Some searches may not work properly. We apologize for the inconvenience.
My bibliography Save this paperCyclical Dynamics in Idiosyncratic Labor-Market Risks: Evidence From March CPS 1968-2011
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Zhao, Bo, 2013. "Cyclical dynamics in idiosyncratic labor-market risks: Evidence from March CPS 1968–2011," Economics Letters, Elsevier, vol. 120(3), pages 528-531.
References listed on IDEAS
- Altonji, Joseph G & Segal, Lewis M, 1996.
"Small-Sample Bias in GMM Estimation of Covariance Structures,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 353-366, July.
- Joseph Altonji & Lewis M. Segal, 1994. "Small sample bias in GMM estimation of covariance structures," Working Paper Series, Macroeconomic Issues 94-8, Federal Reserve Bank of Chicago.
- Joseph G. Altonji & Lewis M. Segal, 1994. "Small Sample Bias in GMM Estimation of Covariance Structures," NBER Technical Working Papers 0156, National Bureau of Economic Research, Inc.
- Brigitte C. Madrian & Lars John Lefgren, 1999. "A Note on Longitudinally Matching Current Population Survey (CPS) Respondents," NBER Technical Working Papers 0247, National Bureau of Economic Research, Inc.
- Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2004. "Cyclical Dynamics in Idiosyncratic Labor Market Risk," Journal of Political Economy, University of Chicago Press, vol. 112(3), pages 695-717, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dong, Feng & Liu, Jianfeng & Xu, Zhiwei & Zhao, Bo, 2021. "Flight to housing in China," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
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.- Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016.
"A life-cycle model with ambiguous survival beliefs,"
Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
- Max Groneck & Ludwig, Alexander & Alexander Zimper, 2013. "A Life-Cycle Model with Ambiguous Survival Beliefs," MEA discussion paper series 201305, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Max Groneck & Alexander Ludwig, 2014. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Papers 201465, University of Pretoria, Department of Economics.
- Alexander Ludwig & Alexander Zimper & Max Groneck, 2014. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Papers 473, Economic Research Southern Africa.
- Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2015. "A life-cycle model with ambiguous survival beliefs," SAFE Working Paper Series 73, Leibniz Institute for Financial Research SAFE, revised 2015.
- Max Groneck & Alexander Ludwig & Alexander Zimper, 2013. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Paper Series in Economics 63, University of Cologne, Department of Economics, revised 22 Nov 2013.
- Masakatsu Okubo, 2015. "Earnings Dynamics and Profile Heterogeneity: Estimates from Japanese Panel Data," The Japanese Economic Review, Japanese Economic Association, vol. 66(1), pages 112-146, March.
- Tom Krebs & Pravin Krishna & William Maloney, 2010.
"Trade Policy, Income Risk, and Welfare,"
The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 467-481, August.
- Tom Krebs & Pravin Krishna & William Maloney, 2004. "Trade Policy, Income Risk, and Welfare," Working Papers 2004-09, Brown University, Department of Economics.
- Krebs, tom & Krishna, Pravin & Maloney, William, 2005. "Trade policy, income risk, and welfare," Policy Research Working Paper Series 3622, The World Bank.
- Tom Krebs & Pravin Krishna, 2005. "Trade Policy, Income Risk and Welfare," 2005 Meeting Papers 271, Society for Economic Dynamics.
- Tom Krebs & Pravin Krishna & William Maloney, 2005. "Trade Policy, Income Risk, and Welfare," NBER Working Papers 11255, National Bureau of Economic Research, Inc.
- Francesca Parodi, 2024.
"Consumption Tax Cuts In A Recession,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 117-148, February.
- Francesca Parodi, 2021. "Consumption Tax Cuts in a Recession," Carlo Alberto Notebooks 658, Collegio Carlo Alberto.
- Parodi, Francesca, 2023. "Consumption Tax Cuts in a Recession," CEPR Discussion Papers 17953, C.E.P.R. Discussion Papers.
- Carlos Madeira, 2015. "Identification of Earning Dynamics using Rotating Samples over Short Periods: The Case of Chile," Working Papers Central Bank of Chile 754, Central Bank of Chile.
- Philip Jung & Moritz Kuhn, 2019.
"Earnings Losses and Labor Mobility Over the Life Cycle,"
Journal of the European Economic Association, European Economic Association, vol. 17(3), pages 678-724.
- Jung, Philip & Kuhn, Moritz, 2012. "Earnings losses and labor mobility over the life-cycle," MPRA Paper 40287, University Library of Munich, Germany.
- Kuhn, Moritz & Jung, Philip, 2016. "Earnings losses and labor mobility over the lifecycle," CEPR Discussion Papers 11572, C.E.P.R. Discussion Papers.
- Philip Jung & Moritz Kuhn, 2017. "Earnings Losses and Labor Mobility Over the Life Cycle," CESifo Working Paper Series 6552, CESifo.
- Philip Jung, 2013. "Earnings losses and labor mobility over the lifecycle," 2013 Meeting Papers 771, Society for Economic Dynamics.
- Jung, Philip & Kuhn, Moritz, 2012. "Earnings Losses and Labor Mobility over the Lifecycle," IZA Discussion Papers 6835, Institute of Labor Economics (IZA).
- Fatih Guvenen, 2009.
"An Empirical Investigation of Labor Income Processes,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(1), pages 58-79, January.
- Fatih Guvenen, 2005. "An Empirical Investigation of Labor Income Processes," Macroeconomics 0508026, University Library of Munich, Germany.
