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Self-enforcing Employment Contracts and Business Cycle Fluctuations

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Author Info
Christian Sigouin () (CREFE and Concordia University)

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Abstract

It is often argued that risk-sharing employment relationships provide a better description of labour relations than the standard Walrasian framework. Such relationships have been introduced in macroeconomic models under an assumption of full commitment. In the absence of commitment, however, these relationships must be self-enforcing. This paper examines the impact of limited commitment on labour market fluctuations. It is shown that self-enforcing employment contracts can explain several stylized facts related to the comovements of real wages and hours worked. Moreover, implications for the estimation of intertemporal labour supply elasticities are highlighted. In particular, it is shown that empirical studies of labour supply that neglect the existence of self-enforcing contracts may severely underestimate workers' willingness to substitute leisure intertemporally.

On dit souvent que des relations d'emploi impliquant un partage de risque donnent une meilleure description des relations de travail que le cadre Walrasien traditionnel. De telles relations ont été introduites dans des modèles macroéconomiques sous l'hypothèse de plein engagement. Toutefois, en l'absense d'engagement, ces relations doivent être auto-exécutoires. Ce papier étudie l'impact de l'engagement limité sur les fluctuations du marché de l'emploi. Il est montré que les contrats de travail auto-exécutoires peuvent expliquer plusieurs faits caractéristiques reliés aux comouvements du salaire réel et des heures travaillées. De plus, des implications pour l'estimation de l'élasticité intertemporelle de l'offre de travail sont mises en évidence. En particulier, il est montré que les études empiriques qui négligent l'existence de contrats auto-exécutoires peuvent sous-estimer sévèrement la volonté des travailleurs de substituter les loisirs entre les périodes.

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Publisher Info
Paper provided by CREFE, Université du Québec à Montréal in its series Cahiers de recherche CREFE / CREFE Working Papers with number 127.

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Length: 29 pages
Date of creation: Aug 2000
Date of revision:
Handle: RePEc:cre:crefwp:127

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Related research
Keywords: Commitment; implicit labour contracts; business cycles.;

Find related papers by JEL classification:
E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
J3 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

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    Other versions:
  2. Sherwin Rosen, 1985. "Implicit Contracts: A Survey," NBER Working Papers 1635, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Beaudry, Paul & DiNardo, John, 1991. "The Effect of Implicit Contracts on the Movement of Wages over the Business Cycle: Evidence from Micro Data," Journal of Political Economy, University of Chicago Press, vol. 99(4), pages 665-88, August. [Downloadable!] (restricted)
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  5. Richard Blundell & Alan Duncan & Costas Meghir, 1998. "Estimating Labor Supply Responses Using Tax Reforms," Econometrica, Econometric Society, vol. 66(4), pages 827-862, July.
    Other versions:
  6. MaCurdy, Thomas E, 1981. "An Empirical Model of Labor Supply in a Life-Cycle Setting," Journal of Political Economy, University of Chicago Press, vol. 89(6), pages 1059-85, December. [Downloadable!] (restricted)
  7. Beaudry, Paul & van Wincoop, Eric, 1996. "The Intertemporal Elasticity of Substitution: An Exploration Using a US Panel of State Data," Economica, London School of Economics and Political Science, vol. 63(251), pages 495-512, August. [Downloadable!] (restricted)
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  9. Beaudry, Paul & DiNardo, John, 1995. "Is the Behavior of Hours Worked Consistent with Implicit Contract Theory?," The Quarterly Journal of Economics, MIT Press, vol. 110(3), pages 743-68, August. [Downloadable!] (restricted)
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  11. Greenwood, Jeremy & Hercowitz, Zvi & Huffman, Gregory W, 1988. "Investment, Capacity Utilization, and the Real Business Cycle," American Economic Review, American Economic Association, vol. 78(3), pages 402-17, June. [Downloadable!] (restricted)
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  16. Deaton, Angus, 1991. "Saving and Liquidity Constraints," Econometrica, Econometric Society, vol. 59(5), pages 1221-48, September. [Downloadable!] (restricted)
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  17. Paul Gomme & Jeremy Greenwood, 1992. "On the cyclical allocation of risk," Discussion Paper / Institute for Empirical Macroeconomics 71, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  19. Beaudry, Paul & Pages, Carmen, 2001. "The cost of business cycles and the stabilization value of unemployment insurance," European Economic Review, Elsevier, vol. 45(8), pages 1545-1572, August. [Downloadable!] (restricted)
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  20. Kimmel, Jean & Kniesner, Thomas J., 1998. "New evidence on labor supply:: Employment versus hours elasticities by sex and marital status," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 289-301, July. [Downloadable!] (restricted)
  21. Cynthia Bansak & Steven Raphael, 1998. "Have Employment Relationships in the United States Become Less Stable?," University of California at San Diego, Economics Working Paper Series 1998-15, Department of Economics, UC San Diego. [Downloadable!]
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  24. King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988. "Production, growth and business cycles : I. The basic neoclassical model," Journal of Monetary Economics, Elsevier, vol. 21(2-3), pages 195-232. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jonathan P Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," Keele Economics Research Papers KERP 2007/11, Centre for Economic Research, Keele University. [Downloadable!]
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