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On-the-Job Search and Business Cycle Dynamics

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Author Info
Thomas A. Lubik
Michael U. Krause

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Abstract

Recent research shows that observed labor market flows can be explained in search and matching models only by assuming either implausibly large productivity shocks (Hall 2003) or an excessively high degree of real wage rigidity even for new hires (Shimer 2003). If this is not the case, the incentive to create new jobs in a boom is weakened since workers share the returns with employers. Fewer vacancies are opened, and unemployment falls by less than is evident from the data. However, this argument relies on treating the vacancy-unemployment ratio as the relevant measure of labor market tightness, which, in turn, is a central determinant of wages in the Nash bargaining approach. We argue in this paper that on-the-job search by workers expands the pool of searchers that firms can recruit from. Since job-to-job movements are highly procyclical, so is the number of on-the-job searchers. The bargaining power of incumbent workers and new hires therefore rises by much less in a boom than would be suggested by the standard vacancy-unemployment ratio alone. Instead, the ratio of vacancies to unemployed and employed searchers is the correct measure of labor market tightness. We quantitatively assess the role of on-the-job search in a fully specified, real DSGE model with endogenous labor market flows. There are two types of jobs, good and bad, which differ by creation cost and productivity. Vacant good jobs can be filled with employed and unemployed job seekers, while bad jobs only recruit from the unemployed. We consider alternative assumptions for the bargaining process, which is complicated by the fact that employed searchers have a fallback option that differs from the value of unemployment. The critical issue here is how firms bargain with employed workers, and what fraction of the rents from a new job workers can extract. We show that on-the-job search greatly reduces the volatility of true labor market tightness, compared to a benchmark model without job search. Therefore, wages are also much less volatile. At the same time, the predicted variation of the vacancy-unemployment ratio is much higher, and thus closer to the data. We are thus able to replicate the observed labor market dynamics in a full general equilibrium context. We also extend our real framework by including money and a nominal rigidity. In monetary business cycle models with sticky prices, real labor costs enter the price setting of firms. Hence, the cyclicality of real wages as determined by bargaining between workers and firms has implications for inflation dynamics. The less cyclical real wages are, the lower we can expect inflation volatility to be. We show that on-the-job search plays a crucial role in dampening fluctuations in real wages, thereby helping to resolve the challenges to the search and matching framework of labor market dynamics posed by Shimer (2003).

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Paper provided by Econometric Society in its series Econometric Society 2004 North American Summer Meetings with number 489.

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Date of creation: 11 Aug 2004
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Handle: RePEc:ecm:nasm04:489

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Related research
Keywords: Search; Nash Bargaining; Real Wage Rigidity; Labor Market Dynamics; New Keynesian;

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Find related papers by JEL classification:
E24 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
J23 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Labor Demand

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  1. Mortensen, Dale T., 1994. "The cyclical behavior of job and worker flows," Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1121-1142, November. [Downloadable!] (restricted)
  2. Wouter J. den Haan & Garey Ramey & Joel Watson, 2000. "Job Destruction and Propagation of Shocks," American Economic Review, American Economic Association, vol. 90(3), pages 482-498, June. [Downloadable!] (restricted)
    Other versions:
  3. Robert Shimer, 2005. "The Cyclical Behavior of Equilibrium Unemployment and Vacancies," American Economic Review, American Economic Association, vol. 95(1), pages 25-49, March. [Downloadable!]
  4. Acemoglu, Daron, 2001. "Good Jobs versus Bad Jobs," Journal of Labor Economics, University of Chicago Press, vol. 19(1), pages 1-21, January. [Downloadable!] (restricted)
  5. Mortensen, Dale T & Pissarides, Christopher A, 1994. "Job Creation and Job Destruction in the Theory of Unemployment," Review of Economic Studies, Blackwell Publishing, vol. 61(3), pages 397-415, July. [Downloadable!] (restricted)
    Other versions:
  6. Contini, Bruno & Revelli, Riccardo, 1997. "Gross flows vs. net flows in the labor market: What is there to be learned?," Labour Economics, Elsevier, vol. 4(3), pages 245-263, September. [Downloadable!] (restricted)
  7. Cole, Harold L & Rogerson, Richard, 1999. "Can the Mortensen-Pissarides Matching Model Match the Business-Cycle Facts?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(4), pages 933-59, November.
    Other versions:
  8. Merz, Monika, 1995. "Search in the labor market and the real business cycle," Journal of Monetary Economics, Elsevier, vol. 36(2), pages 269-300, November. [Downloadable!] (restricted)
  9. Steven J. Davis & John C. Haltiwanger & Scott Schuh, 1998. "Job Creation and Destruction," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262540932.
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  11. Burgess, Simon M, 1993. "A Model of Competition between Unemployed and Employed Job Searchers: An Application to the Unemployment Outflow Rate in Britain," Economic Journal, Royal Economic Society, vol. 103(420), pages 1190-204, September. [Downloadable!] (restricted)
  12. Caballero, Ricardo J & Hammour, Mohamad L, 1996. "On the Timing and Efficiency of Creative Destruction," The Quarterly Journal of Economics, MIT Press, vol. 111(3), pages 805-52, August. [Downloadable!] (restricted)
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  13. Dale T. Mortensen & Christopher A. Pissarides, 1999. "Job Reallocation, Employment Fluctuations and Unemployment," CEP Discussion Papers dp0421, Centre for Economic Performance, LSE.
    Other versions:
  14. Cooley, Thomas F. & Quadrini, Vincenzo, 1999. "A neoclassical model of the Phillips curve relation," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 165-193, October. [Downloadable!] (restricted)
  15. Sims, Christopher A, 2002. "Solving Linear Rational Expectations Models," Computational Economics, Springer, vol. 20(1-2), pages 1-20, October. [Downloadable!]
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  16. Robert Shimer, 2004. "The Consequences of Rigid Wages in Search Models," Journal of the European Economic Association, MIT Press, vol. 2(2-3), pages 469-479, 04/05. [Downloadable!] (restricted)
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  17. Arthur M. Okun, 1973. "Upward Mobility in a High-Pressure Economy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(1973-1), pages 207-262. [Downloadable!]
  18. Barbara Petrongolo & Christopher A. Pissarides, 2001. "Looking into the Black Box: A Survey of the Matching Function," Journal of Economic Literature, American Economic Association, vol. 39(2), pages 390-431, June. [Downloadable!] (restricted)
    Other versions:
  19. Bruce Fallick & Charles A. Fleischman, 2004. "Employer-to-employer flows in the U.S. labor market: the complete picture of gross worker flows," Finance and Economics Discussion Series 2004-34, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  20. Krause, M.U. & Lubik, T.A., 2003. "The (ir)relevance of real wage rigidity in the new keynesian model with search frictions," Discussion Paper 113, Tilburg University, Center for Economic Research. [Downloadable!]
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  21. Pissarides, Christopher A, 1994. "Search Unemployment with On-the-Job Search," Review of Economic Studies, Blackwell Publishing, vol. 61(3), pages 457-75, July. [Downloadable!] (restricted)
    Other versions:
  22. George A. Akerlof & Andrew K. Rose & Janet L. Yellen, 1988. "Job Switching and Job Satisfaction in the U.S. Labor Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 19(1988-2), pages 495-594. [Downloadable!]
  23. Robert E. Hall, 2003. "Modern Theory of Unemployment Fluctuations: Empirics and Policy Applications," American Economic Review, American Economic Association, vol. 93(2), pages 145-150, May. [Downloadable!]
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