¿Qué sensibilidad muestran las tasas de autoempleo a las fluctuaciones del desempleo?Evidencia de asimetrías en un panel de 23 países de la OCDE

  1. Mónica Carmona Arango 1
  2. Emilio Congregado Ramírez de Aguilera 1
  3. Antonio A. Golpe Moya 1
  4. Jesús Iglesias Garrido 1
  1. 1 Universidad de Huelva
    info

    Universidad de Huelva

    Huelva, España

    ROR https://ror.org/03a1kt624

Revista:
Revista de economía mundial

ISSN: 1576-0162

Año de publicación: 2015

Número: 41

Páginas: 81-102

Tipo: Artículo

DIALNET GOOGLE SCHOLAR lock_openArias Montano editor

Otras publicaciones en: Revista de economía mundial

Resumen

En este artículo, estudiamos si la hipótesis ‘recession-push’, esto es, el efecto del desempleo sobre el entrepreneurship/autoempleo se produce de forma asimétrica entre países debido a la dinámica de sus mercados laborales. Para ello, usamos un modelo de regresión para datos de panel con umbrales que permite que la tasa de desempleo tenga un impacto asimétrico sobre la tasa de autoempleo. Nuestras estimaciones avalan la existencia de diferentes respuestas del autoempleo al desempleo, dependiendo del valor de la desviación entre las tasas de desempleo natural y observada retardadas un período, es decir, dependiendo de la intensidad del problema del desempleo que es la variable utilizada como umbral a la hora de definir las asimetrías

