 Facts and figures about UK taxes, benefits and public spending.
Analysing government fiscal forecasts and tax and spending.
Find out where you are in the income distribution.
ESRC Centre for the Microeconomic Analysis of Public Policy.
Reforming the tax system for the 21st century.
A peer-reviewed quarterly journal publishing articles by academics and practitioners.
Resources for schools and students.
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Our approach is to combine new ideas in economic theory with cutting-edge microeconometric methods.
By using data to analyse the characteristics and behaviour of people and firms at a disaggregated level, we can develop a richer understanding of the impact of policy and its social and economic environment than is possible simply from looking at aggregate measures. To help achieve this, our research agenda encompasses investigation of microeconometric methods, policy evaluation methodology and modelling of individual, household and firm behaviour, as well as analysis of particular policy issues and key ingredients for effective policy development.
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This paper provides estimators for moments and quantiles of the unknown distribution in this problem.
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Jerry Hausman, Menzel, Conrad, Lewis, Randall and Whitney Newey
In this paper we modify CUE to solve the no moments/large dispersion problem.
Oliver Linton, Song, Kyungchul and Wang, Yoon-Jae
We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling.
Lechner, Michael
We estimate the effects of active labour market policies (ALMP) on subsequent employment by nonparametric instrumental variables and matching estimators.
Yingyao Hu and Shum, Matthew
We consider the identification of a Markov process {W<sub>t</sub>, X<sub>t</sub>*} for t=1,2,...,T when only {W<sub>t</sub>} for t=1, 2,..,T is observed.
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.
Victor Chernozhukov, Fernandez-Val, Ivan and Alfred Galichon
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, pointwise for each quantile.
Browse publications & research
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 Started: 01 April 2005
Started: 01 April 2005
Started: 01 July 2004
Started: 01 January 2004
Started: 01 January 2004
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 The IFS hosts an ESRC research centre. |
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