IDEAS home Printed from https://ideas.repec.org/p/ulp/sbbeta/2006-32.html
   My bibliography  Save this paper

Job mobility in Portugal: a Bayesian study with matched worker-firm data

Author

Listed:
  • Guillaume Horny
  • Rute Mendes
  • Gerard J. Van den Berg

Abstract

We study job mobility using a multivariate hazard model in discrete time. It involves two correlated random effects, one at the firm level and another at the worker level. Bayesian estimates are based on a Portuguese matched employer-employee dataset. Our results confirm the importance of unobserved heterogeneity at the individual level and at the firm level. Furthermore, the model performs better when allowing for an assortative matching mecanism in terms of employers’ and employees’ unobservables.

Suggested Citation

  • Guillaume Horny & Rute Mendes & Gerard J. Van den Berg, 2006. "Job mobility in Portugal: a Bayesian study with matched worker-firm data," Working Papers of BETA 2006-32, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Handle: RePEc:ulp:sbbeta:2006-32
    as

    Download full text from publisher

    File URL: http://beta.u-strasbg.fr/WP/2006/2006-32.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Mendes, Rute & van den Berg, Gerard J. & Lindeboom, Maarten, 2010. "An empirical assessment of assortative matching in the labor market," Labour Economics, Elsevier, vol. 17(6), pages 919-929, December.
    2. Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2002. "Interfirm Mobility, Wages and the Returns to Seniority and Experience in the U.S," Working Papers 2002-29, Center for Research in Economics and Statistics.
    3. Magali Beffy & Moshe Buchinsky & Denis Fougère & Thierry Kamionka & Francis Kramarz, 2006. "The Returns to Seniority in France (and Why are They Lower than in the United States ?)," Working Papers 2006-05, Center for Research in Economics and Statistics.
    4. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460, Elsevier.
    5. Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2002. "Interfirm Mobility, Wages and the Returns to Seniority and Experience in the U.S," Working Papers 2002-29, Center for Research in Economics and Statistics.
    6. Del Boca, Daniela & Sauer, Robert M., 2009. "Life cycle employment and fertility across institutional environments," European Economic Review, Elsevier, vol. 53(3), pages 274-292, April.
    7. William R. Johnson, 1978. "A Theory of Job Shopping," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 92(2), pages 261-277.
    8. Leonardo Grilli, 2005. "The random‐effects proportional hazards model with grouped survival data: a comparison between the grouped continuous and continuation ratio versions," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 83-94, January.
    9. L. Biggeri & M. Bini & L. Grilli, 2001. "The transition from university to work: a multilevel approach to the analysis of the time to obtain the first job," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 164(2), pages 293-305.
    10. Bellmann, Lutz & Bender, Stefan & Hornsteiner, Ulrich, 2000. "Job Tenure of Two Cohorts of Young German Men 1979 - 1990: An analysis of the (West-)German Employment Statistic Register Sample concerning multivariate failure times and unobserved heterogeneity," IZA Discussion Papers 106, Institute of Labor Economics (IZA).
    11. Samuel Manda & Renate Meyer, 2005. "Age at first marriage in Malawi: a Bayesian multilevel analysis using a discrete time‐to‐event model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(2), pages 439-455, March.
    12. John M. Abowd & Francis Kramarz & Sébastien Roux, 2006. "Wages, Mobility and Firm Performance: Advantages and Insights from Using Matched Worker-Firm Data," Economic Journal, Royal Economic Society, vol. 116(512), pages 245-285, June.
    13. Guillaume Horny & Dragana Djurdjevic & Bernhard Boockmann & François Laisney, 2008. "Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries," Annals of Economics and Statistics, GENES, issue 89, pages 193-214.
    14. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    15. Dostie, Benoit, 2005. "Job Turnover and the Returns to Seniority," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 192-199, April.
    16. D. Firth & C. Payne & J. Payne, 1999. "Efficacy of programmes for the unemployed: discrete time modelling of duration data from a matched‐comparison study," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(1), pages 111-120.
    17. Farber, Henry S., 1999. "Mobility and stability: The dynamics of job change in labor markets," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 37, pages 2439-2483, Elsevier.
    18. Light, Audrey & Ureta, Manuelita, 1992. "Panel Estimates of Male and Female Job Turnover Behavior: Can Female Nonquitters Be Identified?," Journal of Labor Economics, University of Chicago Press, vol. 10(2), pages 156-181, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Guillaume Horny & Rute Mendes & Gerard J. van den Berg, 2012. "Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 468-480, March.
