Household portfolio choices under (non-)linear income risk: an empirical framework
Author
Abstract
Suggested Citation
DOI: https://doi.org/10.53479/33792
Download full text from publisher
References listed on IDEAS
- Jérôme Adda & Christian Dustmann & Katrien Stevens, 2017.
"The Career Costs of Children,"
Journal of Political Economy, University of Chicago Press, vol. 125(2), pages 293-337.
- Adda, Jérôme & Dustmann, Christian & Stevens, Katrien, 2011. "The Career Costs of Children," Working Papers 2011-13, University of Sydney, School of Economics.
- Jerome Adda & Christian Dustmann & Katrien Stevens, 2012. "The Career Costs of Children," Economics Working Papers ECO2012/, European University Institute.
- Adda, Jérôme & Dustmann, Christian & Stevens, Katrien, 2011. "The Career Costs of Children," IZA Discussion Papers 6201, Institute of Labor Economics (IZA).
- Dustmann, Christian & Adda, Jérôme & Stevens, Katrien, 2011. "The Career Costs of Children," CEPR Discussion Papers 8697, C.E.P.R. Discussion Papers.
- Dustmann, Christian & Stevens, Katrien & Adda, Jérôme, 2016. "The Career Costs of Children," CEPR Discussion Papers 11586, C.E.P.R. Discussion Papers.
- Jérôme Adda & Christian Dustmann & Katrien Stevens, 2016. "The Career Costs of Children," CESifo Working Paper Series 6158, CESifo.
- Raj Chetty & László Sándor & Adam Szeidl, 2017.
"The Effect of Housing on Portfolio Choice,"
Journal of Finance, American Finance Association, vol. 72(3), pages 1171-1212, June.
- Raj Chetty & Adam Szeidl, 2010. "The Effect of Housing on Portfolio Choice," NBER Working Papers 15998, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sophie-Charlotte Klose & Johannes Lederer, 2020. "A Pipeline for Variable Selection and False Discovery Rate Control With an Application in Labor Economics," Papers 2006.12296, arXiv.org, revised Jun 2020.
- Amano-Patiño, N. & Baron, T. & Xiao, P., 2020. "Human Capital Accumulation, Equilibrium Wage-Setting and the Life-Cycle Gender Pay Gap," Cambridge Working Papers in Economics 2010, Faculty of Economics, University of Cambridge.
- Anne Ardila Brenøe & Ulf Zölitz, 2020.
"Exposure to More Female Peers Widens the Gender Gap in STEM Participation,"
Journal of Labor Economics, University of Chicago Press, vol. 38(4), pages 1009-1054.
- Anne Ardila Brenøe & Ulf Zölitz, 2018. "Exposure to more female peers widens the gender gap in STEM participation," ECON - Working Papers 285, Department of Economics - University of Zurich.
- Zölitz, Ulf & Brenøe, Anne, 2019. "Exposure to More Female Peers Widens the Gender Gap in STEM Participation," CEPR Discussion Papers 13966, C.E.P.R. Discussion Papers.
- Brenøe, Anne Ardila & Zölitz, Ulf, 2019. "Exposure to More Female Peers Widens the Gender Gap in STEM Participation," IZA Discussion Papers 12582, Institute of Labor Economics (IZA).
- Anne Ardila Brenoe & Ulf Zölitz, 2019. "Exposure to More Female Peers Widens the Gender Gap in STEM Participation," CESifo Working Paper Series 7829, CESifo.
- Lorenzo Ductor & Sanjeev Goyal & Anja Prummer, 2018.
"Gender & Collaboration,"
Working Papers
856, Queen Mary University of London, School of Economics and Finance.
- Ductor, L & Goyal, S. & Prummer, A., 2018. "Gender & Collaboration," Cambridge Working Papers in Economics 1820, Faculty of Economics, University of Cambridge.
- Bhalotra, Sonia & Clarke, Damian & Mühlrad, Hanna & Palme, Mårten, 2021.
"Health and Labor Market Impacts of Twin Birth : Evidence from a Swedish IVF Policy Mandate,"
The Warwick Economics Research Paper Series (TWERPS)
1391, University of Warwick, Department of Economics.
- Bhalotra, S & Clarke, D & Muhlrad, H & Palme, M, 2022. "Health and Labor Market Impacts of Twin Birth: Evidence from a Swedish IVF Policy Mandate," CAGE Online Working Paper Series 602, Competitive Advantage in the Global Economy (CAGE).
- Bhalotra, Sonia R. & Clarke, Damian & Mühlrad, Hanna & Palme, Mårten, 2022. "Health and Labor Market Impacts of Twin Birth: Evidence from a Swedish IVF Policy Mandate," IZA Discussion Papers 14990, Institute of Labor Economics (IZA).
