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[IP] more on jobless rate underreported by us dept of labor





Begin forwarded message:

From: Barry Ritholtz <ritholtz@xxxxxxxxxxxxx>
Date: May 29, 2004 7:26:01 AM EDT
To: Dave Farber <dave@xxxxxxxxxx>
Cc: Charles Jarrell <bellmac@xxxxxxxxxxxxxxxx>
Subject: RE: jobless rate underreported by us dept of labor

Hey Dave and Charles,

Its a bit more complicated than the BLS reported data. Allow me a brief explanation for the non-economists out there. There are 3 primary measures of unemployment. These are admittedly superficial and can often be misleading. Drilling down beneath the headlines is difficult -- its not a skill set the average person (or economist, for that matter) has.


1) Employment Situation: Its a monthly measure of "Nonfarm payroll employment" and it is just what it sounds like. Its a measure of percentage of the labor pool that is employed.

The rub here is that the labor pool shrinks and grows in ways the government often misses. Example: When frustrated job seekers "give up" looking for work, while they are still unemployed, they have dropped out of the labor pool (Not working, not looking for work). The unemployment rate actually goes down as people gives up job hunting (Same # unemployed + < labor pool = < % of unemployed !)

Additionally, the Bureau of Labor Statistics (www.BLS.gov) isn't very good at quantifying under-employment. An industrial manager loses his $90k a year job, and eventually is hired elsewhere at half his salary in a different field. He's under-employed, but the stats show him as holding a job: He lost one, he found one, net impact is 0. (Obviously, the impact is much greater than zero). Nor does the BLS do a very good job catching new trends. When older, recently retired workers re-entered the labor force after the market crash (their retirement accounts got whacked), the BLS was slow to pick that up.


2) New Jobless Claims is another one of those misleading headline statistics. They ae released each Thursday, and they represent the number of new applications for unemployment benefits. Good News: They have been trending downwards from nearly 500k / wk to under 350k. Bad News: There are some estimated 2-3 million exhaustees -- workers who have used up all of their unemployment insurance benefits and are still unemployed -- but do not show up in this statistic.

Additionally, there is the Challenger Job-Cut -- its a monthly report on the number of announced corporate layoffs. The BLS also has a Mass Layoff (50 or more) report, which they tried to kill a few years ago (It makes the administration look bad).


3) Augmented Unemployment: This was invented by Fed Chair Alan Greenspan in the late 90s to catch the data of unemployed missed by traditional measures. Its presently reading about 8.5%, while in Europe its closer to 11%.

You can read more about it at "The Big Picture" http://bigpicture.typepad.com/comments/2004/01/augmented_unemp.html


Finally, you can track these (and other econ related releases) via the web:

Barrons has the best calendar of these data releases. But they also drill down below the headlines in jargon free English, and explain "why investors care" about the news. (And its free):
http://online.wsj.com/public/page/0,,barrons_econoday,00.html


I'm not an economist (but I play one on TV); Here are a few of the actual Economists I read regularly:

Arnold Kling (http://econlog.econlib.org/) has a thoughtful, right of center weblog I peruse regularly. Kling invented "LUCY" -- the labor utilization capacity index which has been a good forward looking indicator of job creation.

John Irons runs the comprehensive Argmax (http://argmax.com/mt_blog/), a rich site with lots of good data and details (He's politically across the aisle from Kling). Good pick ups on news, data and definitions.


Lastly, I have a report coming out next week analyzing the interrelationship between the apparent improvement in jobs data and the very poor polling on economic matters for the incumbent President. If there is any interest, I will post it on line for IP readers.


Have a good weekend,



Barry L. Ritholtz
Chief Market Strategist
Maxim Group
britholtz@xxxxxxxxxxxx
(212) 895-3614
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