accurate information from survey respondents about income and wealth. However, changing survey questions - even for the better … paper, we describe work that addresses this problem in the Health and Retirement Study (HRS) using data on income from …

We extend the canonical income process with persistent and transitory risk to shock distributions with left …-skewness and excess kurtosis, to which we refer as higherorder risk. We estimate our extended income process by GMM for household …

We extend the canonical income process with persistent and transitory risk to shock distributions with left …-skewness and excess kurtosis, to which we refer as higher-order risk. We estimate our extended income process by GMM for household …

This study analyses the evolution of household income inequality in Brazil from 1977 to 2013 using the Brazilian … National Household Survey data at aggregated and regional levels. Four income share quantiles are analysed: Top 1%, Top 10 … of income inequality within this period. We use the Markov-switching regime change and state-space structural time series …