Worker Betas: Five Facts about Systematic Earnings Risk

S-Tier
Journal: American Economic Review
Year: 2017
Volume: 107
Issue: 5
Pages: 398-403

Score contribution per author:

2.011 = (α=2.01 / 4 authors) × 4.0x S-tier

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

Abstract

The magnitude of and heterogeneity in systematic earnings risk has important implications for various theories in macro, labor, and financial economics. Using administrative data, we document how the aggregate risk exposure of individual earnings to GDP and stock returns varies across gender, age, the worker's earnings level, and industry. Aggregate risk exposure is U-shaped with respect to the earnings level. In the middle of the earnings distribution, aggregate risk exposure is higher for males, younger workers, and construction and durable manufacturing. At the top of the earnings distribution, aggregate risk exposure is higher for older workers and finance.

Technical Details

RePEc Handle
repec:aea:aecrev:v:107:y:2017:i:5:p:398-403
Journal Field
General
Author Count
4
Added to Database
2026-01-25