Cyclical Wage Movements in Emerging Markets Compared to Developed Economies: the Role of Interest Rates

B-Tier
Journal: Review of Economic Dynamics
Year: 2011
Volume: 14
Issue: 4
Pages: 686-704

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper documents that, at the aggregate level, (i) real wages are positively correlated with output and, on average, lag output by about one quarter in emerging markets, while there are no systematic patterns in developed economies, and (ii) real wage volatility (relative to output volatility) is about twice as high in emerging markets compared with developed economies. We then present a small open economy model with productivity shocks and countercyclical interest rates. The model incorporates a working capital requirement and the Jaimovich and Rebelo (2009) preference that allows for flexible parameterization of the strength of income effects on labor supply. The model can account for the high volatility of wage and consumption relative to output and countercyclical trade balances that characterize emerging market economies. During economic downturns, rising interest rates in emerging markets induce relatively large income effects on labor supply, so households would not reduce their labor input as much even though wages drop significantly. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:09-196
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25