In this paper, we study the new phenomenon for the Albanian society, unemployment. The inefficiency of the communist system brought the country into an economic and social collapse at the end of the 80's. This collapse caused an explosion of unemployment, which caught high quotes of more than one third of the labour force. We study the causes of such a burst and at the same time we carry out a statistical analysis of the problem using a two-sided strategy to prove for stationarity. We conclude that this phenomenon suffered from the strong form of the persistence-hysteresis.