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Fractional integration in agricultural futures price volatilities

Jin, Hyun J.; Frechette, Darren L. - In: American journal of agricultural economics 86 (2004) 2, pp. 432-443

Persistent link: https://www.econbiz.de/10002036301

Who bears aggregate fluctuations and how?

Parker, Jonathan A.; Vissing-Jørgensen, Annette - In: The American economic review 99 (2009) 2, pp. 399-405

Persistent link: https://www.econbiz.de/10003854359

The rising instability of US earnings

Gottschalk, Peter; Moffitt, Robert A. - In: The journal of economic perspectives : EP ; a journal … 23 (2009) 4, pp. 3-24

Persistent link: https://www.econbiz.de/10003929784

Trends in the transitory variance of male earnings in the US, 1970 - 2004

Moffitt, Robert A.; Gottschalk, Peter - 2011 - Rev.

We estimate the trend in the transitory variance of male earnings in the U.S. using the Michigan Panel Study of Income Dynamics from 1970 to 2004. Using both an error components model as well as simpler but only approximate methods, we find that the transitory variance started to increase in the...