- Fatih Guvenen, 2007. "An Empirical Investigation of Labor Income Processes," NBER Working Papers 13394, National Bureau of Economic Research, Inc.
- Fatih Guvenen, 2007. "An empirical investigation of labor income processes," IFS Working Papers W07/13, Institute for Fiscal Studies.
- Fatih Guvenen, 2008. "Code and data files for "An Empirical Investigation of Labor Income Processes"," Computer Codes 06-15, Review of Economic Dynamics.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2014.
"Consumption and Labor Supply with Partial Insurance: An Analytical Framework,"
American Economic Review, American Economic Association, vol. 104(7), pages 2075-2126, July.
- Kjetil Storesletten & Gianluca Violante & Jonathan Heathcote, 2007. "Consumption and Labor Supply with Partial Insurance: An Analytical Framework," 2007 Meeting Papers 913, Society for Economic Dynamics.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Consumption and Labor Supply with Partial Insurance: An Analytical Framework," NBER Working Papers 15257, National Bureau of Economic Research, Inc.
- Storesletten, Kjetil & Violante, Giovanni & Heathcote, Jonathan, 2007. "Consumption and Labour Supply with Partial Insurance: An Analytical Framework," CEPR Discussion Papers 6280, C.E.P.R. Discussion Papers.
- Juan Contreras & Joseph Nichols, 2009. "Consumption Responses to Permanent and Transitory Shocks to House Appreciation: Working Paper 2009-05," Working Papers 41876, Congressional Budget Office.
- Juan Contreras & Joseph B. Nichols, 2010. "Consumption responses to permanent and transitory shocks to house appreciation," Finance and Economics Discussion Series 2010-32, Board of Governors of the Federal Reserve System (U.S.).
- Taisuke Nakata & Christopher Tonetti, 2015.
"Small Sample Properties of Bayesian Estimators of Labor Income Processes,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 18(1), pages 121-148, May.
- Taisuke Nakata & Christopher Tonetti, 2015. "Small sample properties of Bayesian estimators of labor income processes," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 121-148, May.
- Taisuke Nakata & Christopher Tonetti, 2014. "Small Sample Properties of Bayesian Estimators of Labor Income Processes," Finance and Economics Discussion Series 2014-25, Board of Governors of the Federal Reserve System (U.S.).
- Jan Hogrefe & Yao Yao, 2016.
"Offshoring and labor income risk: an empirical investigation,"
Empirical Economics, Springer, vol. 50(3), pages 1045-1063, May.
- Jan Hogrefe & Yao Yao, 2012. "Offshoring and Labor Income Risk: An Empirical Investigation," SOEPpapers on Multidisciplinary Panel Data Research 515, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Ivan Vidangos, 2009. "Household welfare, precautionary saving, and social insurance under multiple sources of risk," Finance and Economics Discussion Series 2009-14, Board of Governors of the Federal Reserve System (U.S.).
- Ludvigson, Sydney C., 2013.
"Advances in Consumption-Based Asset Pricing: Empirical Tests,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 799-906,
Elsevier.
- Sydney C. Ludvigson, 2011. "Advances in Consumption-Based Asset Pricing: Empirical Tests," NBER Working Papers 16810, National Bureau of Economic Research, Inc.
- Konstantinos Angelopoulos & Spyridon Lazarakis & Jim Malley, 2019.
"Cyclical income risk in Great Britain,"
CESifo Working Paper Series
7594, CESifo.
- Konstantinos Angelopoulos & Spyridon Lazarakis & James Malley, 2019. "Cyclical income risk in Great Britain," Working Papers 2019_03, Business School - Economics, University of Glasgow.
- Storesletten, Kjetil & Violante, Giovanni & Heathcote, Jonathan, 2004. "The Cross-Sectional Implications of Rising Wage Inequality in the United States," CEPR Discussion Papers 4296, C.E.P.R. Discussion Papers.
- Konstantinos Angelopoulos & Spyridon Lazarakis & James Malley, 2019. "Cyclical income risk in Great Britain," Working Papers 2019-03, Business School - Economics, University of Glasgow.
- Covas, Francisco, 2006.
"Uninsured idiosyncratic production risk with borrowing constraints,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2167-2190, November.
- Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Staff Working Papers 05-26, Bank of Canada.
- Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk With Borrowing Constraints," Computing in Economics and Finance 2005 198, Society for Computational Economics.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2023.
"Optimal Monetary Policy According to HANK,"
American Economic Review, American Economic Association, vol. 113(7), pages 1741-1782, July.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2020. "Optimal Monetary Policy According to HANK," Staff Reports 916, Federal Reserve Bank of New York.
- Sushant Acharya & Edouard Challe & Keshav Dogra, 2021. "Optimal Monetary Policy According to HANK," Staff Working Papers 21-55, Bank of Canada.
- Acharya, Sushant & CHALLE, Edouard & Dogra, Keshav, 2020. "Optimal Monetary Policy According to HANK," CEPR Discussion Papers 14429, C.E.P.R. Discussion Papers.
- Juan-Carlos Cordoba, 2004.
"Debt-Constraints or Incomplete Markets? A Decomposition of the Wealth and Consumption Inequality in the U.S,"
Econometric Society 2004 Latin American Meetings
335, Econometric Society.
- Juan-Carlos Cordoba, 2004. "Debt-Constraints or Incomplete Markets? A Decomposition of the Wealth and Consumption Inequality in the U.S," Macroeconomics 0404004, University Library of Munich, Germany.
More about this item
Keywords
Countercyclical; Idiosyncratic risk; Incomplete market model;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- J30 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - General
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:pra:mprapa:47548. 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: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.