Improving the measurement of earnings dynamics

DOI10.1111/IERE.12534MaRDI QIDQ5072053zbMATH OpenOpenAlexFDO

Authors Moira Daly, Dmytro Hryshko, Iourii Manovskii

Publication date 25 April 2022

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w22938.pdf

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Heterogeneous agent models (91B69)

Recommendations

• Income Variance Dynamics and Heterogeneity
• Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
• The persistent-transitory representation for earnings processes
• An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
• Semiparametric estimation of the canonical permanent-transitory model of earnings dynamics

Cited in

(13)

• Modeling earnings dynamics
• Income dynamics when shocks occur during the year
• The Dynamics of Earnings Forecast Management*
• Measuring high-frequency income risk from low-frequency data
• How Important Is Selection into Full-Time and Part-Time Employment? A New Panel Data Sample Selection Model for Estimating Wage Profiles
• Higher-order income risk over the business cycle
• Reputation and earnings dynamics
• A parsimonious model of idiosyncratic income
• The role of low earnings in differing trends in male earnings volatility
• Education and persistence of earnings shocks
• Managing The Volatility Of Gaap Earnings
• Income Variance Dynamics and Heterogeneity
• What Do Data on Millions of U.S. Workers Reveal About Lifecycle Earnings Dynamics?

This page was built for publication: Improving the measurement of earnings dynamics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5072053)