Search Results

SORT BY: PREVIOUS / NEXT
Author:Madera, Rocio 

Working Paper
The Self-Employment Option in Rigid Labor Markets: An Empirical Investigation

This paper studies selection into and returns to self-employment in labor markets with stringent employment protection. Using Spanish administrative panel data, we characterize self-employment dynamics in the presence of rigidities that affect workers? outside options. We document the negative selection into self-employment when workers enter from unemployment, and the pro-cyclicality of the decision. We identify career heterogeneity in the data and estimate a rich life-cycle income process. The self-employed face shocks with smaller variances but lower returns compared to fixed-term ...
International Finance Discussion Papers , Paper 1264

Working Paper
Consumption Dynamics and Welfare Under Non-Gaussian Earnings Risk

CORRECT ORDER OF AUTHORS: Fatih Guvenen, Serdar Ozkan, and Rocio Madera. The order of coauthors has been assigned randomly using AEA’s Author Randomization Tool. Recent empirical studies document that the distribution of earnings changes displays substantial deviations from lognormality: in particular, earnings changes are negatively skewed with extremely high kurtosis (long and thick tails), and these non-Gaussian features vary substantially both over the life cycle and with the earnings level of individuals. Furthermore, earnings changes display nonlinear (asymmetric) mean reversion. In ...
Working Papers , Paper 2024-007

Working Paper
Consumption Dynamics and Welfare Under Non-Gaussian Earnings Risk

CORRECT ORDER OF AUTHORS: Fatih Guvenen, Serdar Ozkan, and Rocio Madera. The order of coauthors has been assigned randomly using AEA’s Author Randomization Tool. Recent empirical studies document that the distribution of earnings changes displays substantial deviations from lognormality: in particular, earnings changes are negatively skewed with extremely high kurtosis (long and thick tails), and these non-Gaussian features vary substantially both over the life cycle and with the earnings level of individuals. Furthermore, earnings changes display nonlinear (asymmetric) mean reversion. In ...
Working Papers , Paper 2024-007

FILTER BY year

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

J24 3 items

E24 2 items

J31 2 items

E32 1 items

J64 1 items

PREVIOUS / NEXT