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Citations for "The use of time series processes to model the error structure of earnings in a longitudinal data analysis"

by MaCurdy, Thomas E.

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  1. Renata Bottazzi & Hamish Low & Matthew Wakefield, 2007. "Why do home owners work longer hours?," IFS Working Papers W07/10, Institute for Fiscal Studies.
  2. Buhai, Sebastian & Teulings, Coen, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," IZA Discussion Papers 1997, Institute for the Study of Labor (IZA).
  3. Cappellari, Lorenzo & Jenkins, Stephen P., 2013. "Earnings and labour market volatility in Britain," ISER Working Paper Series 2013-10, Institute for Social and Economic Research.
  4. Blundell, Richard William & Pistaferri, Luigi & Preston, Ian, 2002. "Partial Insurance, Information, and Consumption Dynamics," CEPR Discussion Papers 3666, C.E.P.R. Discussion Papers.
  5. Olga Gorbachev & Keshav Dogra, 2009. "Evolution of Consumption Volatility for the Liquidity Constrained Households over 1983 to 2004," ESE Discussion Papers 193, Edinburgh School of Economics, University of Edinburgh.
  6. Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series 4822, CESifo Group Munich.
  7. Higgins, Tim & Sinning, Mathias, 2013. "Modeling Income Dynamics for Public Policy Design: An Application to Income Contingent Student Loans," IZA Discussion Papers 7556, Institute for the Study of Labor (IZA).
  8. Lance Lochner & Youngki Shin, 2014. "Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20142, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  9. John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Journal of Human Resources, University of Wisconsin Press, vol. 33(2), pages 251-299.
  10. Walter Sosa-Escudero & Mariana Marchionni & Omar Arias, 2006. "Sources of Income Persistence: Evidence from Rural El Salvador," CEDLAS, Working Papers 0037, CEDLAS, Universidad Nacional de La Plata.
  11. Carroll, Christopher D., 2009. "Precautionary saving and the marginal propensity to consume out of permanent income," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 780-790, September.
  12. Chabé-Ferret, Sylvain, 2012. "Matching vs Differencing when Estimating Treatment Effects with Panel Data: the Example of the Effect of Job Training Programs on Earnings," TSE Working Papers 12-356, Toulouse School of Economics (TSE).
  13. Nikolaus Bartzsch, 2007. "Precautionary Saving and Income Uncertainty in Germany: New Evidence from Microdata," SOEPpapers on Multidisciplinary Panel Data Research 21, DIW Berlin, The German Socio-Economic Panel (SOEP).
  14. Martin Browning & Mette Ejrnæs & Javier Alvarez, 2010. "Modelling Income Processes with Lots of Heterogeneity," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1353-1381.
  15. Krueger, Dirk & Perri, Fabrizio, 2010. "Public versus Private Risk Sharing," CEPR Discussion Papers 7625, C.E.P.R. Discussion Papers.
  16. Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013. "Mismatch, Sorting and Wages Dynamics," Sciences Po publications info:hdl:2441/32h1padvln8, Sciences Po.
  17. Athanasoulis, Stefano G., 2005. "Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands," Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 423-447, March.
  18. Abdelhak S. Senhadji, 2000. "How Significant are Departures from Certainty Equivalence? Some Analytical and Empirical Results," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(3), pages 597-617, July.
  19. Bent E. Sorensen & Maria J. Luengo-Prado, 2004. "The Buffer Stock Model and the Aggregate Propensity to Consume," Econometric Society 2004 North American Summer Meetings 457, Econometric Society.
  20. John Campbell & Joao Cocco, 2004. "How Do House Prices Affect Consumption? Evidence from Micro Data," 2004 Meeting Papers 357a, Society for Economic Dynamics.
  21. Bonomo, Marco & Garcia, Rene, 1996. "Consumption and equilibrium asset pricing: An empirical assessment," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 239-265, September.
  22. Burgess, Simon & Gardiner, Karin & Jenkins, Stephen P & Propper, Carol, 2000. "Measuring Income Risk," CEPR Discussion Papers 2512, C.E.P.R. Discussion Papers.
  23. Paul Gregg & Rosanna Scutella & Claudia Vittori, 2012. "Earnings Mobility and Inequality: An Integrated Framework," Melbourne Institute Working Paper Series wp2012n26, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  24. Sologon, Denisa Maria & O'Donoghue, Cathal, 2009. "Earnings Dynamics and Inequality among Men across 14 EU Countries, 1994-2001: Evidence from ECHP," IZA Discussion Papers 4012, Institute for the Study of Labor (IZA).
