The Long and Large Decline in State Employment Growth Volatility

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2013
Volume: 45
Issue: 2‐3
Pages: 521-534

Authors (3)

GERALD A. CARLINO (Federal Reserve Bank of Philad...) ROBERT DEFINA (not in RePEc) KEITH SILL (not in RePEc)

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

This study documents a general decline in the volatility of employment growth during the period 1956–2002 and examines its possible sources. We use a panel design that exploits the considerable state‐level variation in volatility during the period. The roles of monetary policy, oil prices, industrial employment shifts, and a coincident index of business cycle variables are explored. Overall, these four variables taken together explain as much as 31% of the fluctuations in employment growth volatility. Individually, each of the four factors is found to have significantly contributed to fluctuations in employment growth volatility, although to differing degrees.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:45:y:2013:i:2-3:p:521-534
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25