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Inferring Labor Income Risk from Economic Choices: An Indirect Inference Approach
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Cited by:
- Joseph G. Altonji & Anthony A. Smith Jr. & Ivan Vidangos, 2013.
"Modeling Earnings Dynamics,"
Econometrica, Econometric Society, vol. 81(4), pages 1395-1454, July.
- Ivan Vidangos & Joseph G. Altonji & Anthony Smith, 2005. "Modeling Earnings Dynamics," 2005 Meeting Papers 259, Society for Economic Dynamics.
- Joseph Altonji, 2012. "Modeling Earnings Dynamics," 2012 Meeting Papers 1180, Society for Economic Dynamics.
- Joseph G. Altonji & Anthony Smith & Ivan Vidangos, 2009. "Modeling Earnings Dynamics," NBER Working Papers 14743, National Bureau of Economic Research, Inc.
- Joseph Altonji & Anthony Smith & Ivan Vidangos, 2009. "Modeling earnings dynamics," Finance and Economics Discussion Series 2009-08, Board of Governors of the Federal Reserve System (U.S.).
- Alexander Bick, 2011. "Life-Cycle Consumption: Can Single Agent Models Get it Right?," 2011 Meeting Papers 940, Society for Economic Dynamics.
- Jose Mustre-del-Rio, 2011. "The aggregate implications of individual labor supply heterogeneity," Research Working Paper RWP 11-09, Federal Reserve Bank of Kansas City.
- Richard Blundell & Luigi Pistaferri & Itay Saporta-Eksten, 2016.
"Consumption Inequality and Family Labor Supply,"
American Economic Review, American Economic Association, vol. 106(2), pages 387-435, February.
- Blundell, Richard & Pistaferri, Luigi & Saporta-Eksten, Itay, 2012. "Consumption Inequality and Family Labor Supply," IZA Discussion Papers 6900, Institute of Labor Economics (IZA).
- Pistaferri, Luigi & Blundell, Richard & Saporta-Eksten, Itay, 2014. "Consumption inequality and family labor supply," Working Paper Series 1656, European Central Bank.
- Blundell, Richard & Pistaferri, Luigi & Saporta-Eksten, Itay, 2012. "Consumption Inequality and Family Labor Supply," CEPR Discussion Papers 9172, C.E.P.R. Discussion Papers.
- Richard Blundell & Luigi Pistaferri & Itay Saporta-Eksten, 2012. "Consumption Inequality and Family Labor Supply," NBER Working Papers 18445, National Bureau of Economic Research, Inc.
- Luigi Pistaferri & Itay Saporta-Eksten & Richard Blundell, 2014. "Consumption inequality and family labor supply," 2014 Meeting Papers 322, Society for Economic Dynamics.
- Mark Huggett and Greg Kaplan, 2012.
"The Money Value of a Man,"
Working Papers
gueconwpa~12-12-02, Georgetown University, Department of Economics.
- Mark Huggett & Greg Kaplan, 2012. "The Money Value of a Man," PIER Working Paper Archive 12-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Mark Huggett & Greg Kaplan, 2012. "The Money Value of a Man," NBER Working Papers 18066, National Bureau of Economic Research, Inc.
- Mark Huggett & Greg Kaplan, 2013. "The Money Value of a Man," Working Papers 1474, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Mark Huggett & Greg Kaplan, 2012. "The Money Value of a Man," Working Papers 2012-009, Human Capital and Economic Opportunity Working Group.
- Bick, Alexander & Choi, Sekyu, 2011. "Life-cycle consumption: can single agent models get it right?," MPRA Paper 30910, University Library of Munich, Germany.
- Aushev, Alexander & Pesonen, Henri & Heinonen, Markus & Corander, Jukka & Kaski, Samuel, 2022. "Likelihood-free inference with deep Gaussian processes," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
- Ruediger Bachmann & Jinhui Bai, 2013.
"Politico-Economic Inequality and the Comovement of Government Purchases,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 565-580, October.
- Ruediger Bachmann & Jinhui Bai, 2010. "Government Purchases Over the Business Cycle: the Role of Economic and Political Inequality," NBER Working Papers 16247, National Bureau of Economic Research, Inc.
- Jinhui H. Bai & Ruediger Bachmann, 2010. "Government Purchases Over the Business Cycle: the Role of Heterogeneity and Wealth Bias in Political Decision Making," 2010 Meeting Papers 621, Society for Economic Dynamics.
- Matthew T. Johnson, 2010. "Borrowing Constraints, College Enrollment, and Delayed Entry," Working Papers 2011-006, Human Capital and Economic Opportunity Working Group, revised Sep 2012.
- Fulford, Scott L., 2015.
"The surprisingly low importance of income uncertainty for precaution,"
European Economic Review, Elsevier, vol. 79(C), pages 151-171.
