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Manuel Arellano

Manuel Arellano

International Research Fellow


PhD Economics, London School of Economics, 1985
MSc Econometrics and Mathematical Economics, London School of Economics, 1982

Manuel is a Professor of Econometrics at CEMFI and an International Research Fellow of the IFS. His research interests include microeconometrics, the evaluation of public policies, panel data econometrics and nonlinear panel data models. 

Academic outputs

Journal article | Econometrica
We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption.
Cemmap Working Paper CWP51/16
Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this review we describe some results and techniques for nonparametric identi fication and flexible estimation in the presence of time-invariant and time-varying latent variables.

Reports and comment


This presentation was given at the American Economics Association (AEA) and Allied Social Scientice Associations (ASSA) Annual Meeting in Philadelphia.