A Measure of Trend Wage Inflation

B-Tier
Journal: Journal of Applied Econometrics
Year: 2025
Volume: 40
Issue: 5
Pages: 508-520

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We extend time‐series models that have so far been used to study price inflation and apply them to a microlevel data set containing worker‐level information on hourly wages. We construct a measure of aggregate nominal wage growth that (i) filters out noise and very transitory movements, (ii) quantifies the importance of idiosyncratic factors for aggregate wage dynamics, and (iii) strongly co‐moves with labor market tightness, unlike existing indicators of wage inflation. We show that our measure is a reliable real‐time indicator of wage pressures and a good predictor of future wage growth.

Technical Details

RePEc Handle
repec:wly:japmet:v:40:y:2025:i:5:p:508-520
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-24