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Inflation Expectations and the Structural Shift in Aggregate Labor-Cost Determination in the 1980s

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Author Info
Neumark, David
Leonard, Jonathan S

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Abstract

Aggregate labor cost equations tended to overpredict labor-cost inflation in the United States in the 1980s. We consider the hypothesis that a change in the price-inflation-expectations mechanism can explain this apparent structural shift in the 1980s. We examine whether the sharp recession of the early 1980s and continued tight monetary policy throughout the decade may have led to changes in the relationship between past price inflation and expected price inflation such that distributed lags of price inflation persistently overestimated expected price inflation, and hence led to overprediction of labor-cost inflation by standard Phillips curves in this period. The evidence leads us to reject this hypothesis, and to conclude instead that there was a true structural shift in labor cost determination. 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): 4 (November)
Pages: 786-800
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Handle: RePEc:mcb:jmoncb:v:25:y:1993:i:4:p:786-800

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  1. Levine, David I, 1993. "Do Corporate Executives Have Rational Expectations?," Journal of Business, University of Chicago Press, vol. 66(2), pages 271-93, April. [Downloadable!] (restricted)
  2. Caskey, John P, 1985. "Modeling the Formation of Price Expectations: A Bayesian Approach," American Economic Review, American Economic Association, vol. 75(4), pages 768-76, September. [Downloadable!] (restricted)
  3. Sargent, Thomas J & Wallace, Neil, 1975. ""Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule," Journal of Political Economy, University of Chicago Press, vol. 83(2), pages 241-54, April. [Downloadable!] (restricted)
  4. Stephen J. Turnovsky & Michael L. Wachter, 1971. "A test of the "expectations hypothesis" using directly observed wage and price expectations," Staff Studies 63, Board of Governors of the Federal Reserve System (U.S.).
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  5. Mullineaux, Donald J, 1978. "On Testing for Rationality: Another Look at the Livingston Price Expectations Data," Journal of Political Economy, University of Chicago Press, vol. 86(2), pages 329-36, April. [Downloadable!] (restricted)
  6. Taylor, John B, 1980. "Aggregate Dynamics and Staggered Contracts," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 1-23, February. [Downloadable!] (restricted)
  7. Keane, Michael P & Runkle, David E, 1990. "Testing the Rationality of Price Forecasts: New Evidence from Panel Data," American Economic Review, American Economic Association, vol. 80(4), pages 714-35, September. [Downloadable!] (restricted)
  8. Robert J. Gordon, 1971. "Inflation in Recession and Recovery," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 2(1971-1), pages 105-166. [Downloadable!]
  9. Christina D. Romer and David H. Romer., 1989. "Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz," Economics Working Papers 89-107, University of California at Berkeley.
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  10. Zarnowitz, Victor, 1985. "Rational Expectations and Macroeconomic Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(4), pages 293-311, October.
  11. Wayne Vroman & John M. Abowd, 1988. "Disaggregated Wage Developments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 19(1988-1), pages 313-346. [Downloadable!]
  12. Linda A. Bell & David Neumark, 1991. "Lump-Sums, Profit Sharing, and the Labor Costs in the Union Sector," NBER Working Papers 3630, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Akerlof, George A & Yellen, Janet L, 1985. "A Near-rational Model of the Business Cycle, with Wage and Price Intertia," The Quarterly Journal of Economics, MIT Press, vol. 100(5), pages 823-38, Supp.. [Downloadable!] (restricted)
  14. William Fellner, 1979. "The Credibility Effect and Rational Expectations: Implications of the Gramlich Study," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 10(1979-1), pages 167-190. [Downloadable!]
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