  25. Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2010. "Evidence on the Insurance Effect of Redistributive Taxation," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 965-973, November.
  26. Kai Liu & Marcos Chamon & Eswar Prasad, 2010. "Income Uncertainty and Household Savings in China," IMF Working Papers 10/289, International Monetary Fund.
  27. Pischke, J.S., 1993. "Individual Income, Incomplete Information, and Aggregate Consumption," Working papers 93-16, Massachusetts Institute of Technology (MIT), Department of Economics.
  28. Martin Nybom & Jan Stuhler, 2016. "Heterogeneous Income Profiles and Lifecycle Bias in Intergenerational Mobility Estimation," Journal of Human Resources, University of Wisconsin Press, vol. 51(1), pages 239-268.
  29. John Creedy & Elin Halvorsen & Thor O. Thoresen, 2013. "Inequality Comparisons In A Multi-Period Framework: The Role Of Alternative Welfare Metrics," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(2), pages 235-249, 06.
  30. Bingley, Paul & Cappellari, Lorenzo & Westergård-Nielsen, Niels C., 2013. "Unemployment Insurance, Wage Dynamics and Inequality over the Life Cycle," IZA Discussion Papers 7128, Institute for the Study of Labor (IZA).
  31. Lawrence F. Katz, 1986. "Efficiency Wage Theories: A Partial Evaluation," NBER Working Papers 1906, National Bureau of Economic Research, Inc.
  32. Ramses H. Abul Naga, 2001. "Galtonian Regression of Intergenerational Income Linkages: Biased Procedures, a New Estimator and Mean-Square Error Comparisons," STICERD - Distributional Analysis Research Programme Papers 53, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  33. Moshe Buchinsky & Jennifer Hunt, 1999. "Wage Mobility In The United States," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 351-368, August.
  34. Joseph G. Altonji & Ana Paula Martins & Aloysius Siow, 1987. "Dynamic Factor Models of Consumption, Hours, and Income," NBER Working Papers 2155, National Bureau of Economic Research, Inc.
  35. Serdar Ozkan & Jae Song & Fatih Karahan & Fatih Guvenen, 2015. "What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk?," 2015 Meeting Papers 1183, Society for Economic Dynamics.
  36. Andini, Corrado, 2014. "Persistence Bias and Schooling Returns," IZA Discussion Papers 8143, Institute for the Study of Labor (IZA).
  37. Greg Kaplan & Giovanni L. Violante, 2009. "How Much Consumption Insurance Beyond Self-Insurance?," NBER Working Papers 15553, National Bureau of Economic Research, Inc.
  38. Storesletten, Kjetil & Telmer, Chris & Yaron, Amir, 2001. "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," CEPR Discussion Papers 3065, C.E.P.R. Discussion Papers.
  39. Costas Meghir & Luigi Pistaferri, 2001. "Income variance dynamics and heterogenity," IFS Working Papers W01/07, Institute for Fiscal Studies.
  40. Frederiksen, Anders & Halliday, Timothy J. & Koch, Alexander K., 2010. "Within- and Cross-Firm Mobility and Earnings Growth," IZA Discussion Papers 5163, Institute for the Study of Labor (IZA).
  41. Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
  42. Kässi, Otto, 2011. "Earnings Dynamics of Men and Women in Finland: Permanent Inequality versus Earnings Instability," MPRA Paper 34301, University Library of Munich, Germany.
  43. Chen, Kevin Z. & D. Meilke, Karl & Turvey, Calum, 1999. "Income risk and farm consumption behavior," Agricultural Economics, Blackwell, vol. 20(2), pages 173-183, March.
  44. Josep Pijoan-Mas & Virginia Sánchez-Marcos, 2009. "Spain Is Different: Falling Trends Of Inequeality," Working Papers wp2009_0910, CEMFI.
  45. repec:spo:wpecon:info:hdl:2441/6ggbvnr6munghes9od0s108ro is not listed on IDEAS
  46. Fabien Postel-Vinay & Hélène Turon, 2006. "On-the-job Search, Productivity Shocks, and the Individual Earnings Process," The Centre for Market and Public Organisation 06/141, Department of Economics, University of Bristol, UK.
  47. Javier Alvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation Of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
  48. Bhashkar Mazumder, 2002. "Earnings Mobility in the US: A New Look at Intergenerational Inequality," Working Papers 02-11, Center for Economic Studies, U.S. Census Bureau.
