M
Manuel Arellano
Researcher at CEMFI
Publications - 86
Citations - 50416
Manuel Arellano is an academic researcher from CEMFI. The author has contributed to research in topics: Estimator & Panel data. The author has an hindex of 36, co-authored 85 publications receiving 45041 citations. Previous affiliations of Manuel Arellano include University of Oxford & London School of Economics and Political Science.
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Income Risk Inequality: Evidence from Spanish Administrative Records
TL;DR: In this article, the authors use administrative data from the social security to study income dynamics and income risk inequality in Spain between 2005 and 2018, and construct individual measures of income risk as functions of past employment history, income, and demographics.
Discrete choices with panel data
TL;DR: In this paper, a review of the existing approaches to deal with panel data binary choice models with individual efects is presented, and the relative strengths and weaknesses of these models are discussed.
Posted Content
Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
TL;DR: The authors developed a new quantile-based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption, and found nonlinear persistence and conditional skewness to be key features of the earnings process.
Journal ArticleDOI
Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models
TL;DR: In this paper, the authors review some results and techniques for nonparametric identification and flexible estimation in the presence of time-invariant and time-varying latent variables and show how such reduced forms may be used to document policy-relevant derivative effects and to improve the understanding and implementation of structural models.
Posted Content
Female Labour Supply and On-the-Job Search: An Empirical Model Estimated using Complementary Data Sets
TL;DR: In this article, an empirical model of labour supply that is consistent with on-the-job search, which is identified and estimated by combining two data sets, the UK Family Expenditure Survey and the UK Labour Force Survey, was proposed.