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Munkapiaci súrlódások DSGE modellekben
[Labour market frictions in DSGE models]

Author

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  • Kónya, István

    ()

  • Jakab M., Zoltán

Abstract

A tanulmány célja, hogy bemutassa a munkapiaci keresés alapmodelljét és annak felhasználását újkeynesi modellkeretben. Az általános ismertető után megmutatjuk, hogy miként lehet ezt a megközelítést a magyar gazdaság makrofolyamatainak jobb megértésére felhasználni. Ehhez ismertetjük a modell magyar gazdaságra kifejlesztett és magyar adatokon bayesi módon megbecsült változatát. A becsült modellt összehasonlítjuk egy olyan, szintén becsült újkeynesi modellel, amely csak a munkapiac leírásában különbözik. Az eredmények alapján a munkapiaci súrlódások modellezése számos ponton realisztikusabb és jobban értelmezhető impulzusválaszokat, illetve becsült historikus sokkokat eredményez. Fontos eleme a megközelítésünknek a bérmerevségek figyelembevétele, különösen ezek megkülönböztetése meglévő álláshelyek és új belépők között. A becslés alapján az átlagos bérmerevség magas, és összevethető a korábbi magyar eredményekkel. Az új belépők bére azonban becslésünk szerint lényegesen rugalmasabban reagál a gazdaságot érő sokkokra. Journal of Economic Literature (JEL) kód: E24, E32, J31, J64

Suggested Citation

  • Kónya, István & Jakab M., Zoltán, 2012. "Munkapiaci súrlódások DSGE modellekben
    [Labour market frictions in DSGE models]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 933-962.
  • Handle: RePEc:ksa:szemle:1332
    as

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    References listed on IDEAS

    as
    1. Hansen, Gary D., 1985. "Indivisible labor and the business cycle," Journal of Monetary Economics, Elsevier, vol. 16(3), pages 309-327, November.
    2. Gábor Kézdi & István Kónya, 2009. "Wage setting in Hungary: evidence from a firm survey," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 4(3), pages 20-26, October.
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    5. Ch. Pissarides., 2011. "The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 1.
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    8. Robert Shimer, 2012. "Reassessing the Ins and Outs of Unemployment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 127-148, April.
    9. Erceg, Christopher J. & Henderson, Dale W. & Levin, Andrew T., 2000. "Optimal monetary policy with staggered wage and price contracts," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 281-313, October.
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    11. Antonella Trigari, 2006. "The Role of Search Frictions and Bargaining for Inflation Dynamics," Working Papers 304, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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    Citations

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    Cited by:

    1. Aurelijus Dabusinskas & István Kónya & Stephen Millard, 2015. "How does labour market structure affect the response of economies to shocks?," IEHAS Discussion Papers 1516, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
    2. Kónya, István & Baksa, Dániel, 2017. "Növekedés és pénzügyi környezet
      [Growth and the financial environment]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 349-376.

    More about this item

    JEL classification:

    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search

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