Papers by Jan van den Brakel
Journal of the Royal Statistical Society. Series A (Statistics in Society), 2022
The Brazilian Labour Force Survey publishes monthly national indicators based on 3-month rolling ... more The Brazilian Labour Force Survey publishes monthly national indicators based on 3-month rolling data. This paper presents state-space models to produce state-level single-month unemployment rate estimates. The models account for sampling errors and the increased dynamics in the labour force series due to the unforeseen SARS-COV-2 pandemic. Bivariate time series models with claimant count auxiliary data and multivariate models combining survey data of several states are inves-
tigated. The results demonstrated the benefits of the univariate state-space approach to produce unemployment official statistics for Brazil. Additionally, the regional multivariate model shows promising results but requires further investigation.
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Papers by Jan van den Brakel
tigated. The results demonstrated the benefits of the univariate state-space approach to produce unemployment official statistics for Brazil. Additionally, the regional multivariate model shows promising results but requires further investigation.
tigated. The results demonstrated the benefits of the univariate state-space approach to produce unemployment official statistics for Brazil. Additionally, the regional multivariate model shows promising results but requires further investigation.