- Scott Fulford, 2014. "The surprisingly low importance of income uncertainty for precaution," Boston College Working Papers in Economics 862, Boston College Department of Economics.
- Hamish Low & Costas Meghir & Luigi Pistaferri, 2010.
"Wage Risk and Employment Risk over the Life Cycle,"
American Economic Review, American Economic Association, vol. 100(4), pages 1432-1467, September.
- Luigi Pistaferri & Hamish Low & Costas Meghir, 2004. "Wage risk and employment risk over the life-cycle," 2004 Meeting Papers 82, Society for Economic Dynamics.
- Hamish Low & Costas Meghir & Luigi Pistaferri, 2009. "Wage Risk and Employment Risk over the Life Cycle," NBER Working Papers 14901, National Bureau of Economic Research, Inc.
- Hamish Low & Costas Meghir & Luigi Pistaferri, 2008. "Wage risk and employment risk over the life cycle," IFS Working Papers W08/06, Institute for Fiscal Studies.
- Meghir, Costas & Pistaferri, Luigi & Low, Hamish, 2007. "Wage Risk and Employment Risk Over the Life Cycle," CEPR Discussion Papers 6187, C.E.P.R. Discussion Papers.
- Low, Hamish & Meghir, Costas & Pistaferri, Luigi, 2008. "Wage Risk and Employment Risk over the Life Cycle," IZA Discussion Papers 3700, Institute of Labor Economics (IZA).
- Hamish Low & Costas Meghir & Luigi Pistaferri, 2006. "Wage risk and employment risk over the life cycle," IFS Working Papers W06/27, Institute for Fiscal Studies.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009.
"Quantitative Macroeconomics with Heterogeneous Households,"
Annual Review of Economics, Annual Reviews, vol. 1(1), pages 319-354, May.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative Macroeconomics with Heterogeneous Households," NBER Working Papers 14768, National Bureau of Economic Research, Inc.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative macroeconomics with heterogeneous households," Staff Report 420, Federal Reserve Bank of Minneapolis.
- Gustavsson, Magnus & Österholm, Pär, 2014.
"Does the labor-income process contain a unit root? Evidence from individual-specific time series,"
Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 152-167.
- 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.
- Gustavsson, Magnus & Österholm, Pär, 2010. "Does the Labor-Income Process Contain a Unit Root? Evidence from Individual-Specific Time Series," Working Paper Series, Center for Labor Studies 2010:19, Uppsala University, Department of Economics.
- Matthew T. Johnson, 2013. "Borrowing Constraints, College Enrollment, and Delayed Entry," Journal of Labor Economics, University of Chicago Press, vol. 31(4), pages 669-725.
- 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," IFS Working Papers W07/13, Institute for Fiscal Studies.
- Fatih Guvenen, 2007. "An Empirical Investigation of Labor Income Processes," NBER Working Papers 13394, National Bureau of Economic Research, Inc.
- 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," Staff Report 432, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- James Feigenbaum & Geng Li, 2008. "Lifecycle dynamics of income uncertainty and consumption," Finance and Economics Discussion Series 2008-27, Board of Governors of the Federal Reserve System (U.S.).
- Irina A. Telyukova, 2013.
"Household Need for Liquidity and the Credit Card Debt Puzzle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(3), pages 1148-1177.
- Irina A. Telyukova, 2007. "Household Need for Liquidity and the Credit Card Debt Puzzle," 2007 Meeting Papers 515, Society for Economic Dynamics.
- Telyukova, Irina A., 2012. "Household Need for Liquidity and the Credit Card Debt Puzzle," University of California at San Diego, Economics Working Paper Series qt0ww2c04z, Department of Economics, UC San Diego.
- Telyukova, Irina, 2008. "Household Need for Liquidity and the Credit Card Debt Puzzle," University of California at San Diego, Economics Working Paper Series qt4c67r71r, Department of Economics, UC San Diego.
- Telyukova, Irina A., 2007. "Household Need for Liquidity and the Credit Card Debt Puzzle," MPRA Paper 6674, University Library of Munich, Germany.
- Sarah Meyer & Mark Trede, 2012. "Eliciting earnings risk from labor and capital income," Norface Discussion Paper Series 2012039, Norface Research Programme on Migration, Department of Economics, University College London.
- By James Feigenbaum & Geng Li, 2015.
"Household income uncertainties over three decades,"
Oxford Economic Papers, Oxford University Press, vol. 67(4), pages 963-986.
- James Feigenbaum & Geng Li, 2011. "Household income uncertainties over three decades," Finance and Economics Discussion Series 2011-25, Board of Governors of the Federal Reserve System (U.S.).
- Andrés Erosa & Luisa Fuster & Gueorgui Kambourov, 2016.
"Towards a Micro-Founded Theory of Aggregate Labour Supply,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(3), pages 1001-1039.
- Andrés Erosa & Luisa Fuster & Gueorgui Kambourov, 2011. "Towards a micro-founded theory of aggregate labor supply," Working Papers 2011-13, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, revised 23 Nov 2011.