  49. Fatih Guvenen & Burhanettin Kuruscu, 2010. "A Quantitative Analysis of the Evolution of the U.S. Wage Distribution, 1970-2000," NBER Chapters, in: NBER Macroeconomics Annual 2009, Volume 24, pages 227-276 National Bureau of Economic Research, Inc.
  50. SOLOGON Denisa & O?DONOGHUE Cathal, 2010. "Earnings dynamics and inequality in the EU, 1994-2001," LISER Working Paper Series 2010-34, LISER.
  51. Kezdi, Gabor & Hahn, Jinyong & Solon, Gary, 2002. "Jackknife minimum distance estimation," Economics Letters, Elsevier, vol. 76(1), pages 35-45, June.
  52. Ariel Pakes & Zvi Griliches, 1982. "Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs," NBER Working Papers 0933, National Bureau of Economic Research, Inc.
  53. Flavio Cunha & James J. Heckman, 2007. "The Evolution of Inequality, Heterogeneity and Uncertainty in Labor Earnings in the U.S. Economy," NBER Working Papers 13526, National Bureau of Economic Research, Inc.
  54. Albert Marcet & Kenneth J. Singleton, 1990. "Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints," Economics Working Papers 319, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1998.
  55. Hansen, Christian B., 2007. "Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 670-694, October.
  56. Liam Graham & Stephen Wright, 2009. "Information, heterogeneity and market incompleteness," Kiel Working Papers 1503, Kiel Institute for the World Economy.
  57. Carroll, Christopher D. & Samwick, Andrew A., 1997. "The nature of precautionary wealth," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 41-71, September.
  58. Goodfriend, Marvin, 1992. "Information-Aggregation Bias," American Economic Review, American Economic Association, vol. 82(3), pages 508-19, June.
  59. Skinner, Jonathan, 1988. "Risky income, life cycle consumption, and precautionary savings," Journal of Monetary Economics, Elsevier, vol. 22(2), pages 237-255, September.
  60. Hubbard, R Glenn & Skinner, Jonathan & Zeldes, Stephen P, 1995. "Precautionary Saving and Social Insurance," Journal of Political Economy, University of Chicago Press, vol. 103(2), pages 360-99, April.
  61. Yacine Ait-Sahalia & Per A. Mykland, 2003. "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," NBER Working Papers 9611, National Bureau of Economic Research, Inc.
  62. Sydney Ludvigson & Christina H. Paxson, 2001. "Approximation Bias In Linearized Euler Equations," The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 242-256, May.
  63. Lorenz Kueng, 2014. "Tax News: Identifying Tax Expectations from Municipal Bonds with an Application to Household Consumption," NBER Working Papers 20437, National Bureau of Economic Research, Inc.
  64. Alexander Michaelides, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," LSE Research Online Documents on Economics 195, London School of Economics and Political Science, LSE Library.
  65. Fatih Guvenen, 2011. "Macroeconomics with hetereogeneity : a practical guide," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 255-326.
  66. Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013. "Post schooling human capital investments and the life cycle variance of earnings," TSE Working Papers 13-380, Toulouse School of Economics (TSE).
  67. Jongmoo Choi & Elyas Elyasiani, 1997. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 267-286, October.
  68. Ramos, Xavier, 2001. "The dynamics of individual male earnings in Great Britain: 1991-1999," ISER Working Paper Series 2001-15, Institute for Social and Economic Research.
  69. Michel Normandin, 1992. "Épargne de précaution et revenu de travail incertain: un survol de la littérature," Cahiers de recherche CREFE / CREFE Working Papers 9, CREFE, Université du Québec à Montréal.
  70. Robert Moffitt & Peter Gottschalk, 2011. "Trends in the Transitory Variance of Male Earnings in the U.S., 1970-2004," Economics Working Paper Archive 578, The Johns Hopkins University,Department of Economics.
  71. Sule Alan & Thomas Crossley & Hamish Low, 2012. "Saving on a Rainy Day, Borrowing for a Rainy Day," Koç University-TUSIAD Economic Research Forum Working Papers 1212, Koc University-TUSIAD Economic Research Forum.
  72. Mark Hugget & Gustavo Ventura & Amir Yaron, 2002. "Human Capital and Earnings Distribution Dynamics," NBER Working Papers 9366, National Bureau of Economic Research, Inc.
  73. Wang, Neng, 2004. "Precautionary saving and partially observed income," Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1645-1681, November.
