The variability and volatility of sleep: An ARCHetypal behavior

Daniel S. Hamermesh*, Gerard A. Pfann

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

Using 1975-2005 Dutch time-diary data covering over 10,000 respondents for 7 consecutive days each, we show that sleep time exhibits non-constant variability, or volatility, characterized by stationary autoregressive conditional heteroscedasticity: The absolute values of deviations from a person's average sleep on one day are positively correlated with those on adjacent days. Sleep is more variable on weekends and among younger people, those without young children, or with less education. Volatility is greater among parents with young children, slightly greater among men, but independent of other demographics. Economic incentives to minimize the dispersion of sleep imply higher-wage workers will exhibit less dispersion, which we observe. Sleep volatility spills over onto volatility in other personal activities, with no reverse causation onto sleep. The results illustrate a novel dimension of inequality among people and could be applied to a wide variety of human behavior and biological processes.

Original languageEnglish
Article number101175
Number of pages9
JournalEconomics & Human Biology
Volume47
Early online date23 Aug 2022
DOIs
Publication statusPublished - Dec 2022

Keywords

  • Time use
  • ARCH
  • Economic incentives in biological processes
  • volatility

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