- Bhalotra, Sonia & Clarke, Damian & Mühlrad, Hanna & Palme, Mårten, 2022. "Health and Labor Market Impacts of Twin Birth : Evidence from a Swedish IVF Policy Mandate," CEPR Discussion Papers 17256, C.E.P.R. Discussion Papers.
- Shang, Longfei & Saffar, Walid, 2023. "Employment Protection and Household Mortgage Debt," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2016.
"Female Labor Supply, Human Capital, and Welfare Reform,"
Econometrica, Econometric Society, vol. 84, pages 1705-1753, September.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan M. Shaw, 2013. "Female Labour Supply, Human Capital and Welfare Reform," NBER Working Papers 19007, National Bureau of Economic Research, Inc.
- Blundell, Richard & Costa Dias, Monica & Meghir, Costas & Shaw, Jonathan, 2013. "Female Labour Supply, Human Capital and Welfare Reform," IZA Discussion Papers 7375, Institute of Labor Economics (IZA).
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female labour supply, human capital and welfare reform," IFS Working Papers W13/10, Institute for Fiscal Studies.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female Labour Supply, Human Capital and Welfare Reform," STICERD - Public Economics Programme Discussion Papers 21, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Blundell, Richard & Meghir, Costas & Shaw, Jonathan & Costa Dias, Monica, 2013. "Female labour supply, human capital and welfare reform," LSE Research Online Documents on Economics 58076, London School of Economics and Political Science, LSE Library.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female Labor Supply, Human Capital and Welfare Reform," Cowles Foundation Discussion Papers 1892, Cowles Foundation for Research in Economics, Yale University.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female Labor Supply, Human Capital and Welfare Reform," Cowles Foundation Discussion Papers 1892R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2016. "Female labour supply, human capital and welfare reform," IFS Working Papers W16/03, Institute for Fiscal Studies.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female Labor Supply, Human Capital and Welfare Reform," Cowles Foundation Discussion Papers 1892R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2016.
- Huirong Liu, 2020. "Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from China's Urban Areas," Papers 2001.01641, arXiv.org.
- Haan, Peter & Prowse, Victoria, 2014.
"Longevity, life-cycle behavior and pension reform,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 582-601.
- Victoria Prowse & Peter Haan, 2011. "Longevity, Life-cycle Behavior and Pension Reform," Economics Series Working Papers 556, University of Oxford, Department of Economics.
- Haan, Peter & Prowse, Victoria, 2012. "Longevity, life-cycle behavior and pension reform," MPRA Paper 39282, University Library of Munich, Germany.
- Peter Haan & Victoria Prowse, 2011. "Longevity, Life-Cycle Behavior and Pension Reform," Discussion Papers of DIW Berlin 1140, DIW Berlin, German Institute for Economic Research.
- Peter Haan & Victoria Prowse, 2011. "Longevity, Life-Cycle Behavior and Pension Reform," SOEPpapers on Multidisciplinary Panel Data Research 396, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Haan, Peter & Prowse, Victoria L., 2011. "Longevity, Life-Cycle Behavior and Pension Reform," IZA Discussion Papers 5858, Institute of Labor Economics (IZA).
- Kristiina Huttunen & Jenni Kellokumpu, 2016.
"The Effect of Job Displacement on Couples' Fertility Decisions,"
Journal of Labor Economics, University of Chicago Press, vol. 34(2), pages 403-442.
- Kristiina Huttunen & Jenni Kellokumpu, 2012. "The Effect of Job Displacement on Couples’ Fertility Decisions," Working Papers 274, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE.
- Huttunen, Kristiina & Kellokumpu, Jenni, 2012. "The Effect of Job Displacement on Couples' Fertility Decisions," IZA Discussion Papers 6707, Institute of Labor Economics (IZA).
- Huttunen, Kristiina & Kellokumpu, Jenni, 2012. "The Effect of Job Displacement on Couples' Fertility Decisions," Working Papers 29, VATT Institute for Economic Research.
- Huttunen, Kristiina & Kellokumpu, Jenni, 2012. "The effect of job displacement on couples' fertility decisions," MPRA Paper 36964, University Library of Munich, Germany.
- Virginia Sanchez Marcos & Ezgi Kaya & Nezih Guner, 2017.
"Labor Market Frictions and Lowest Low Fertility,"
2017 Meeting Papers
1015, Society for Economic Dynamics.
- Guner, Nezih & Kaya, Ezgi & Sánchez Marcos, Virginia, 2019. "Labor Market Frictions and Lowest Low Fertility," IZA Discussion Papers 12771, Institute of Labor Economics (IZA).
- Nezih Guner & Ezgi Kaya & Virginia Sánchez Marcos, 2019. "Labor Market Frictions and Lowest Low Fertility," Working Papers wp2019_1913, CEMFI.
