Jobless growth: empirical evidences from the Middle East and North Africa region

Abou Hamia, Mohamad A.

doi:10.1007/s12651-016-0207-z

Journal for Labour Market Research

Table 2 Augmented Dickey-Fuller Unit Root Test: Levels and First Difference, all variables

From: Jobless growth: empirical evidences from the Middle East and North Africa regionWachstum ohne Beschäftigung – empirische Evidenz aus Nahost und Nordafrika

	y	Y^c (HP)	Y^c (BK)	Y^c (QT)	u	U^c (HP)	U^c (BK)	U^c (QT)
Levels
Algeria	−1.51	−2.83^**	−4.12^**	−2.45^*	−3.02^**	−2.61^**	−4.60^**	−2.42^*
Bahrain	−1.15	−2.77^**	−5.24^**	−2.04^*	−4.07^**	−3.12^**	−4.78^**	−2.53^**
Egypt	−0.83	−4.23^**	−4.10^*	−4.24^**	−3.64^**	−5.22^**	−5.44^**	−4.68^**
Iran	−3.09^**	−5.17^**	−4.87^**	−4.90^**	−4.81^**	−2.78^**	−5.18^**	−2.23^*
Jordan	−3.64^**	−3.76^**	−5.16^**	−3.24^**	−2.50^*	−3.66^**	−5.14^**	−2.98^**
Kuwait	−5.32^**	−5.10^**	−4.96^**	−4.47^**	−6.64^**	−4.03^**	−6.13^**	−3.67^**
Lebanon	−4.31^**	−3.95^**	−4.99^**	−4.20^**	−5.88^**	−3.71^**	−4.36^**	−3.95^**
Morocco	−0.60	−2.82^**	−7.81^**	−2.03^*	−6.02^**	−3.87^**	−6.72^**	−2.76^**
Oman	−1.99^*	−3.26^**	−4.56^**	−3.00^**	−2.56^**	−3.28^**	−4.97^**	−3.83^**
Qatar	−3.01^**	−5.25^**	−5.74^**	−2.86^**	−3.82^**	−4.20^**	−6.32^**	−4.58^**
Saudi Arabia	−3.72^**	−2.79^**	−3.63^**	−2.47^*	−4.92^**	−3.77^**	−4.58^**	−3.55^**
Sudan	−1.39	−3.49^**	−5.73^**	−1.99^*	−3.71^**	−2.35^*	−6.09^**	−2.01^*
Syria	−2.12^*	−2.84^**	−6.99^**	−2.11^*	−5.26^**	−2.12^*	−4.23^**	−3.26^**
Tunisia	−0.86	−4.99^**	−4.75^**	−2.36^*	−4.58^**	−3.58^**	−5.60^**	−2.36^*
Turkey	−3.56^**	−3.85^**	−5.98^**	−3.59^**	−5.52^**	−3.89^**	−6.89^**	−2.55^**
UAE	−3.81^**	−3.50^**	−4.79^**	−1.98^*	−5.40^**	−4.46^**	−5.32^**	−2.76^**
Yemen	−2.41^*	−3.71^**	−4.18^**	−4.14^**	−6.65^**	−4.75^**	−4.92^**	−4.70^**
First Difference
Algeria	−5.64^**	−5.49^**	−5.46^**	−4.00^**	−8.41^**	−4.89^**	−7.37^**	−3.63^**
Bahrain	−6.14^**	−5.69^**	−6.04^**	−4.75^**	−4.77^**	−5.98^**	−5.87^**	−4.47^**
Egypt	−5.52^**	−4.01^**	−5.90^**	−407^**	−8.47^**	−4.33^**	−6.92^**	−4.69^**
Iran	−4.73^**	−5.07^**	−4.80^**	−4.23^**	−9.08^**	−5.86^**	−6.08^**	−5.09^**
Jordan	−8.21^**	−5.92^**	−7.44^**	−5.50^**	−9.59^**	−4.55^**	−7.64^**	−5.19^**
Kuwait	−5.30^**	−6.46^**	−5.73^**	−6.19^**	−7.14^**	−6.60^**	−7.19^**	−6.12^**
Lebanon	−6.76^**	−3.85^**	−8.50^**	−3.96^**	−5.01^**	−5.29^**	−5.89^**	−6.10^**
Morocco	−11.15^**	−7.80^**	−11.83^**	−13.22^**	−7.99^**	−6.23^**	−8.65^**	−6.38^**
Oman	−7.60^**	−4.67^**	−6.23^**	−4.33^**	−2.23^*	−5.87^**	−7.04^**	−5.48^**
Qatar	−6.68^**	−4.95^**	−7.56^**	−5.76^**	−5.91^**	−7.57^**	−4.53^**	−7.75^**
Saudi Arabia	−6.16^**	−6.40^**	−5.90^**	−5.19^**	−7.72^**	−5.86^**	−6.13^**	−4.83^**
Sudan	−5.84^**	−6.55^**	−6.43^**	−5.08^**	−9.89^**	−6.48^**	−7.22^**	−4.47^**
Syria	−11.23^**	−7.31^**	−9.31^**	−6.20^**	−7.75^**	−2.45^*	−4.20^**	−5.67^**
Tunisia	−11.36^**	−4.07^**	−4.59^**	−6.39^**	−9.90^**	−6.87^**	−7.34^**	−6.06^**
Turkey	−10.00^**	−7.03^**	−8.57^**	−7.39^**	−5.87^**	−6.35^**	−5.97^**	−5.49^**
UAE	−3.11^**	−6.28^**	−6.26^**	−5.01^**	−8.28^**	−4.51^**	−4.26^**	−5.13^**
Yemen	−3.31^**	−5.70^**	−4.10^**	−4.11^**	−6.87^**	−4.73^**	−7.32^**	−6.81^**

u, y, \(U^{C}\)and \(Y^{C}\) represent the absolute difference of unemployment rate, the absolute difference of the GDP growth rate, the cyclical unemployment rate and the logarithm of the cyclical output respectively. HP, BK and QT refer to Hodrick-Prescott, the Baxter and King and the quadratic trend filters. The optimal lag orders are automatically selected according to the Schwarz Information Criterion
^* and ^** indicate 5 and 1 % confidence levels respectively

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