Earnings Volatility
Statistics on Volatility
This page contains statistics on earnings growth and volatility in Canada from 1983—2016 based on Statistics Canada’s T1PMF. See Description of Data, Sampling, and Variables used to Compute All Statistics and Description of Files Used to Create All Figures for additional details.
Available Volatility .csv Data Files
Stata .do files and associated .pdf figures:
Evolution of annual earnings volatility as measured by 90—50 and 50—10 percentile differences of annual and 5-year growth in log earnings residuals. Available for following subgroups: men, women, both.
volatility _fig4ashort.do (fig4ashort.pdf)
Evolution of percentiles for annual and 5-year growth in log earnings residuals. Available for following subgroups: men, women, both.
volatility _fig4ashort_normalized.do (fig4a_short_n.pdf)
Evolution of percentiles for annual and 5-year growth (relative to initial year) in log earnings residuals. Available for following subgroups: men, women, both.
volatility _fig5A.do (fig5A.pdf)
Evolution of Kelley skewness of annual and 5-year growth in log earnings residuals (both men and women).
volatility _fig5A_coef.do (fig5A_coef.pdf)
Evolution of moment-based coefficient of skewness of annual and 5-year growth in log earnings residuals (both men and women).
volatility _fig5B.do (fig5B.pdf)
Evolution of Crow-Siddiqui kurtosis of annual and 5-year growth in log earnings residuals (both men and women).
volatility _fig5B_coef.do (fig5B_coef.pdf)
Evolution of moment-based coefficient of excess kurtosis of annual and 5-year growth in log earnings residuals (both men and women).
