Labor Market Uncertainty and Portfolio Choice Puzzles

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2018
Volume: 10
Issue: 2
Pages: 222-62

Authors (3)

Yongsung Chang (not in RePEc) Jay H. Hong (not in RePEc) Marios Karabarbounis (Federal Reserve Bank of Richmo...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

The standard life-cycle models of household portfolio choice have difficulty generating a realistic age profile of risky share. These models not only imply a high risky share on average but also a steeply decreasing age profile, whereas the risky share is mildly increasing in the data. We introduce age-dependent, labor market uncertainty into an otherwise standard model. A great uncertainty in the labor market—high unemployment risk, frequent job turnovers, and an unknown career path—prevents young workers from taking too much risk in the financial market. As labor market uncertainty is resolved over time, workers start taking more risk in their financial portfolios.

Technical Details

RePEc Handle
repec:aea:aejmac:v:10:y:2018:i:2:p:222-62
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25