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What do data on millions of US workers reveal about life-cycle earnings risk?
Guvenen, Fatih; Karahan, Fatih; Ozkan, Serdar; Song, Jae - 2015
We study the evolution of individual labor earnings over the life cycle, using a large panel data set of earnings histories drawn from U.S. administrative records. Using fully nonparametric methods, our analysis reaches two broad conclusions. First, earnings shocks display substantial deviations...
Persistent link: https://www.econbiz.de/10010482953
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Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000
This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...
Persistent link: https://www.econbiz.de/10001539419
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Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - 2010
making and risk management. Over the past three decades there has been a trend towards increased asset return correlations … models proposed in the literature can be used to formally characterize and quantify market risk. In particular, we ask how … adequate these models are for modelling market risk at times of financial crisis. In doing so we consider a multivariate t …
Persistent link: https://www.econbiz.de/10003965868
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Anatomy of lifetime earnings inequality : heterogeneity in job ladder risk vs. human capital
Karahan, Fatih; Ozkan, Serdar; Song, Jae - 2022
Persistent link: https://www.econbiz.de/10012803480
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What Do Data on Millions of U.S. Workers Reveal About Life-Cycle Earnings Risk?
Guvenen, Fatih - 2015
We study the evolution of individual labor earnings over the life cycle using a large panel data set of earnings histories drawn from U.S. administrative records. Using fully nonparametric methods, our analysis reaches two broad conclusions. First, earnings shocks display substantial deviations...
Persistent link: https://www.econbiz.de/10013029023
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Dissecting idiosyncratic earnings risk
Halvorsen, Elin; Holter, Hans A.; Ozkan, Serdar; … - 2020
Persistent link: https://www.econbiz.de/10012314293
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What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk?
Guvenen, Fatih - 2015
We study the evolution of individual labor earnings over the life cycle using a large panel data set of earnings histories drawn from U.S. administrative records. Using fully nonparametric methods, our analysis reaches two broad conclusions. First, earnings shocks display substantial deviations...
Persistent link: https://www.econbiz.de/10012457753