Sticky wages: Evidence from quarterly microeconomic data

Using an original micro-dataset from France, we investigate nominal wage stickiness. Nominal wage changes are found to occur at a quarterly frequency of around 38 percent over our sample period, and to be to a large extent staggered across establishments, and very synchronized within establishments....

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Bibliographic Details
Main Authors: Le Bihan, Herve, Montornès, J., Heckel, T.
Format: Journal Article
Published: 2012
Online Access:http://hdl.handle.net/20.500.11937/55841
Description
Summary:Using an original micro-dataset from France, we investigate nominal wage stickiness. Nominal wage changes are found to occur at a quarterly frequency of around 38 percent over our sample period, and to be to a large extent staggered across establishments, and very synchronized within establishments. We carry out an econometric analysis of wage changes based on a two-threshold sample selection model. Our results are that the timing of wage adjustments is time-dependent as opposed to state-dependent, there is evidence of predetermination in wage changes, and both backward and forwardlooking behavior is relevant in wage setting.