized edition from print [produced by Statistics Canada].
"Working paper TSRA-85-014E."
"For presentation to the Business and Economics Section of the American Statistical Association Annual Meeting, Toronto, August 15-18, 1983."
"May, 1983."
Includes bibliographic references.
Publishing information [Ottawa] : Statistics Canada, 1985.
Author / Contributor Dagum, Estela Bee.
Gait, Nazira.
Huot, Guy.
Description 19 p.
Catalogue number
  • CS11-614/85-14E-PDF
Departmental catalogue number 11-614E
Subject terms Employment insurance
Unemployment
Statistical analysis
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