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We investigate the impact of exogenous income fluctuations on health using twenty years of data from the Panel Study of … Income Dynamics using techniques from the literature on the estimation of dynamic panel data models. Contrary to much of the … previous literature on health and socio-economic status, we find that, on average, adverse income shocks lead to a …
Persistent link: https://www.econbiz.de/10013325213
While there is mounting evidence that large income shocks, e.g. in the form of a job loss, may impact health and … income constant, and health. This paper exploits rich survey data on the near-elderly in Canada paired with their … administrative tax records to investigate whether a relationship exists between health and well-being on the one hand, and individual …
Persistent link: https://www.econbiz.de/10012140432
While there is mounting evidence that large income shocks, e.g. in the form of a job loss, may impact health and … income constant, and health. This paper exploits rich survey data on the near-elderly in Canada paired with their … administrative tax records to investigate whether a relationship exists between health and well-being on the one hand, and individual …
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The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
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