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Public and private sector wages - co-movement and causality

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Author Info
Ana Lamo () (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany.)
Javier J. Pérez () (Banco de España, Alcalá 50, E-28014 Madrid, Spain.)
Ludger Schuknecht () (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany.)

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Abstract

This paper looks at public and private sector wages interactions since the 1960s in the euro area, euro area countries and a number of other OECD countries. The paper reports, first, a strong positive annual contemporaneous correlation of public and private sector wages over the business cycle; this finding is robust across methods and measures of wages and quite general across countries. Second, we show evidence of long-run relationships between public and private sector wages in all countries. Finally, causality analysis suggests that feedback effects between private and public wages occur in a direct manner and, importantly also via prices. While influences from the private sector appear on the whole to be stronger, there are direct and indirect feedback effects from public wage setting in a number of countries as well. We show how country-specific institutional features of labour and product markets contain helpful information to explain the heterogeneity across countries of our results on public/private wage leadership. JEL Classification: C32, J30, J51, J52, E62, E63, H50.

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Publisher Info
Paper provided by European Central Bank in its series Working Paper Series with number 963.

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Length: 69 pages
Date of creation: Nov 2008
Date of revision:
Handle: RePEc:ecb:ecbwps:20080963

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Related research
Keywords: government wages; private sector wages; causality; co-movement.;

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This paper has been announced in the following NEP Reports: Cited by:
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  1. Fischer, Justina AV & Somogyi, Frank, 2009. "Globalization and Protection of Employment," MPRA Paper 17535, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  2. Patrizio Pagano & Massimiliano Pisani, 2009. "Risk-adjusted forecasts of oil prices," Working Paper Series 999, European Central Bank. [Downloadable!]
    Other versions:
  3. John Geweke & Gianni Amisano, 2008. "Comparing and evaluating Bayesian predictive distributions of asset returns," Working Paper Series 969, European Central Bank. [Downloadable!]
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