  74. Francesco Devicienti, 2001. "Estimating Poverty Persistence in Britain," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B2-3, International Conferences on Panel Data.
  75. repec:pri:wwseco:dp232 is not listed on IDEAS
  76. Lorenzo Pozzi, 2011. "The Time-Varying Volatility of Earnings and Aggregate Precautionary Savings," Tinbergen Institute Discussion Papers 11-144/2, Tinbergen Institute.
  77. Ramses H. ABUL NAGA, 2001. "Biases of the Ordinary Least Squares and Instrumental Variables Estimators of the Intergenerational Earnings Correlation : Revisited in the Light of Panel Data," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 01.05, Université de Lausanne, Faculté des HEC, DEEP.
  78. Hospido, Laura, 2010. "Job Changes and Individual-Job Specific Wage Dynamics," IZA Discussion Papers 5088, Institute for the Study of Labor (IZA).
  79. James J. Heckman & Jeffrey A. Smith & Christopher Taber, 1996. "What Do Bureaucrats Do? The Effects of Performance Standards and Bureaucratic Preferences on Acceptance into the JTPA Program," NBER Working Papers 5535, National Bureau of Economic Research, Inc.
  80. Joseph Gyourko & Joseph Tracy, 2006. "Using Home Maintenance and Repairs to Smooth Variable Earnings," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 736-747, November.
  81. Dominitz, Jeff, 2001. "Estimation of income expectations models using expectations and realization data," Journal of Econometrics, Elsevier, vol. 102(2), pages 165-195, June.
  82. Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir, 2001. "The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk," European Economic Review, Elsevier, vol. 45(7), pages 1311-1339.
  83. 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.
  84. Engen, Eric M. & Gruber, Jonathan, 2001. "Unemployment insurance and precautionary saving," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 545-579, June.
  85. Martin Lettau, 2001. "Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?," Staff Reports 130, Federal Reserve Bank of New York.
  86. David McCarthy, 2003. "A Lifecycle Analysis of Defined Benefit Pension Plans," Working Papers wp053, University of Michigan, Michigan Retirement Research Center.
  87. Emma Tominey, 2010. "The Timing of Parental Income and Child Outcomes: The Role of Permanent and Transitory Shocks," Discussion Papers 10/21, Department of Economics, University of York.
  88. Jesper Bagger & François Fontaine & Fabien Postel-Vinay & Jean-Marc Robin, 2014. "Tenure, Experience, Human Capital and Wages: A Tractable Equilibrium Search Model of Wage Dynamics," Sciences Po publications info:hdl:2441/7rep5mp5ij9, Sciences Po.
  89. Tom Krebs & Moritz Kuhn & Mark Wright, 2015. "Human Capital Risk, Contract Enforcement, and the Macroeconomy," Working Papers 2015-010, Human Capital and Economic Opportunity Working Group.
  90. Feigenbaum James A. & Li Geng, 2012. "Life Cycle Dynamics of Income Uncertainty and Consumption," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-49, May.
  91. Eric Smith & Carlos Carrillo Tudela, 2007. "Wage Dispersion and Wage Dynamics Within and Across Firms," 2007 Meeting Papers 615, Society for Economic Dynamics.
  92. Francisco J. Gomes & Alexander Michaelides, 2003. "Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk," LSE Research Online Documents on Economics 196, London School of Economics and Political Science, LSE Library.
  93. Donggyun Shin & Gary Solon, 2008. "Trends in Men's Earnings Volatility: What Does the Panel Study of Income Dynamics Show?," NBER Working Papers 14075, National Bureau of Economic Research, Inc.
  94. Aedín Doris & Donal O’Neill & Olive Sweetman, 2013. "Identification of the covariance structure of earnings using the GMM estimator," Journal of Economic Inequality, Springer, vol. 11(3), pages 343-372, September.
  95. Orazio Attanasio & Margherita Borella, 2006. "Stochastic Components of Individual Consumption: A Time Series Analysis of Grouped Data," NBER Working Papers 12456, National Bureau of Economic Research, Inc.
  96. Michal Myck & Richard Ochmann & Salmai Qari, 2009. "Dynamics of Earnings and Hourly Wages in Germany," Discussion Papers of DIW Berlin 929, DIW Berlin, German Institute for Economic Research.
  97. Lisa B. Kahn & Fabian Lange, 2014. "Employer Learning, Productivity, and the Earnings Distribution: Evidence from Performance Measures," Review of Economic Studies, Oxford University Press, vol. 81(4), pages 1575-1613.
