The unemployment rate is calculated based on the Current Population Survey, and the response rate for the Current Population Survey was 90% in 2012, and now it is around 70%.
Similarly, the response rate has declined across other important economic indicators, see chart below, and there is a new group of “survey professionals” that make multiple entries into the same survey, which may play a role in private surveys, see also here.
The bottom line is that the incoming data is more unreliable and creates extra uncertainty for investors and policymakers.