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Rational Expectations and Labour Market Equilibrium in Britain 1855-1913

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Author Info
Hatton, Timothy J.

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Abstract

This paper tests a two equation model of supply and demand for labour for 1857-1913, the period which was the focus of the original Phillips curve study. The basic structure is an equilibrium model of the labour market with "classical" characteristics arising from a surprise supply function and the assumption that expectations are formed rationally i. e. in a way consistent with the model itself. Tests of exclusion restrictions on a general reduced form tend to weakly reject these joint hypotheses. Tests on a structural model reject unanticipated wage change in a favour of actual wage change as the appropriate variable in the supply function. This gives support to the original Phillips curve formulation.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 23.

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Date of creation: Jul 1984
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Handle: RePEc:cpr:ceprdp:23

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Related research
Keywords: Britain; Labour Markets; Phillips Curve; Rational Expectations;

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This page was last updated on 2009-12-21.


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