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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