Structural break in the Norwegian LFS due to the 2021 redesign

Arbeitspapier

The labour force surveys (LFSs) on all Eurostat countries underwent a substantial redesign in January 2021. To ensure coherent labour market time series for the main indicators in the Norwegian LFS, we model the impact of the redesign. We use a state-space model that takes explicit account of the rotating pattern of the LFS. We also include auxiliary variables related to employment and unemployment that are highly correlated with the LFS variables we consider. The results of a parallel run are also included in the model. This paper makes two contributions to the literature on the effects of LFS redesign. First, we suggest a symmetric specification of the process of the wave-specific effects. Second, we account for substantial fluctuations in the labour force estimates during the Covid-19 pandemic by applying time-varying hyperparameters. Likelihood-ratio tests and examination of the auxiliary residuals show the latter to be warranted.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Discussion Papers ; No. 987

Classification and Topics

• Classification: Wirtschaft ; Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models ; Model Construction and Estimation ; Survey Methods; Sampling Methods ; Labor Force and Employment, Size, and Structure
• Subject: State-space models ; Auxiliary information ; Labour market domains ; Level shifts ; Covid19 ; Norway

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Hungnes, Håvard ; Skjerpen, Terje ; Hamre, Jørn Ivar ; Jansen, Xiaoming Chen ; Dinh Quang Pham ; Sandvik, Ole
• Event: Veröffentlichung
• (who): Statistics Norway, Research Department
• (where): Oslo
• (when): 2022

Further information

• Handle: http://hdl.handle.net/10419/268063
• Last update: 10.03.2025, 11:41 AM CET