Estimating Hysteresis Effects

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2025
Volume: 17
Issue: 1
Pages: 35-70

Authors (5)

Francesco Furlanetto (Norges Bank) Antoine Lepetit (not in RePEc) Ørjan Robstad (not in RePEc) Juan Rubio-Ramírez (not in RePEc) Pål Ulvedal (not in RePEc)

Score contribution per author:

0.804 = (α=2.01 / 5 authors) × 2.0x A-tier

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

Abstract

In this paper we identify demand shocks that can have a permanent effect on output through hysteresis effects. We call these shocks permanent demand shocks. They are found to be quantitatively important in the United States, in particular in samples starting in the 1980s. Recessions driven by permanent demand shocks lead to a permanent decline in employment and investment, while output per worker is largely unaffected. We find strong evidence that hysteresis transmits through a rise in long-term unemployment and a decline in labor force participation and disproportionately affects the least productive workers.

Technical Details

RePEc Handle
repec:aea:aejmac:v:17:y:2025:i:1:p:35-70
Journal Field
Macro
Author Count
5
Added to Database
2026-01-25