IDEAS home Printed from https://ideas.repec.org/a/caq/j950ix/doi10.7384-73282y2012i3p29-60.html
   My bibliography  Save this article

Rigido, flessibile o liquido? L'immagine del mercato del lavoro italiano dal dataset AD-SILC

Author

Listed:
  • Elena Fabrizi
  • Michele Raitano

Abstract

The Italian labour market is usually held to be characterised by strong rigidities in defence of open-ended employees and by a high degree of segmentation at the expense of the workers, mostly young, employed on atypical contracts. It is not, however, always clear how the concepts of rigidity and segmentation are defined, nor is empirical evidence provided in support of these observations, due in part to the limited availability of longitudinal databases with which it is possible to follow the same worker over time. This paper makes use of the longitudinal microdata collected in the ad-silc dataset, by means of which it is possible to observe the dynamics followed by Italian workers for a good part of their careers up to the most recent years. By so doing it offers original empirical evidence on the transition dynamics followed by workers employed on different forms of contracts, with particular focus on the initial stage of the working career. The data suggest shortcomings in the interpretation of the labour market that emphasises the existence of a large and solid core of fixed and highly protected insiders, considering it as a cause of the difficulties faced by the youngest workers in obtaining an open-ended contract. By contrast, the image of the labour market that emerges is more "liquid" than simply dualistic or segmented: many workers, and in particular the youngest, hover between states of fragility, alternating periods of work on standard contracts with periods on atypical contracts and intermittent employment.

Suggested Citation

  • Elena Fabrizi & Michele Raitano, 2012. "Rigido, flessibile o liquido? L'immagine del mercato del lavoro italiano dal dataset AD-SILC," Economia & lavoro, Carocci editore, issue 3, pages 29-60.
  • Handle: RePEc:caq:j950ix:doi:10.7384/73282:y:2012:i:3:p:29-60
    as

    Download full text from publisher

    File URL: https://www.rivisteweb.it/download/article/10.7384/73282
    Download Restriction: Access to full text is restricted to subscribers

    File URL: https://www.rivisteweb.it/doi/10.7384/73282
    Download Restriction: no

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:caq:j950ix:doi:10.7384/73282:y:2012:i:3:p:29-60. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: https://www.rivisteweb.it/ .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.