Industry evidence and the vanishing cyclicality of labor productivity

Author(s)
Zuzana Molnarova
Abstract

Aggregate labor productivity used to be strongly procyclical in the United States, but the procyclicality has largely disappeared since the mid-1980s. This paper explores the industry-level evidence in order to discriminate between existing explanations of the vanishing procyclicality of the labor productivity.
I document the change in the cyclical properties of productivity in the U.S. using industry-level data and focus on a particularly puzzling feature, namely that the correlations of the industry productivity with industry output and labor input remained on average much more stable before and after the mid-1980s compared to the aggregate correlations. In other words, there is little evidence for the vanishing cyclicality of labor productivity at the industry level.
I construct a simple industry-level RBC model that nests two leading explanations of the vanishing cyclicality of productivity that have been proposed in the literature. I show that the two explanations have qualitatively different predictions for the cyclical properties of industry-level variables. The mechanism based on a structural change in the composition of aggregate shocks is able to replicate the stability of industry-level moments across time. In contrast, the mechanism based on increased labor market flexibility is less successful in matching the industry-level evidence.

Organisation(s)
Department of Economics
No. of pages
56
Publication date
01-2020
Austrian Fields of Science 2012
502018 Macroeconomics
Portal url
https://ucrisportal.univie.ac.at/en/publications/ddbc516f-f6c0-4384-aae2-21ed434f37dd