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Journal of Political Economy Vol. 126 No. 5 2018

Slow to Hire, Quick to Fire: Employment Dynamics with Asymmetric Responses to News

Cosmin Ilut1; Matthias Kehrig1,2; Martin Schneider1,2

1 National Bureau of Economic Research · 2 Centre for Economic Policy Research

Abstract

Concave hiring rules imply that firms respond more to bad shocks than to good shocks. They provide a unified explanation for several seemingly unrelated facts about employment growth in macro- and microdata. In particular, they generate countercyclical movement in both aggregate conditional “macro” volatility and cross-sectional “micro” volatility, as well as negative skewness in the cross section and in the time series at different levels of aggregation. Concave establishment-level responses of employment growth to total factor productivity shocks estimated from census data induce significant skewness, movements in volatility, and amplification of bad aggregate shocks.

DOI
10.1086/699189
Volume
126
Issue
5
Pages
2011-2071
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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