Relações de Longo e Curto Prazo Entre Covid-19 e Perda de Empregos na Malásia: Evidência Usando Modelos GARCH-M, EGARCH-M e PGARCH-M

Autores

  • Muzafar Shah Habibullah Putra Business School, EIS-UPMCS Centre for Future Labour Market Studies, PERKESO, Malaysia
  • Evan Lau EIS-UPMCS Centre for Future Labour Market Studies, PERKESO, Faculty of Economics and Business, Universiti Malaysia Sarawak, Malaysia
  • Badariah Haji Din College of Government, Law and International Studies, Universiti Utara, Malaysia
  • Muhammad Daaniyall Abd Rahman EIS-UPMCS Centre for Future Labour Market Studies, PERKESO, School of Business and Eco- nomics, Universiti Putra Malaysia, Malaysia
  • Musalman Ahmad Iskandar Shah EIS-UPMCS Centre for Future Labour Market Studies, PERKESO, Malaysia

Palavras-chave:

Covid-19, Perda de emprego, Cointegração, PGARCH-M, Malásia

Resumo

O objetivo do presente artigo é investigar as relações de longo e curto prazo entre a perda de emprego e a pandemia de Covid-19 no mercado de trabalho da Malásia. As variáveis usadas para medir a expressão da Covid-19 incluem o número de novos casos de Covid-19, o número de novas mortes de Covid-19, o número total de casos de Covid-19 e o índice de medo da Covid-19. Usando a análise de cointegração, descobrimos que a perda de emprego exibe relações de longo prazo com as quatro medidas de Covid-19. A nossa análise de curto prazo recorreu ao modelo PGARCH-M, capaz de capturar a volatilidade e a variabi- lidade na perda de emprego. O modelo PGARCH-M mostra evidências de efeitos de alavancagem ou efeitos assimétricos, o que sugere que os choques positivos (boas notícias) aumentam a volatilidade na perda de empregos mais do que os choques negativos (más notícias) numa situação de crise.

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Publicado

24-01-2022

Como Citar

Habibullah, M. S. . ., Lau , E., Haji Din , B. ., Abd Rahman , M. D. ., & Iskandar Shah, M. A. . (2022). Relações de Longo e Curto Prazo Entre Covid-19 e Perda de Empregos na Malásia: Evidência Usando Modelos GARCH-M, EGARCH-M e PGARCH-M. RPER, (60), 9–31. Obtido de http://review-rper.com/index.php/rper/article/view/338