Research

 

 

Immigration and Spending on Public Education: California, 1970-2000

 

Abstract

 

The evolution of education spending in California has received plenty of attention by both academics and practitioners after this state's education finance reform of the 1970's. The impact on public education spending of the demographic trends associated with immigration has not been thoroughly analyzed, instead. This paper quantifies the contribution of immigration to the relative decline in elementary and secondary public education spending per student in California in the period 1970 to 2000. A simple quantitative model of school choice and voting over public education is used to perform the counterfactual experiment of interest. The model allows for household heterogeneity in income, number of school-age children, citizenship and immigration status, and preference for education. The results indicate that immigration played a quantitative important role in accounting for the relative decline in education spending in California, especially after 1990. In the year 2000, the model predicts that education spending per student in California would have been 24 percent higher than in reality if U.S. immigration had been restricted to its 1970 level.

 

Understanding Gross Worker Flows Across U.S. States

 

Abstract

 

A surprising but robust characteristic of workers' migration patterns across locations (states and metropolitan areas) within the U.S. is the positive correlation between inflow and outflow rates. This pattern cannot be accounted for by standard equilibrium models of employment reallocation across geographic areas in which net and gross flows of workers coincide. Further, micro-level evidence shows that inflows and outflows of workers tend to simultaneously occur within narrowly defined demographic groups, suggesting that the positive inflow-outflow correlation is not the symptom of a changing demographic composition of employment across locations. This paper develops and estimates a dynamic general equilibrium model of gross and net migration flows to explain this pattern. Due to a selection effect, workers migrating into a location have a higher propensity to migrate again than workers already living there. Thus, U.S. states that absorb large numbers of internal migrants also tend to display relatively large outflow rates. The time-series pattern of inflow and outflow rates across states is consistent with this interpretation.

 

 

The Effect of Household Appliances on Female Labor Force Participation: Evidence from Micro Data joint with Steven Lugauer and Alexis León

 

Abstract

 

We estimate the effect of household appliance ownership on the labor force participation rate of married women using micro-level data from the 1960 and 1970 U.S. Censuses. In order to identify the causal effect of home appliance ownership on married women's labor force participation rates, our empirical strategy exploits both time-series and cross-sectional variation in these two variables. To control for endogeneity, we instrument a married woman's ownership of an appliance by the average ownership rate for that appliance among single women living in the same U.S. state. Single women's labor force participation rates did not increase between 1960 and 1970. By our estimation, the diffusion of household appliances accounts for about forty percent of the observed increase in married women's labor force participation rates during the 1960's.

 

 

Owning Capital or Being Shareholders: An Equivalence Result with Incomplete Markets joint with Eva Carceles-Poveda.

 

Abstract

 

Many recent papers in macroeconomics have studied the implications of models with household heterogeneity and incomplete financial markets under the assumption that households own the stock of physical capital and undertake the intertemporal investment decisions. In these models, production exhibits constant returns to scale, households maximize expected discounted utility, and firms rent capital and labor from households to maximize period by period profits. This paper considers the case in which infinitely lived firms, rather than households, make the intertemporal investment decisions. Under this assumption, it shows that there exists an objective function for firms that results in the same equilibrium allocation as in the standard setting with one period lived firms. The objective requires that firms maximize their asset value, which is defined as the discounted value of future cash flows using present value processes that do not allow for arbitrage opportunities.

 

Shareholders Unanimity with Incomplete Markets joint with Eva Carceles-Poveda, forthcoming International Economic Review.

 

Abstract

 

When markets are incomplete, shareholders typically disagree on the firm's optimal investment plan. This paper studies the shareholders' preferences with respect to the firm's investment in a model with aggregate risk, incomplete markets and heterogeneous households who trade in firms' shares instead of directly accumulating physical capital. If the production function exhibits constant returns to scale and borrowing limits are not binding, a firm's shareholders unanimously agree on its optimal level of investment. In contrast, with binding borrowing constraints, constrained shareholders prefer a higher level of investment than unconstrained ones.

 

 

Why Have Aggregate Skilled Hours Become So Procyclical Since the Mid-1980’s? joint with Rui Castro, International Economic Review, Vol. 49 (1), pp. 135-185, February 2008.