- Andres Erosa & Luisa Fuster & Gueorgui Kambourov, 2011. "Towards a Micro-Founded Theory of Aggregate Labor Supply," Working Papers tecipa-443, University of Toronto, Department of Economics.
- Andres Erosa & Luisa Fuster & Gueorgui Kambourov, 2014. "Towards a Micro-Founded Theory of Aggregate Labor Supply," Working Papers tecipa-516, University of Toronto, Department of Economics.
- Campos, Rodolfo G. & Reggio, Iliana, 2014.
"Measurement error in imputation procedures,"
Economics Letters, Elsevier, vol. 122(2), pages 197-202.
- Rodolfo G. Campos & Iliana Reggio, 2013. "Measurement error in imputation procedures," Working Papers 1322, Banco de España.
- Mark Huggett & Gustavo Ventura & Amir Yaron, 2011.
"Sources of Lifetime Inequality,"
American Economic Review, American Economic Association, vol. 101(7), pages 2923-2954, December.
- Mark Huggett & Gustavo Ventura & Amir Yaron, 2007. "Sources of Lifetime Inequality," NBER Working Papers 13224, National Bureau of Economic Research, Inc.
- Mark Huggett & Gustavo Ventura & Amir Yaron, 2007. "Sources of Lifetime Inequality," Working Papers gueconwpa~07-07-04, Georgetown University, Department of Economics.
- Mark Huggett & Gustavo Ventura & Amir Yaron, 2010. "Sources of Lifetime Inequality," Working Papers 2011-020, Human Capital and Economic Opportunity Working Group.
- Kartik B. Athreya & Xuan S. Tam & Eric Young, 2009. "Are harsh penalties for default really better?," Working Paper 09-11, Federal Reserve Bank of Richmond.
- Yi Wen, 2012.
"Liquidity and welfare,"
Working Papers
2012-037, Federal Reserve Bank of St. Louis.
- Yi Wen, 2013. "Liquidity and Welfare," 2013 Meeting Papers 204, Society for Economic Dynamics.
- Hamish Low & Luigi Pistaferri, 2015.
"Disability Insurance and the Dynamics of the Incentive Insurance Trade-Off,"
American Economic Review, American Economic Association, vol. 105(10), pages 2986-3029, October.
- 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.
- Carl Sanders, 2012. "Skill Uncertainty, Skill Accumulation, and Occupational Choice," 2012 Meeting Papers 633, Society for Economic Dynamics.
- Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Working Papers 1229, Banco de España.
- Josh Kinsler & Ronni Pavan, 2015.
"The Specificity of General Human Capital: Evidence from College Major Choice,"
Journal of Labor Economics, University of Chicago Press, vol. 33(4), pages 933-972.
- Ronni Pavan & Josh Kinsler, 2012. "The Specificity of General Human Capital: Evidence from College Major Choice," 2012 Meeting Papers 1036, Society for Economic Dynamics.
- Alisdair McKay, "undated".
"Idiosyncratic risk, insurance, and aggregate consumption dynamics: a likelihood perspective,"
Boston University - Department of Economics - Working Papers Series
2013-013, Boston University - Department of Economics.
- Alisdair McKay, 2014. "Idiosyncratic risk, insurance, and aggregate consumption dynamics: a likelihood perspective," 2014 Meeting Papers 71, Society for Economic Dynamics.
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2018. "The Income Fluctuation Problem with Capital Income Risk: Optimality and Stability," Papers 1812.01320, arXiv.org.
- Bick, Alexander & Choi, Sekyu, 2011. "Life-Cycle Consumption: Can Single Agent Models Get it Right?," MPRA Paper 29017, University Library of Munich, Germany.
- Levin, Mark (Левин, Марк) & Matrosova, Ksenia (Матросова, Ксения), 2018. "Development and Research of Economic Behavior of Households in Changing Conditions [Разработка И Исследование Экономического Поведения Домохозяйств В Изменяющихся Условиях]," Working Papers 041825, Russian Presidential Academy of National Economy and Public Administration.
- Klein, Paul & Telyukova, Irina A., 2013. "Measuring high-frequency income risk from low-frequency data," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 535-542.
- Ruediger Bachmann & Jinhui Bai, 2013.
"Politico-Economic Inequality and the Comovement of Government Purchases,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 565-580, October.
- Ruediger Bachmann & Jinhui Bai, 2012. "Online Appendix to "Politico-Economic Inequality and the Comovement of Government Purchases"," Online Appendices 11-243, Review of Economic Dynamics.
- Alonso-Ortiz, Jorge, 2013. "Taxes, Transfers and the Macroeconomy," MPRA Paper 49569, University Library of Munich, Germany.
- Chen, Daphne & Corbae, Dean, 2011. "On the welfare implications of restricting bankruptcy information," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 4-13, March.