Víctor Sancibrián
@sancibrian-v.bsky.social
Reposted by Víctor Sancibrián
ReStud Tour @reveconstudies.bsky.social
October 20, 2025 at 5:06 PM
ReStud Tour @reveconstudies.bsky.social
Reposted by Víctor Sancibrián
NEW: How aggregate and idiosyncratic shocks affect household income dynamics.
📗 Read @manoloarellano.bsky.social, Martín Almuzara, @richardblundell.bsky.social and Stéphane Bonhomme's new cemmap working paper: ifs.org.uk/publications...
#econsky
📗 Read @manoloarellano.bsky.social, Martín Almuzara, @richardblundell.bsky.social and Stéphane Bonhomme's new cemmap working paper: ifs.org.uk/publications...
#econsky
August 12, 2025 at 1:00 PM
NEW: How aggregate and idiosyncratic shocks affect household income dynamics.
📗 Read @manoloarellano.bsky.social, Martín Almuzara, @richardblundell.bsky.social and Stéphane Bonhomme's new cemmap working paper: ifs.org.uk/publications...
#econsky
📗 Read @manoloarellano.bsky.social, Martín Almuzara, @richardblundell.bsky.social and Stéphane Bonhomme's new cemmap working paper: ifs.org.uk/publications...
#econsky
Reposted by Víctor Sancibrián
Reposted by Víctor Sancibrián
Congratulations to Víctor Sancibrián for successfully defending his Ph.D. thesis at CEMFI!. Thanks to Aureo de Paula, Laura Hospido and Geert Mesters for serving in the Thesis Defense Committe and to Víctor’s advisor Manuel Arellano
June 25, 2025 at 9:58 AM
Congratulations to Víctor Sancibrián for successfully defending his Ph.D. thesis at CEMFI!. Thanks to Aureo de Paula, Laura Hospido and Geert Mesters for serving in the Thesis Defense Committe and to Víctor’s advisor Manuel Arellano
📢 We just posted a MATLAB suite for panel local projections.
It supports estimation and inference, including small-sample refinements, fixed-effects, controls, cumulative responses...
Available at github.com/TinchoAlmuza... together with replication files.
It supports estimation and inference, including small-sample refinements, fixed-effects, controls, cumulative responses...
Available at github.com/TinchoAlmuza... together with replication files.
February 19, 2025 at 6:12 PM
📢 We just posted a MATLAB suite for panel local projections.
It supports estimation and inference, including small-sample refinements, fixed-effects, controls, cumulative responses...
Available at github.com/TinchoAlmuza... together with replication files.
It supports estimation and inference, including small-sample refinements, fixed-effects, controls, cumulative responses...
Available at github.com/TinchoAlmuza... together with replication files.
Reposted by Víctor Sancibrián
How should we think about estimation uncertainty of heterogeneous responses when the sample is a large fraction of the population?
Víctor Sancibrián explores this in repeated measurement problems, such as when documenting the extent of firm misallocation
sancibrian-v.github.io
Víctor Sancibrián explores this in repeated measurement problems, such as when documenting the extent of firm misallocation
sancibrian-v.github.io
November 14, 2024 at 11:16 AM
How should we think about estimation uncertainty of heterogeneous responses when the sample is a large fraction of the population?
Víctor Sancibrián explores this in repeated measurement problems, such as when documenting the extent of firm misallocation
sancibrian-v.github.io
Víctor Sancibrián explores this in repeated measurement problems, such as when documenting the extent of firm misallocation
sancibrian-v.github.io
Reposted by Víctor Sancibrián
What determines optimal deposit insurance coverage?
JMC Vedant Agarwal studies the effects of deposit insurance coverage on banks' exposure to runs, risk-taking incentives, fiscal costs, and welfare in a quantitative macroeconomic model with bank runs
vedant-agl.github.io
JMC Vedant Agarwal studies the effects of deposit insurance coverage on banks' exposure to runs, risk-taking incentives, fiscal costs, and welfare in a quantitative macroeconomic model with bank runs
vedant-agl.github.io
November 13, 2024 at 11:26 AM
What determines optimal deposit insurance coverage?
JMC Vedant Agarwal studies the effects of deposit insurance coverage on banks' exposure to runs, risk-taking incentives, fiscal costs, and welfare in a quantitative macroeconomic model with bank runs
vedant-agl.github.io
JMC Vedant Agarwal studies the effects of deposit insurance coverage on banks' exposure to runs, risk-taking incentives, fiscal costs, and welfare in a quantitative macroeconomic model with bank runs
vedant-agl.github.io
Reposted by Víctor Sancibrián
Developing a methodology for modeling household income processes when subjective probabilistic assessments of future income are available, from Manuel Arellano, Orazio Attanasio, Samuel Crossman, and Víctor Sancibrián https://www.nber.org/papers/w32922
September 14, 2024 at 3:00 PM
Developing a methodology for modeling household income processes when subjective probabilistic assessments of future income are available, from Manuel Arellano, Orazio Attanasio, Samuel Crossman, and Víctor Sancibrián https://www.nber.org/papers/w32922
Reposted by Víctor Sancibrián
Nonlinear persistence among the poorest households is consistent with a poverty trap interpretation: When income is too low it is difficult to escape poverty, but a large positive shock can weaken the weight of history and get the household (persistently) off the hook at a higher income level.
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Developing a methodology for modeling household income processes when subjective probabilistic assessments of future income are available, from Manuel Arellano, Orazio Attanasio, Samuel Crossman, and Víctor Sancibrián https://www.nber.org/papers/w32922
October 16, 2024 at 8:21 AM
Nonlinear persistence among the poorest households is consistent with a poverty trap interpretation: When income is too low it is difficult to escape poverty, but a large positive shock can weaken the weight of history and get the household (persistently) off the hook at a higher income level.
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