Identifying heterogeneous income profiles using covariances of income levels and future growth rates

DOI10.1016/j.jedc.2018.07.003zbMath1402.91911OpenAlexW2884269122WikidataQ129413119 ScholiaQ129413119MaRDI QIDQ1624477

Anders Munk-Nielsen, Jeppe Druedahl

Publication date: 16 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2018.07.003

zbMATH Keywords

heterogeneityincome riskconsumption-saving

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Economic growth models (91B62)

Cites Work

• Modeling Earnings Dynamics
• Modelling Income Processes with Lots of Heterogeneity
• Dynamic Aspects of Earning Mobility
• Labor income profiles are not heterogeneous: Evidence from income growth rates
• Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
• Inferring Labor Income Risk and Partial Insurance From Economic Choices
• Income Variance Dynamics and Heterogeneity

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