 

 

Abstract

 

This paper documents and discusses a dramatic change in the cyclical behavior of aggregate hours worked by individuals with a college degree (skilled workers) since the mid-1980's. Using the CPS outgoing rotation data set for the period 1979:1-2003:4, we find that the volatility of aggregate skilled hours relative to the volatility of GDP has nearly tripled since 1984. In contrast, the cyclical properties of unskilled hours have remained essentially unchanged. We evaluate the extent to which a simple supply/demand model for skilled and unskilled labor based on the hypothesis of capital-skill complementarity in production can help explain this stylized fact. Within this framework, we identify three effects which would lead to an increase in the relative volatility of skilled hours: (i) a reduction in the absolute volatility of GDP (and unskilled hours), (ii) an increase in the level of capital equipment relative to skilled labor, and (iii) a reduction in the degree of capital-skill complementarity. We provide empirical evidence in support of each of these effects. Our conclusion is that these three mechanisms can jointly explain about sixty percent of the observed increase in the relative volatility of skilled labor. The reduction in the degree of capital-skill complementarity contributes the most to this result.

 

 

 

Markups, Aggregation, and Inventory Adjustment, American Economic Review, Vol. 94 (5), pp. 1328-1353, December 2004.

   

                   Abstract

 

                   In this paper I suggest a unified explanation for two puzzles in the inventory literature: first, estimates of inventory speeds of adjustment in aggregate data are very small relative to the apparent rapid reaction of stocks to unanticipated variations in sales. Second, estimates of inventory speeds of adjustment in firm-level data are significantly higher than in aggregate data. The paper develops a multisector model where inventories are held to avoid stockouts and price markups vary along the business cycle. The omission of countercyclical markup variations from inventory targets introduces a downward bias in estimates of adjustment speeds obtained from partial adjustment models. When the cyclicality of markups differs across sectors, this downward bias is shown to be more severe with aggregate rather than firm-level data. Similar results apply not only to inventories, but also to labor and prices. Montecarlo simulations of a calibrated version of the model suggest that these biases are quantitatively significant.

 

 

Reform Implementation Under Sequential Bargaining, joint with Rui Castro, International Economic Review, Vol. 44 (3), pp. 1061-1078, August 2003.

 

Abstract

 

This paper proposes an explanation for why efficient reforms are not carried out when losers have the power to block their implementation, even though compensating them is feasible. We construct a signaling model with two-sided incomplete information in which a government faces the task of sequentially implementing two reforms by bargaining with interest groups. The organization of interest groups is endogenous. Compensations are distortionary and government types differ in the concern about distortions. We show that, when compensations are allowed to be informative about the government's type, there is a bias against the payment of compensations and the implementation of reforms. This is because paying high compensations today provides incentives for some interest groups to organize and oppose subsequent reforms with the only purpose of receiving a transfer. By paying lower compensations, governments attempt to prevent such interest groups from organizing. However, this comes at the cost of reforms being blocked by interest groups with relatively high losses.

 

 

Margin Requirements and Equilibrium Asset Prices, Journal of Monetary Economics, Vol. 52 (2) , pp. 449-475, March 2005.

 

Abstract

 

This paper studies the effect of margin requirements on asset prices and trading volume in a general equilibrium asset pricing model where Epstein-Zin investors differ in their degree of risk aversion. Under the assumptions of unit intertemporal elasticity of substitution and zero net supply of riskless assets, I show analytically that binding margin requirements do not affect stock prices. This result stands in contrast to previous partial equilibrium analysis where fixed margin requirements increase the volatility of stock prices. In this framework, binding margin requirements induce a fall in the riskless rate, increase its volatility, and increase stock trading volume.

 

 

Effects of Differences in Risk Aversion on the Distribution of Wealth, Macroeconomic Dynamics, Vol. 8, pp. 617-632, 2004.

 

Abstract

 

This paper studies the role played by differences in risk aversion in affecting the long run distribution of wealth across agents in the context of an endowment economy. The economy is populated by two types of Epstein-Zin agents who differ only in their attitudes toward risk. By choosing riskier portfolio strategies less risk averse agents enjoy returns on their investments characterized by a higher mean and a higher variance than the ones enjoyed by more risk averse agents. The former effect tends to make less risk averse agents wealthier over time, while the latter tends to make them poorer. The paper shows that, contrary to the results obtained using standard expected utility preferences, for some parameter values the long run distribution of wealth is dominated by more risk averse agents.