Macroeconomic shocks and Okun’s Law

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 202
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

I propose a simple method to estimate a macro shock-specific Okun elasticity, which characterises by how much the unemployment rate falls when output increases by one percentage point because of a specific macroeconomic shock. Using data for the US, I consider government spending, tax, monetary policy, financial, technology, and oil shocks. I find the Okun elasticity is largely stable across shocks, but subtle differences emerge: (i) the elasticity is larger for financial shocks, (ii) the speed at which unemployment adjusts relative to output depends on the shock driving fluctuations.

Technical Details

RePEc Handle
repec:eee:ecolet:v:202:y:2021:i:c:s0165176521001038
Journal Field
General
Author Count
1
Added to Database
2026-01-29