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Wage Contracting in the Macroeconomy

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Author Info
Dutkowsky, Donald H
Atesoglu, H Sonmez

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Abstract

This paper investigates wage contracting in the macroeconomy. The authors derive an orthogonality condition to test for effects of long-term contracting based upon the generalized-method-of-moments estimator. To examine the viability of wage contracting within the macroeconomic structure, the authors specify and estimate a Fischer-type model. Tests for multiperiod, nonindexed contracts in determining the aggregate nominal wage rate generate mixed results. While the test for overidentifying restricti ons suggests a weak effect, findings from an orthogonality test indicate significance. The study provides support for a New Keynesian macroeconomic model and some evidence for wage inflexibility due to contracting. Copyright 1993 by Ohio State University Press.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 25 (1993)
Issue (Month): 1 (February)
Pages: 62-78
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Handle: RePEc:mcb:jmoncb:v:25:y:1993:i:1:p:62-78

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Christian Calmès, 2005. "Self-Enforcing Labour Contracts and the Dynamics Puzzle," Working Papers 05-1, Bank of Canada. [Downloadable!]
  2. Vivek Ghosal & Prakash Loungani, 1995. "Evidence on nominal wage rigidity from a panel of U.S. manufacturing industries," International Finance Discussion Papers 512, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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