    2. Paul Hek & Daniel Vuuren, 2011. "Are older workers overpaid? A literature review," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 18(4), pages 436-460, August.
    3. Richard Duhautois & Fabrice Gilles & Héloïse Petit, 2009. "Worker flows, job flows and establishment wage differentials: Analysing the case of France," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00646440, HAL.
    4. Joseph G. Altonji & Anthony A. Smith Jr. & Ivan Vidangos, 2013. "Modeling Earnings Dynamics," Econometrica, Econometric Society, vol. 81(4), pages 1395-1454, July.
    5. Jesper Bagger & Fran?ois Fontaine & Fabien Postel-Vinay & Jean-Marc Robin, 2014. "Tenure, Experience, Human Capital, and Wages: A Tractable Equilibrium Search Model of Wage Dynamics," American Economic Review, American Economic Association, vol. 104(6), pages 1551-1596, June.
    6. Richard Duhautois & Fabrice Gilles & Héloïse Petit, 2012. "Worker flows and establishment wage differentials : a breakdown of the relationship," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00833872, HAL.
    7. Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
    8. Federico De Francesco, 2010. "Wage Inequality and Entrepreneurship," 2010 Meeting Papers 959, Society for Economic Dynamics.
    9. Ferreira, Priscila, 2009. "The determinants of promotions and firm separations," ISER Working Paper Series 2009-11, Institute for Social and Economic Research.
    10. repec:hal:spmain:info:hdl:2441/7rep5mp5ij95l94ec64n5tdclp is not listed on IDEAS
    11. Hee-Koung Joeng & Ming-Hui Chen & Sangwook Kang, 2016. "Proportional exponentiated link transformed hazards (ELTH) models for discrete time survival data with application," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(1), pages 38-62, January.
    12. repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09j0045h4bh is not listed on IDEAS
    13. Castro Silva, Hugo & Lima, Francisco, 2017. "Technology, employment and skills: A look into job duration," Research Policy, Elsevier, vol. 46(8), pages 1519-1530.
    14. Boockmann, Bernhard & Steffes, Susanne, 2007. "Seniority and Job Stability: A Quantile Regression Approach Using Matched Employer-Employee Data," ZEW Discussion Papers 07-014, ZEW - Leibniz Centre for European Economic Research.
    15. Massimiliano Bratti & Konstantinos Tatsiramos, 2012. "The effect of delaying motherhood on the second childbirth in Europe," Journal of Population Economics, Springer;European Society for Population Economics, vol. 25(1), pages 291-321, January.
    16. Cornelißen Thomas & Hübler Olaf, 2011. "Unobserved Individual and Firm Heterogeneity in Wage and Job-Duration Functions: Evidence from German Linked Employer–Employee Data," German Economic Review, De Gruyter, vol. 12(4), pages 469-489, December.
    17. repec:lan:wpaper:4796 is not listed on IDEAS
    18. Gruetter, Max & Lalive, Rafael, 2009. "The importance of firms in wage determination," Labour Economics, Elsevier, vol. 16(2), pages 149-160, April.
    19. Oana Calavrezo & Richard Duhautois & Francis Kramarz, 2011. "L'importance des "réseaux d'entreprises" dans la mobilité sectorielle des salariés," Working Papers hal-00831499, HAL.
    20. Anders Frederiksen & Timothy Halliday & Alexander K. Koch, 2016. "Within- and Cross-Firm Mobility and Earnings Growth," ILR Review, Cornell University, ILR School, vol. 69(2), pages 320-353, March.
    21. Biewen Martin & Seifert Stefanie, 2018. "Potential Parenthood and Career Progression of Men and Women – A Simultaneous Hazards Approach," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 18(2), pages 1-22, April.
    22. Alexander Mosthaf, 2014. "Do Scarring Effects of Low-Wage Employment and Non-Employment Differ BETWEEN Levels of Qualification?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 154-177, May.
    23. repec:lan:wpaper:4362 is not listed on IDEAS
    24. repec:pri:indrel:dsp018049g506t is not listed on IDEAS
    25. Munch, Jakob Roland & Rosholm, Michael & Svarer, Michael, 2008. "Home ownership, job duration, and wages," Journal of Urban Economics, Elsevier, vol. 63(1), pages 130-145, January.

    More about this item

    Keywords

    Job transitions; assortative matching; Gibbs sampling; frailties; dynamic models; matched employer-employee data.;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
    • J20 - Labor and Demographic Economics - - Demand and Supply of Labor - - - General
    • J41 - Labor and Demographic Economics - - Particular Labor Markets - - - Labor Contracts
    • J62 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Job, Occupational and Intergenerational Mobility; Promotion

    NEP fields

    This paper has been announced in the following NEP Reports:

    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:ulp:sbbeta:2006-32. See general information about how to correct material in RePEc.

    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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/bestrfr.html .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.