Martin Almuzara

Papers

Nonlinear Micro Income Processes with Macro Shocks (with Manuel Arellano, Richard Blundell, and Stephane Bonhomme)
Draft • Supplemental appendix • Slides
Micro Responses to Macro Shocks (with Victor Sancibrian)
Draft • Supplemental appendix • Slides • Code
Learning from Survey Density Forecasts (with Richard Crump, Dennis Kongoli, and Gizem Koşar)
Slides
Heterogeneity in Transitory Income Risk
Draft
Low-Frequency Long-Run Restrictions
Draft

A Measure of Trend Wage Inflation (with Richard Audoly and Davide Melcangi)
2025, Journal of Applied Econometrics, 40, 505-520.
Published version • Working paper • Supplemental appendix • Code
GDP Solera: The Ideal Vintage Mix (with Dante Amengual, Gabriele Fiorentini, and Enrique Sentana)
2024, Journal of Business and Economic Statistics, 42, 984-997.
Published version • Working paper • Supplemental appendix • Code
Normality Tests for Latent Variables (with Dante Amengual and Enrique Sentana)
2019, Quantitative Economics, 10, 981-1017.
Published version • Working paper • Supplemental appendix • Code