Arbeitspapier

Common and country specific factors in the distribution of real wages

We use a dynamic factor model to consider if real wage growth in the US, UK and Germany at different percentiles of the distribution can be explained by factors that are common across countries or specific to each country. Our results suggest that common factors explain a large proportion of the movement in wages when considering the left tail of the distribution indicating that shocks that are common across countries are important for low wage households.

Sprache
Englisch

Erschienen in
Series: Working Paper ; No. 863

Klassifikation
Wirtschaft
Thema
Household wages
dynamic factor model

Ereignis
Geistige Schöpfung
(wer)
Chatzivgeri, Eleni
Mumtazy, Haroon
Tavasciz, Daniela
Ventimigliax, Luigi
Ereignis
Veröffentlichung
(wer)
Queen Mary University of London, School of Economics and Finance
(wo)
London
(wann)
2018

Handle
Letzte Aktualisierung
10.03.2025, 11:42 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Chatzivgeri, Eleni
  • Mumtazy, Haroon
  • Tavasciz, Daniela
  • Ventimigliax, Luigi
  • Queen Mary University of London, School of Economics and Finance

Entstanden

  • 2018

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