Which political party gave us unemployment?

It is the policies of a government in general that exacerbate unemployment, not any particular party.

When you over-regulate, over-tax, inflate the currency, selectively enforce the law, bail out some but not others, etc., this will cause dislocations in the market leading to failed enterprises, curtailed growth, and unemployment.

When you further mandate a minimum wage, that also causes unemployment.

As both parties do these things, they are both responsible.