Halifax has an unemployment rate of 5%.
Although the original sentence could be parsed as using parenthetical commas, it could also be parsed as having each comma functioning to have what comes after it modifying what comes before it.
To make it clear that it's actually parenthetical information, use actual parentheses:
- Jessica lives in the city of Halifax (the capital of the province of Nova Scotia) where the unemployment rate is 5 percent.
Here, there is no way of misinterpreting the fact that it's Halifax with the unemployment rate.
Nova Scotia has an unemployment rate of 5%.
On the other hand, if you wanted to say that it's Nova Scotia with the unemployment rate, remove the second comma and, thereby, any indication of parenthetical information. Also, rephrase the sentence slightly:
- Jessica lives in the city of Halifax, the capital of Nova Scotia where the provincial unemployment rate is 5 percent.
Now, without the second comma, everything after the first comma modifies what came before it. Also, by writing provincial unemployment rate, it's impossible to mistake it as referring to Halifax. The use of provincial also makes it clear that Nova Scotia is a province.