- Sánchez-Marcos, Virginia & Guner, Nezih & Kaya, Ezgi, 2022. "Labor Market Frictions and Lowest Low Fertility," CEPR Discussion Papers 14139, C.E.P.R. Discussion Papers.
- Mavropoulos, Antonios & Xiong, Qizhou, 2019. "Housing consumption and macroprudential policies in Europe: An ex ante evaluation," IWH Discussion Papers 17/2018, Halle Institute for Economic Research (IWH), revised 2019.
- Ma, Chao & Zhang, Shuoxun, 2024. "Can housing booms elevate financing costs of financial institutions?," Journal of Development Economics, Elsevier, vol. 167(C).
- Bozena Wielgoszewska & Alex Bryson & Monica Costa-Dias & Francesca Foliano & Heather Joshi & David Wilkinson, 2021. "Exploring the Reasons for Labour Market Gender Inequality a Year into the Covid-19 Pandemic: Evidence from the UK Cohort Studies," DoQSS Working Papers 21-23, Quantitative Social Science - UCL Social Research Institute, University College London.
- Libertad González Luna & Lidia Farré, 2017.
"The effects of paternity leave on fertility and labor market outcomes,"
Economics Working Papers
1572, Department of Economics and Business, Universitat Pompeu Fabra.
- Lídia Farré & Libertad González, 2017. "The Effects of Paternity Leave on Fertility and Labor Market Outcomes," Working Papers 978, Barcelona School of Economics.
- Farré, Lídia & González, Libertad, 2017. "The Effects of Paternity Leave on Fertility and Labor Market Outcomes," IZA Discussion Papers 10865, Institute of Labor Economics (IZA).
- Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010.
"Who Invests in Home Equity to Exempt Wealth from Bankruptcy?,"
Discussion Paper
2010-118, Tilburg University, Center for Economic Research.
- Corradin, Stefano & Gropp, Reint E. & Huizinga, Harry & Laeven, Luc, 2013. "Who invests in home equity to exempt wealth from bankruptcy?," SAFE Working Paper Series 21, Leibniz Institute for Financial Research SAFE.
- Gropp, Reint & Corradin, Stefano & Huizinga, Harry & Laeven, Luc, 2011. "Who invests in home equity to exempt wealth from bankruptcy?," Working Paper Series 1337, European Central Bank.
- Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 876e53a4-bd96-4516-8f9f-1, Tilburg University, School of Economics and Management.
- Corradin, S. & Gropp, R. & Huizinga, H.P. & Laeven, L., 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," Other publications TiSEM 1af9bcc0-1fae-4575-8bad-8, Tilburg University, School of Economics and Management.
- Huizinga, Harry & Gropp, Reint & Laeven, Luc & Corradin, Stefano, 2010. "Who Invests in Home Equity to Exempt Wealth from Bankruptcy?," CEPR Discussion Papers 8097, C.E.P.R. Discussion Papers.
- Chen, Cheng & Zhao, Wangyang & Chou, Shin-Yi & Lien, Hsien-Ming, 2021. "The effect of family size on parents' labor supply and occupational prestige: Evidence from Taiwan and Mainland China," China Economic Review, Elsevier, vol. 66(C).
- Hanno Foerster, 2019. "The Impact of Post-Marital Maintenance on Dynamic Decisions and Welfare of Couples," Boston College Working Papers in Economics 982, Boston College Department of Economics.
- Jeanne Lafortune & Corinne Low, 2023.
"Collateralized Marriage,"
American Economic Journal: Applied Economics, American Economic Association, vol. 15(4), pages 252-291, October.
- Jeanne Lafortune & Corinne Low, 2020. "Collateralized Marriage," NBER Working Papers 27210, National Bureau of Economic Research, Inc.
- Jeanne Lafortune & Corinne Low, 2021. "Collateralized Marriage," Working Papers 2021-017, Human Capital and Economic Opportunity Working Group.
- Ghazala Azmat & Lena Hensvik & Olof Rosenqvist, 2021. "Workplace Presenteeism, Job Substitutability and Gender Inequality," SciencePo Working papers Main hal-03812822, HAL.
More about this item
Keywords
stock market participation; non-linear income persistence; sample selection; quantile selection models; latent variables;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
- G50 - Financial Economics - - Household Finance - - - General
- J24 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Human Capital; Skills; Occupational Choice; Labor Productivity
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-11-20 (Econometrics)
- NEP-LMA-2023-11-20 (Labor Markets - Supply, Demand, and Wages)
- NEP-RMG-2023-11-20 (Risk Management)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bde:wpaper:2327. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ángel Rodríguez. Electronic Dissemination of Information Unit. Research Department. Banco de España (email available below). General contact details of provider: https://edirc.repec.org/data/bdegves.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.