Unemployment and Productivity in the Long Run : the Role of Macroeconomic Volatility /

We propose a theory of low-frequency movements in unemployment based on asymmetric real wage rigidities. The theory generates two main predictions: long-run unemployment increases with (i) a fall in long-run productivity growth and (ii) a rise in the variance of productivity growth. Evidence based o...

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Bibliografske podrobnosti
Glavni avtor: Surico, Paolo
Drugi avtorji: Benigno, Pierpaolo, Ricci, Luca
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2010.
Serija:IMF Working Papers; Working Paper ; No. 2010/259
Online dostop:Full text available on IMF
Opis
Izvleček:We propose a theory of low-frequency movements in unemployment based on asymmetric real wage rigidities. The theory generates two main predictions: long-run unemployment increases with (i) a fall in long-run productivity growth and (ii) a rise in the variance of productivity growth. Evidence based on U.S. time series and on an international panel strongly supports these predictions. The empirical specifications featuring the variance of productivity growth can account for two U.S. episodes which a linear model based only on long-run productivity growth cannot fully explain. These are the decline in long-run unemployment over the 1980s and its rise during the late 2000s.
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Fizični opis:1 online resource (49 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Dostop:Electronic access restricted to authorized BRAC University faculty, staff and students