• Title of article

    The greatmoderationinmicrolaborearnings

  • Author/Authors

    John Sabelhaus، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2010
  • Pages
    13
  • From page
    391
  • To page
    403
  • Abstract
    Between1980andtheearly1990sthevariabilityoflaborearningsgrowthratesacross the prime-ageworkingpopulationfellsignificantly.Thisdeclineandtimingare consistentwithothermacroandmicroobservationsaboutgrowthvariabilitythatare collectivelyreferredtoasthe‘‘GreatModeration.’’Thevariabilityofearningsgrowthis negativelycorrelatedwithageatanypointintime,andtheU.S.workingagepopulation got olderduringthisperiodbecausetheBabyBoomwasaging.However,thedecreasein variabilitywasroughlyuniformacrossallagegroups,sopopulationagingisnotthe sourceoftheoveralldecline.Thevarianceoflogchangesalsodeclinedatmulti-year frequenciesinsuchawayastosuggestthatbothpermanentandtransitorycomponents of earningsshocksbecamemoremoderate.Asimpleidentificationstrategyfor separatingageandcohorteffectsshowsaveryintuitivepatternofpermanentand transitoryshocksoverthelifecycle,andconfirmsthatashiftovertimeinthestochastic process occurredevenaftercontrollingforageeffects
  • Keywords
    Labor earningsEarnings volatilityGreat moderation
  • Journal title
    Journal of Monetary Economics
  • Serial Year
    2010
  • Journal title
    Journal of Monetary Economics
  • Record number

    846399