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Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2023

Persistent link: https://www.econbiz.de/10014383853

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2015

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption. Log-earnings are the sum of a general Markovian persistent component and a transitory innovation. The persistence of past shocks to earnings is...

Persistent link: https://www.econbiz.de/10011326266

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2015

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption. Log-earnings are the sum of a general Markovian persistent component and a transitory innovation. The persistence of past shocks to earnings is...

Persistent link: https://www.econbiz.de/10011336956

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2015

Persistent link: https://www.econbiz.de/10011408358

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 693-734

Persistent link: https://www.econbiz.de/10011778768

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2016

Persistent link: https://www.econbiz.de/10011654574

Nonlinear panel data methods for dynamic heterogeneous agent models

Arellano, Manuel; Bonhomme, Stéphane - 2016

Persistent link: https://www.econbiz.de/10011654575

Nonlinear panel data methods for dynamic heterogeneous agent models

Arellano, Manuel; Bonhomme, Stéphane - 2017

Persistent link: https://www.econbiz.de/10011654731

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2015

We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption. Log-earnings are the sum of a general Markovian persistent component and a transitory innovation. The persistence of past shocks to earnings is...

Persistent link: https://www.econbiz.de/10011345793

Estimating flexible income processes from subjective expectations data : evidence from India and Colombia

Arellano, Manuel; Attanasio, Orazio P.; Crossman, Sam; … - 2024

Persistent link: https://www.econbiz.de/10015064945

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