The impact of macroeconomic uncertainty on inequality: An empirical study for the United Kingdom

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2022
Volume: 54
Issue: 4
Pages: 859-884

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

The role of economic uncertainty on macroeconomic fluctuations has been studied extensively in the empirical literature; however, its distributional effects have received little attention. This paper attempts to fill this gap by investigating whether macroeconomic uncertainty affects income, wage, and consumption inequality in the United Kingdom. Our findings suggest that measures of inequality fall significantly to a macroeconomic uncertainty shock. Households in the middle and right tail of the income distribution appear to be more adversely affected relative to ones in the left tail. Income composition and households indebtedness explain a large part of the heterogeneous response. Uncertainty also appears to account significantly for the variation of income and consumption inequality.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:54:y:2022:i:4:p:859-884
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29