  98. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
  99. Toda, Alexis Akira, 2012. "The double power law in income distribution: Explanations and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 364-381.
  100. Temel Taskin & Bulent Guler & Yavuz Arslan, 2014. "Price Search, Consumption Inequality, and Expenditure Inequality over the Life Cycle," 2014 Meeting Papers 819, Society for Economic Dynamics.
  101. Abe, Naohito & Yamada, Tomoaki, 2009. "Nonlinear income variance profiles and consumption inequality over the life cycle," Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 344-366, September.
  102. Richard Blundell & Hamish Low & Ian Preston, 2013. "Decomposing changes in income risk using consumption data," Quantitative Economics, Econometric Society, vol. 4(1), pages 1-37, 03.
  103. Sydney Ludvigson, 1999. "Consumption And Credit: A Model Of Time-Varying Liquidity Constraints," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 434-447, August.
  104. Magnac, Thierry & Roux, Sébastien, 2007. "Dynamique des salaires dans une cohorte," IDEI Working Papers 436, Institut d'Économie Industrielle (IDEI), Toulouse.
  105. Fatih Karahan & Serdar Ozkan, 2013. "On the Persistence of Income Shocks over the Life Cycle: Evidence, Theory, and Implications," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 452-476, July.
  106. Jenkins, Stephen P., 2009. "Spaghetti unravelled: a model-based description of differences in income-age trajectories," ISER Working Paper Series 2009-30, Institute for Social and Economic Research.
  107. Heidrich, Stefanie, 2016. "Essays on Intergenerational Income Mobility, Geographical Mobility, and Education," Umeå Economic Studies 932, Umeå University, Department of Economics.
  108. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
  109. Orazio Attanasio & James Banks & Costas Meghir & Guglielmo Weber, 1995. "Humps and bumps in lifetime consumption," IFS Working Papers W95/14, Institute for Fiscal Studies.
  110. Gustavsson, Magnus & Österholm, Pär, 2010. "Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series," Working Paper Series 2010:21, Uppsala University, Department of Economics.
  111. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative macroeconomics with heterogeneous households," Staff Report 420, Federal Reserve Bank of Minneapolis.
  112. Sarah Meyer & Mark Trede, 2016. "Explosive earnings dynamics: Whoever has will be given more," CQE Working Papers 4716, Center for Quantitative Economics (CQE), University of Muenster.
  113. Orazio P. Attanasio, 1998. "Consumption Demand," NBER Working Papers 6466, National Bureau of Economic Research, Inc.
  114. Biewen, Martin, 2002. "The Covariance Structure of East and West German Incomes and its Implications for the Persistence of Poverty and Inequality," IZA Discussion Papers 459, Institute for the Study of Labor (IZA).
  115. Robert Moffitt & Peter Gottschalk, 2011. "Trends in the covariance structure of earnings in the U.S.: 1969–1987," Journal of Economic Inequality, Springer, vol. 9(3), pages 439-459, September.
  116. Costas Meghir & Luigi Pistaferri, 2010. "Earnings, Consumption and Lifecycle Choices," NBER Working Papers 15914, National Bureau of Economic Research, Inc.
  117. Luigi Guiso & Tullio Jappelli & Luigi Pistaferri, 1998. "What Determines Earnings and Employment Risk?," CSEF Working Papers 08, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  118. Rodriguez, Alvaro, 1999. "Precautionary Saving and Economic Growth," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 219-239, April.
  119. Forslund, Anders & Nordström Skans, Oskar, 2006. "Swedish youth labour market policies revisited," Working Paper Series 2006:6, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  120. Galbraith, John W. & Zinde-Walsh, Victoria, 1995. "Transforming the error-components model for estimation with general ARMA disturbances," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 349-355.
  121. Christian Julliard, 2004. "Human capital and international portfolio choice," LSE Research Online Documents on Economics 4813, London School of Economics and Political Science, LSE Library.
  122. Michael Haliassos, Alexander Michaelides, 2000. "Portfolio Choice And Liquidity Constraints," Computing in Economics and Finance 2000 297, Society for Computational Economics.
  123. Luigi Pistaferri & Hamish Low & Costas Meghir, 2004. "Wage risk and employment risk over the life-cycle," 2004 Meeting Papers 82, Society for Economic Dynamics.
  124. Markus Pannenberg & Martin Spiess, 2009. "GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(4), pages 427-447, December.
