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Prediction and Determination of Household Permanent Income

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Author Info
Ramses H. Abul Naga
Robin Burgess

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Abstract

This paper is about the determination and prediction of permanent income in household data. Standard static welfare indicators (e.g. per capita expenditure and income) are imperfect in this respect as they typically contain a high transitory component. The framework we employ is consistent with the permanent income hypothesis but is supplemented with a causes equation where unobservable permanent income is explicitly modelled as function of causal variables which play a key part in its determination. Simultaneous estimation of the model allows us to compare how well different standard static welfare indicators identify permanent income but more importantly enables us to predict permanent income using information contained both in the causal variables and in the standard static welfare indicators. The paper is closed by an pplication of the methodology to household data from the rual sector of two Chinese provinces.

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Paper provided by Suntory and Toyota International Centres for Economics and Related Disciplines, LSE in its series STICERD - Distributional Analysis Research Programme Papers with number 32.

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Date of creation: Nov 1997
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Handle: RePEc:cep:stidar:32

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Keywords: permanent income; prediction; determination; living standards; rural China;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Milton Friedman & Simon Kuznets, 1954. "Income from Independent Professional Practice," NBER Books, National Bureau of Economic Research, Inc, number frie54-1.
  2. Goldberger, Arthur S, 1972. "Maximum-Likelihood Estimation of Regressions Containing Unobservable Independent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(1), pages 1-15, February. [Downloadable!] (restricted)
  3. Glewwe, Paul & van der Gaag, Jacques, 1990. "Identifying the poor in developing countries: Do different definitions matter?," World Development, Elsevier, vol. 18(6), pages 803-814, June. [Downloadable!] (restricted)
  4. Ravallion, Martin, 1988. "Expected Poverty under Risk-Induced Welfare Variability," Economic Journal, Royal Economic Society, vol. 98(393), pages 1171-82, December. [Downloadable!] (restricted)
  5. Lillard, Lee A & Willis, Robert J, 1978. "Dynamic Aspects of Earning Mobility," Econometrica, Econometric Society, vol. 46(5), pages 985-1012, September. [Downloadable!] (restricted)
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  6. Glewwe, Paul, 1991. "Investigating the determinants of household welfare in Cote d'Ivoire," Journal of Development Economics, Elsevier, vol. 35(2), pages 307-337, April. [Downloadable!] (restricted)
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  1. Nicoletta Rosati, 2006. "A nonparametric analysis of welfare and the economic shocks," CeMMAP working papers CWP22/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Ramses H. ABUL NAGA & Enrico BOLZANI, 2000. "Poverty and Permanent Income : A Methodology for Cross-Section Data," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 00.26, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
  3. Gary Fields & Paul Cichello & Samuel Freije & Marta Menéndez & David Newhouse, 2003. "For Richer or for Poorer? Evidence from Indonesia, South Africa, Spain, and Venezuela," Journal of Economic Inequality, Springer, vol. 1(1), pages 67-99, April. [Downloadable!] (restricted)
  4. Riccardo Massari, 2005. "A Measure of Welfare Based on Permanent Income Hypothesis: An Application on Italian Households Budgets," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 64(1), pages 55-92, September. [Downloadable!]
  5. Ramses H. ABUL NAGA, 2001. "Social Welfare Orderings: A Life-Cycle Perspective," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 01.12, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
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