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Dynamique des salaires dans une cohorte

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Author Info

  • Thierry Magnac

    (Groupe de Recherche en Economie Mathématique et Quantitative, INRA)

  • Sébastien Roux

    (Centre de Recherche en Economie et Statistique
    Institut National des Statistiques et des Etudes Economiques)

Abstract

Dans cet article, nous examinons les données de salaires annuels, de 1976 à 1998, d’une cohorte d’hommes, entrés sur le marché du travail en 1976. La richesse des données nous permet d’analyser la dynamique des salaires, au cours d’une partie du cycle de vie de cette cohorte, à la différence de la quasi-totalité des autres études sur ce sujet, qui doivent mêler des cohortes différentes, pour avoir un nombre suffisant d’observations. Nous estimons, par pseudo-maximum de vraisemblance, différents modèles dynamiques de panel, de type ARMA, en présence d’effets individuels et de variances hétérogènes temporellement. Les résultats montrent que la variance des salaires, et donc l’inégalité, croît significativement, au cours du début de cycle de vie, mais semble stagner, avant l’arrêt de la croissance des salaires. L’estimation montre que les ordres des processus sont significativement plus élevés, que ceux avancés dans la littérature et sont du type ARMA(4,2). Ces estimations mettent en avant le poids de la composante.

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Bibliographic Info

Paper provided by Institut National de la Recherche Agronomique, France in its series Working Papers with number 20027.

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Length: 1-24
Date of creation: 2009
Date of revision:
Publication status: Published in Economie et Prévision
Handle: RePEc:inr:wpaper:20027

Note: IDEI Working Paper 2007 ; 436
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Keywords: DYNAMIQUE DES SALAIRES; DONNEES DE PANEL; ARMA; inégalitééconométrie;

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References

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Cited by:
  1. Oana Calavrezo & Sévane Ananian, 2011. "Les trajectoires salariales des individus payés au voisinage du Smic dans le secteur privé. Une analyse empirique sur données françaises entre 1995 et 2007," Économie et Statistique, Programme National Persée, vol. 448(1), pages 49-78.
  2. Guillaume Allegre & Thomas Mélonio & Xavier Timbeau, 2010. "Dépenses publiques d’éducation et inégalités Une perspective de cycle de vie," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 2010-06, Observatoire Francais des Conjonctures Economiques (OFCE).

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