Regional differences in Canadian labour dynamics : a broad macroeconometric investigation

dc.contributor.authorChicoine, Alisha
dc.contributor.supervisorClarke, Judith A.
dc.date.accessioned2016-01-06T21:53:14Z
dc.date.available2016-01-06T21:53:14Z
dc.date.copyright2015en_US
dc.date.issued2016-01-06
dc.degree.departmentDepartment of Economicsen_US
dc.degree.levelMaster of Arts M.A.en_US
dc.description.abstractWe examine the dynamics of Canadian labour markets using data from the Survey of Employment, Payroll, and Hours and the Labour Force Survey from Statistics Canada from 1961-2014. Using univariate, and multivariate Vector Autoregressive methodology, we estimate Impulse Response Functions and perform Granger non-causal tests to explore the relationships between wages, employment, and unemployment. We demonstrate the difference in analysis gained from regional definitions and assumptions regarding the heterogeneity of provinces within the Canadian regional context. Transitory labour supply shocks propagate different directions and magnitudes in wage growth in Quebec and unemployment growth in Manitoba, New Brunswick, and Nova Scotia when estimating Impulse Response Functions in the provincial trivariate VAR framework. We also find that there are statistically significant differences in the estimated parameters of regional multivariate VAR model specifications and corresponding restricted models, though these tests are not exhaustive.en_US
dc.description.scholarlevelGraduateen_US
dc.identifier.urihttp://hdl.handle.net/1828/7016
dc.languageEnglisheng
dc.language.isoenen_US
dc.rightsAvailable to the World Wide Weben_US
dc.subjectCanadaen_US
dc.subjectWagesen_US
dc.subjectEmploymenten_US
dc.subjectUnemploymenten_US
dc.subjectLabour marketsen_US
dc.titleRegional differences in Canadian labour dynamics : a broad macroeconometric investigationen_US
dc.typeThesisen_US

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