  125. Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society.
  126. Hubbard, R. Glenn & Skinner, Jonathan & Zeldes, Stephen P., 1994. "The importance of precautionary motives in explaining individual and aggregate saving," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 40(1), pages 59-125, June.
  127. Darren Lubotsky, 2001. "The Effect of Changes in the U.S. Wage Structure on Recent Immigrants' Earnings," Labor and Demography 0110003, EconWPA.
  128. J. Dominitz & C. F. Manski, . "Using expectations data to study subjective income expectations," Institute for Research on Poverty Discussion Papers 1050-94, University of Wisconsin Institute for Research on Poverty.
  129. Keshav Dogra & Olga Gorbachev, 2015. "Consumption Volatility, Liquidity Constraints and Household Welfare," Working Papers 15-05, University of Delaware, Department of Economics.
  130. Laura Hospido, 2007. "Modelling heterogeneity and dynamics in the volatility of individual wages," Working Papers 0738, Banco de España;Working Papers Homepage.
  131. Sisi Zhang, 2010. "Recent Trends in Household Income Dynamics for the United States, Germany and Great Britain," Economics Bulletin, AccessEcon, vol. 30(2), pages 1154-1172.
  132. In Choi, 2014. "Unit root tests for dependent and heterogeneous micropanels," Working Papers 1404, Research Institute for Market Economy, Sogang University.
  133. Mark Huggett & Gustavo Ventura & Amir Yaron, 2010. "Sources of Lifetime Inequality," Working Papers 2011-020, Human Capital and Economic Opportunity Working Group.
  134. Whalley, Alexander, 2011. "Education and labor market risk: Understanding the role of data cleaning," Economics of Education Review, Elsevier, vol. 30(3), pages 528-545, June.
  135. Chong Wang & Neng Wang & Jinqiang Yang, 2013. "Optimal Consumption and Savings with Stochastic Income," NBER Working Papers 19319, National Bureau of Economic Research, Inc.
  136. Stephanie Aaronson, 2002. "The rise in lifetime earnings inequality among men," Finance and Economics Discussion Series 2002-21, Board of Governors of the Federal Reserve System (U.S.).
  137. Denisa Maria Sologon & O'Donoghue, Cathal, 2011. "Shaping earnings instability: labour market policy and institutional factors," MERIT Working Papers 077, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  138. Andreas Fuster & Paul S. Willen, 2010. "Insuring Consumption Using Income-Linked Assets," NBER Working Papers 15829, National Bureau of Economic Research, Inc.
  139. Luis M. Viceira, 1999. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," NBER Working Papers 7409, National Bureau of Economic Research, Inc.
  140. Susan Dynarski & Jonathan Gruber, 1997. "Can Families Smooth Variable Earnings?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 28(1), pages 229-303.
  141. Stephen Jenkins & Peter Lambert, 2011. "Robert Moffitt and Peter Gottschalk’s 1995 paper ‘Trends in the covariance structure of earnings in the US: 1969–1987’," Journal of Economic Inequality, Springer, vol. 9(3), pages 433-437, September.
  142. Paulina Granados Z., 2004. "Función de Ingresos de los Hogares Chilenos: Ciclo de vida y Persistencia de Shocks," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 7(1), pages 51-89, April.
  143. Hamish Low & Luigi Pistaferri, 2014. "Disability Insurance and the Dynamics of the Incentive-Insurance Tradeoff," Cambridge Working Papers in Economics 1420, Faculty of Economics, University of Cambridge.
  144. Jongmoo Jay Choi & Elyas Elyasiani, 1996. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Center for Financial Institutions Working Papers 96-53, Wharton School Center for Financial Institutions, University of Pennsylvania.
  145. David Card & Jörg Heining & Patrick Kline, 2013. "Workplace Heterogeneity and the Rise of West German Wage Inequality," The Quarterly Journal of Economics, Oxford University Press, vol. 128(3), pages 967-1015.
  146. Samuel Freije & Andre Potela Souza, 2002. "Earnings Dynamics and Inequality in Venezuela: 1995-1997," Vanderbilt University Department of Economics Working Papers 0211, Vanderbilt University Department of Economics.
  147. Cappellari, Lorenzo, 2002. "Earnings dynamics and uncertainty in Italy: how do they differ between the private and public sectors?," Labour Economics, Elsevier, vol. 9(4), pages 477-496, September.
  148. Steven J. Davis & Paul Willen, 2000. "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," CRSP working papers 523, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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