Of course! if your unemployment regulations are the same as they are in Pennsylvania, you are allowed to earn what's called a partial benefit credit. So you can work while you're collecting, as long as you don't earn over that PCB amount.
Now, a little on the "shady" side is you just don't report it! i.e., you're doing it as a hobby, not as a business, much like if you sold stuff at a garage sale or flea market. You wouldn't report that as self employment or working. So consider your writing the same way. It's a hobby and people just happen to like your stuff enough to want to give you some cash for it. :-)
So, here's one way to write online where you can actually write your articles once and get paid for them over and over. It works too - I do it! :-)
1. Select an area you're either familiar with or want to know more about.
2. Write five 400+ word articles in that theme.
3. Package the articles into a 5-pack
4. Advertise the article pack on fiverr as PLR articles
5. Rinse and repeat with another topic
Set up a blog and write about what you do.
Once you have a few posts in place on your blog, set up an email where people can request article topics.
For more information on this cool part time PLR opportunity, stop by my site at http://partnerwithksmusselman.net and look for the PLR ATM banner.
Good luck and have fun writing! :-)