A simple question on a relationship between output growth rate and unemployment rate
I get the same equation as you do. So you are correct. But tough usually $u_t - u_{t-1} \neq -g_{y_{t}}$, for small values of $g_{y_{t}}$ 
$$
u_t - u_{t-1} \approx - g_{y_{t}}
$$
does hold. In macroeconomics these kind of (in my opinion annoying) approximations are used every now and then. The author perhaps neglected to mention that he was using an approximation. For example the Fisher equation is sometimes written as $i = r + \pi$, even though it is actually $i \approx r + \pi$ and that only for small values of $r,\pi$.