This paper studies the unobserved factors accounting for the stickiness of unemployment and for its micro-level longitudinal accumulation. The paper disentangles ‘genuine state dependence’ from unobserved heterogeneity in individual characteristics and accounts for their weight and possible interplay. In addition, it proposes an innovative framework for investigating heterogeneity in unemployment persistence. In particular, the paper documents variation in unemployment dynamics across workforce segments defined by unobserved factors associated with patterns of past unemployment. Analyses apply correlated dynamic random-effects probit models to EU-SILC data from 2004 to 2015 for four European countries (DK, FR, IT and UK). Empirical results indicate that unobserved heterogeneity, genuine state dependence and their interaction, are relevant factors to take into account in explaining the recurrence and accumulation of unemployment and long-term unemployment risks. The analysis also shows how the role of these two factors and, relatedly, the dynamics of risks accumulation vary according to different institutional contexts. Finally, the paper discusses how the joint evaluation of unobserved heterogeneity, genuine state dependence and their interplay can provide fruitful insights for theories of cumulative advantages and the efficient design of policy measures intended to address the accumulation of occupational penalties over time.

本文研究了导致失业的粘性及其微观水平纵向积累的未知因素。本文从个体特征中未观察到的异质性中解开了“真正的状态依赖性”，并解释了它们的权重和可能的相互作用。此外，它提出了一个创新的框架来调查失业持续性的异质性。特别是，该文件记录了各个劳动力部门失业动态的变化，这些变化是由与过去失业模式相关的未观察到的因素定义的。分析将相关动态随机效应概率模型应用于2004年至2015年四个欧洲国家（DK，FR，IT和英国）的EU-SILC数据。实证结果表明，未观察到的异质性，真正的状态依赖性及其相互作用，是解释失业的复发和累积以及长期失业风险时要考虑的相关因素。分析还显示了这两个因素的作用以及与此相关的风险累积动态如何根据不同的机构环境而变化。最后，本文讨论了对未观察到的异质性，真正的国家依赖性及其相互作用的联合评估如何能够为累积优势理论和旨在解决随着时间而累积的职业处罚的政策措施的有效设计提供卓有成效的见解。风险积累的动态因不同的机构环境而异。最后，本文讨论了对未观察到的异质性，真正的国家依赖性及其相互作用的联合评估如何能够为累积优势理论和旨在解决随着时间而累积的职业处罚的政策措施的有效设计提供卓有成效的见解。风险积累的动态因不同的机构环境而异。最后，本文讨论了对未观察到的异质性，真正的国家依赖性及其相互作用的联合评估如何能够为累积优势理论和旨在解决随着时间而累积的职业处罚的政策措施的有效设计提供卓有成效的见解。