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Estimation of Dynamic Labor Demand Schedules under Rational Expectations

Thomas J. Sargent

Journal of Political Economy 1978 open access

A dynamic linear demand schedule for labor is estimated and tested. The hypothesis of rational expectations and assumptions about the orders of the Markov processes governing technology impose over-identifying restrictions on a vector autoregression for straight-time employment, overtime employment, and the real wage. The model is estimated by the full information maximum likelihood method. The model is used as a vehicle for re-examining some of the paradoxical cyclical behavior of real wages described in the famous Dunlop-Tarshis-Keynes exchange.

DOI
10.1086/260726
Volume
86 (6)
Pages
1009-1044
Language
en
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