Using a fully harmonized panel dataset across 14 European countries between the early- 1990s and 2001, the European Community Household Panel, we fill a gap in the literature with a cross-national comparative study which explores the trends in persistent inequality and transitory inequality...

I decompose the variance of earnings of Finnish male and female workers to its permanent and transitory components and study their evolution between the years 1998 and 2007. I find that the increasing earnings inequality of men and women is driven by both transitory and permanent components of...

This note describes and illustrates a new Stata program, gmmcovearn, that estimates the covariance structure of earnings for a variety of models using the GMM estimator. The program estimates models that incorporate time factor loadings and cohort factor loadings on both the transitory and...

This paper examines the recent trends in household income volatility in the United States, Germany and Great Britain, and compares household income volatility with individual income volatility. I estimate a formal error components model using the Cross-national Equivalence File from 1979 to...

Relying on a consistent cross-national comparative data set – ECHP, we explore the extent to which changes in cross-sectional earnings inequality in 14 EU countries over the period 1994 and 2001 reflect an increase in lifetime earnings inequality or in earnings instability. Equally weighted...