Referencias bibliográficas

  • Bai J. Perron P. (1998): “Estimating and testing linear models with multiple structural changes”, Econometrica 66:47-78.
  • Bai J. Perron P. (2003a):“Computation and analysis of multiple structural change models”, Journal of Applied Econometrics 18:1-22.
  • Bai J. Perron P. (2003b): “Critical values for multiple structural change tests”, Econometrics Journal 6:72-78.
  • Baptista R, Thurik AR (2007): “The relationship between entrepreneurship and unemployment: is Portugal an outlier?, “Technological Forecasting & Social Change 74: 75-89.
  • Baumgartner H.J., Caliendo M. (2008): “Turning Unemployment into Self-Em-ployment: Effectiveness of Two Start-Up Programmes”, Oxford Bulletin of Economics and Statistics 70(3):346-373.
  • Blanchflower D.G. (2000): “Self-employment in OECD countries”, Labour Eco-nomics 7: 471-505.
  • Ben-Ner A. (1988): “The life-cycle of worker-owned firms in market economies: a theoretical analysis”, Journal of Economic Behavior and Organization 10: 287-313.
  • Carmona M., Congregado E., Golpe A.A. (2012): “Comovement between Self-employment and Macroeconomic Variables. Evidence from Spain”, SAGE Open 2(2): 1-7.
  • Carmona M., Congregado E., Golpe A.A. (2010): “Co-Movement and Causality between Self-employment, Unemployment and Business Cycle in the EU- 12”, International Review of Entrepreneurship 8(4):1-35.
  • Congregado E., Golpe A.A. and Parker S.C. (2012): “The dynamics of entre-preneurship: hysteresis, business cycles and government policy”, Empirical Economics 43: 1239-1261.
  • Congregado E., Golpe A.A. and van Stel A. (2012): “The ‘recession-push’ hy-pothesis reconsidered”, International Entrepreneurship and Management Journal 8: 325-342.
  • Carre M.A., Thurik A.R. (2003): The impact of entrepreneurship on economic growth, In: Acs, Z.J. and D.B. Audretsch (Eds.), Handbook of Entrepreneur-ship Research, pp. 437-471. Dordrecht: Kluwer Academic.
  • Carre M.A., Thurik A.R. (2008): “The lag structure of the impact of business ownership on economic performance in OECD countries”, Small Business Economics 30: 101-110.
  • Carree M.A., van Stel A.J., Thurik A.R. and Wennekers A.R.M. (2002): “Eco-nomic development and business ownership: an analysis using data of 23 OECD countries in the period 1976-1996”, Small Business Economics 19(3): 271-290.
  • Carree M.A., van Stel A.J., Thurik A.R. and Wennekers A.R.M. (2007): “The re-lationship between economic development and business ownership revis-ited”, Entrepreneurship and Regional Development 19(3): 281-291.
  • den Haan W.J. (2000): “The comovement between output and prices”, Journal of Monetary Economics 46: 3-30.
  • Faria J.R., Cuestas J.C., Gil-Alana L.A. (2009): “Unemployment and Entrepre-neurship: A Cyclical Relationship?”, Economics Letters 105: 318-320.
  • Faria J.R., Cuestas J.C., Mourelle E. (2010): “Entrepreneurship and Unemployment: A nonlinear bidirectional causality?”, Economic Modelling 27: 1282-1291.
  • Golpe A., van Stel A. (2008): Self-employment and unemployment in Spanish regions in the period 1979-2001. In: Congregado, E (Ed), Measuring en-trepreneurship: building a statistical system. NewYork: Springer, 191-204.
  • Hadri K. (2000): “Testing for Stationary in heterogeneous panel data”, Economet-rics Journal 3: 148-161.
  • Hansen B.E. (1999): “Threshold effects in non-dynamics panels: Estimation, testing and inference”, Journal of Econometrics 93: 345-368.
  • Hansen B.E. and Seo B. (2002): “Testing for two-regime threshold cointegration in vector error-correction models”, Journal of Econometrics 110: 293-318.
  • Hodrick R., Prescott E. (1997): “Postwar US Business cycles: an empirical inves-tigation”, Journal of Money, Credit, and Banking 29: 1-16.
  • Im K., Pesaran M., Shin Y. (2003): “Testing for unit roots in heterogeneous pan-els”, Journal of Econometrics 115: 53-74.
  • Koellinger P.D., Thurik A.R. (2012): “Entrepreneurship and the business cycle”, Review of Economics and Statistics 94(4): 1143-1156.
  • Lamballais T. and Thurik A.R. (2012): The Relation between Different Kinds of Nascent Entrepreneurship and the Business Cycle, in: P. Braunerhjelm (Ed.), Entrepreneurship, Norms and the Business Cycle, Swedish Entrepreneur-ship Forum Report 2012, 53-72.
  • Levin A., Lin C., Chu J. (2002): “Unit root tests in panel data: Asymptotic and finite-sample properties”, Journal of Econometrics 108: 1-24.
  • Maddala G., Wu S. (1997): “On segmented multivariate regressions”, Statistica Sinica 7: 497-525.
  • Parker S.C. (2009): “The Economics of Entrepreneurship”, Cambridge Univer-sity Press, Cambridge.
  • Parker S.C., Congregado E., Golpe A.A. (2012a): “Testing for hysteresis in entre-preneurship in 23 OECD countries”, Applied Economics Letters 19(1): 61-66.
  • Parker S.C., Congregado E., Golpe A.A. (2012b): “Is entrepreneurship a leading or lagging indicator of the business cycle?” Evidence from UK self-employ-ment data. International Small Business Journal 30(7): 736-753.
  • Parker S.C., Robson M.T. (2004): “Explaining international variations in self-employment: evidence from a panel of OECD countries”, Southern Econom-ics Journal 71:287-301.
  • Pedroni P. (1999): “Critical values for cointegration tests in heterogeneous pan-els with multiple regressors”, Oxford Bulletin of Economics & Statistics 61: 653-70.
  • Pérotin V. (2006): “Entry, exit and the business cycle: are cooperatives differ-ent?”, Journal of Comparative Economics 34: 295-316.
  • Phillips P.C.B. and Perron P. (1988): “Testing for a unit root in time series regres-sion”, Biometrika 75: 335-46.
  • Robson M.T. (2003): “Does stricter employment protection legislation promote self-employment?”, Small Business Economics 21(3): 309-319.
  • Scholman G., van Stel A., Thurik R. (2012): “Entrepreneurial activity and the cycle”, EIM Business and Policy Research Scales Research Reports, No, H201218..
  • Staber U., Bogenhold D. (1993): “Self-Employment; a Study of Seventeen OECD Countries”, Industrial Relations Journal 24: 126-37.
  • Thurik A.R. (2003): “Entrepreneurship and Unemployment in the UK”, Scottish Journal of Political Economy 50(3): 264-290.
  • Thurik A.R., Carree M.A., Van Stel A.J., Audretsch D.B. (2008): “Does Self-Em-ployment Reduce Unemployment?”, Journal of Business Venturing 23(6): 673-686.
  • Torrini R. (2005): “Cross-country differences in self-employment rates: the role of institutions”, Labour Economics 12: 661-83.
  • Van Stel A. (2005): COMPENDIA: Harmonizing Business Ownership Data Across Countries and Over Time. International Entrepreneurship and Management Journal 1(1): 105-123.
  • Van Stel A., Carree M., Thurik A.R. (2005): “The effect of entrepreneurial activity on national economic growth”, Small Business Economics 24(3): 301-321.
  • Van Stel A., Thurik R., Verheul I., Baljeu L. (2006): “The Contribution of Busi-ness Ownership in Bringing Down Unemployment in Japan”, Max Planck Institute Discussion Paper 0506..
  • Van Stel A., Hartog C., and Cieslik J. (2010): “Measuring Business Ownership Across Countries and Over Time: Extending the COMPENDIA Data Base”, EIM Business and Policy Research, Scales Research Reports, No. H201019.
  • Verheul I., van Stel A.J., Thurik A.R., Urbano D. (2006): “The Relationship be-tween Business Ownership and Unemployment in Spain: A Matter of Quan-tity or Quality?”, Estudios de Economía Aplicada 24 (2), 435-457.
Fuente de los datos: Dialnet