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Citations for "Uncertainty and Labor Contract Durations"

by Robert Rich & Joseph Tracy

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  1. Danziger, Leif & Neuman, Shoshana, 2003. "Delays in Renewal of Labor Contracts: Theory and Evidence," IZA Discussion Papers 709, Institute for the Study of Labor (IZA).
  2. Gerald Stuber, 2001. "Implications of Uncertainty about Long-Run Inflation and the Price Level," Staff Working Papers 01-16, Bank of Canada.
  3. Danziger, Leif, 2006. "Extension of Labor Contracts and Optimal Backpay," IZA Discussion Papers 2366, Institute for the Study of Labor (IZA).
  4. Liu, Chunping & Peng, Amy, 2010. "A reinvestigation of contract duration using Quantile Regression for Counts analysis," Economics Letters, Elsevier, vol. 106(3), pages 184-187, March.
  5. Fregert, Klas & Jonung, Lars, 2008. "Inflation Targeting Is a Success, So Far: 100 Years of Evidence from Swedish Wage Contracts," Economics Discussion Papers 2008-24, Kiel Institute for the World Economy (IfW).
  6. Denis Fougere & Erwan Gautier & Sébastien Roux, 2016. "The Impact of the National Minimum Wage on Industry-Level Wage Bargaining in France," Sciences Po publications 587, Sciences Po.
  7. Hsuan-Yu Lin & Chih-Hai Yang, 2016. "Uncertainty, specific investment, and contract duration: evidence from the MLB player market," Empirical Economics, Springer, vol. 50(3), pages 1009-1028, May.
  8. Christofides, Louis N. & Peng, Chen, 2006. "Contract duration and indexation in a period of real and nominal uncertainty," Labour Economics, Elsevier, vol. 13(1), pages 61-86, February.
  9. Leif Danziger, 2010. "Uniform and Nonuniform Staggering of Wage Contracts," CESifo Working Paper Series 3112, CESifo Group Munich.
  10. Jonathan Yoder & Ishrat Hossain & Francis Eppin & Damona Doye, 2005. "Contract Duration and the Division of Labor in Agricultural Land Leases," Working Papers 2005-6, School of Economic Sciences, Washington State University.
  11. Matthias Paustian, 2005. "The role of contracting schemes for the welfare costs of nominal rigidities," Computing in Economics and Finance 2005 196, Society for Computational Economics.
  12. Jan Marc Berk & Job Swank, 2002. "Regional Price Adjustment in a Monetary Union the Case of EMU," MEB Series (discontinued) 2002-7, Netherlands Central Bank, Monetary and Economic Policy Department.
  13. Corrado Benassi & Antonello E. Scorcu, 2003. "Indexation Rules, Risk Aversion and Imperfect Information," Manchester School, University of Manchester, vol. 71(3), pages 330-340, 06.
  14. Robert W. Rich & Joseph Tracy, 2011. "Early contract renegotiation: An analysis of U.S. labor contracts from 1970 to 1995," Staff Reports 521, Federal Reserve Bank of New York.
  15. Louis N. Christofides & Amy Peng, 2007. "Real Wage Chronologies," Working Papers 0707, University of Guelph, Department of Economics and Finance.
  16. Champagne, Julien & Kurmann, André, 2013. "The great increase in relative wage volatility in the United States," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 166-183.
  17. Peng, Amy & Yang, Ling, 2008. "Modelling uncertainty: A recursive VAR bootstrapping approach," Economics Letters, Elsevier, vol. 99(3), pages 478-481, June.
  18. Louis Christofides & Chen Peng, 2006. "Major Provisions of Labour Contracts and their Theoretical Coherence," CESifo Working Paper Series 1700, CESifo Group Munich.
  19. Joseph Engelberg & Charles F. Manski & Jared Williams, 2006. "Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters," NBER Working Papers 11978, National Bureau of Economic Research, Inc.
  20. Klas Fregert & Lars Jonung, 2007. "Policy rule evaluation by contract-makers: 100 years of wage contract length in Sweden," European Economy - Economic Papers 2008 - 2015 270, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  21. Tsyplakov, Alexander, 2010. "The links between inflation and inflation uncertainty at the longer horizon," MPRA Paper 26908, University Library of Munich, Germany.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.