Semi-parametric estimation of income mobility with D‑vines using bivariate penalised splines
| Autor: | Torben Kuhlenkasper, Christian Schellhase |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Estimation business.industry 05 social sciences General Social Sciences Distribution (economics) Multivariate normal distribution Bivariate analysis 01 natural sciences Semiparametric model Vine copula 010104 statistics & probability 0502 economics and business Workforce Agency (sociology) Econometrics Economics 050207 economics 0101 mathematics business General Economics Econometrics and Finance |
| Zdroj: | AStA Wirtschafts- und Sozialstatistisches Archiv. 11:107-134 |
| ISSN: | 1863-8163 1863-8155 |
| DOI: | 10.1007/s11943-017-0205-9 |
| Popis: | The article evaluates the distribution of income mobility in Germany. We employ official data from the German Federal Employment Agency and compare relative changes in income and their serial dependency over time during the 1980s, 1990s and 2000s to obtain both a cross-sectional and a longitudinal perspective with an intra-generational focus. The data set is separated with respect to the education of the individuals and job changes. Nonparametric smoothing techniques are applied for the modelling of the multivariate distribution of individual income. We detect very low income mobility for the low-educated workforce but significantly higher income mobility for highly educated individuals. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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