Econometric analysis for measuring economic inequality

• Project/Area Number: 16K03592
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Multi-year Fund
• Section: 一般
• Research Field: Economic statistics
• Research Institution: Hiroshima University
• Principal Investigator: NISHINO HARUHISA 広島大学, 社会科学研究科, 教授 (20305410)
• Co-Investigator(Kenkyū-buntansha): 各務 和彦 神戸大学, 経営学研究科, 教授 (00456005)
• Project Period (FY): 2016-04-01 – 2019-03-31
• Project Status: Completed (Fiscal Year 2018)
• Budget Amount: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000); Fiscal Year 2018: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000); Fiscal Year 2017: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000); Fiscal Year 2016: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
• Keywords: 所得分布 / 経済統計 / 計量経済学 / MCMC法 / ベイズ統計学 / ベイズ法 / 時系列 / 経済統計学 / 所得・資産分布

Outline of Final Research Achievements

During this research period, we have estimated the general Beta distribution based on Japanese income grouped data. The general Beta distribution has five parameters and a complicated distribution. It leads to a problem of identifying parameters in estimation. A Markov chain Monte Carlo method enables us to investigate correlations among parameters and to estimate parameters.

Academic Significance and Societal Importance of the Research Achievements

本研究により、所得分布をグループデータによって推定することが出来るようになった。そこで、所得分布の形状および変化を定量的に分析できるようになった。こうした所得分布の形状や変化に関する知見は社会保障政策を策定する際の基礎的な材料として利用できるものと考えている。
また、こうした計量分析の手法は所得データ以外の経済・金融データに応用できると考えられる。さらに、個票のようなマイクロデータを利用して計量分析を行うことで、より精しい所得分布の情報が得られると考えているが、その点については、今後の研究に任せたいと考えている。

Research Products

• [Int'l Joint Research] Monash university(オーストラリア)
• [Journal Article] Approximate Bayesian computation for Lorenz curves from grouped data (2018)
  • Author(s): Kobayashi Genya、Kakamu Kazuhiko
  • Journal Title: Computational Statistics Volume: 34 Issue: 1 Pages: 253-279
  • DOI: 10.1007/s00180-018-0831-x
  • Peer Reviewed
• [Journal Article] Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data (2018)
  • Author(s): Kakamu Kazuhiko、Nishino Haruhisa
  • Journal Title: Computational Economics Volume: online Issue: 2 Pages: 1-21
  • DOI: 10.1007/s10614-018-9843-4
  • NAID: 120006766130
  • Peer Reviewed
• [Journal Article] 一般化パレート分布を用いた損害額の分布の計量分析 (2018)
  • Author(s): 西埜晴久
  • Journal Title: 損害保険研究 Volume: 80
  • NAID: 130007844004
• [Journal Article] REGIONAL GROWTH AND BUSINESS CYCLES IN JAPAN (2017)
  • Author(s): Ohtsuka Yoshihiro、Kakamu Kazuhiko
  • Journal Title: Review of Urban & Regional Development Studies Volume: 30 Issue: 1 Pages: 1-25
  • DOI: 10.1111/rurd.12072
  • Peer Reviewed
• [Presentation] Estimation for ARMA models with t-distributed innovations (2019)
  • Author(s): Haruhisa Nishino
  • Organizer: 研究集会「第20回ノンパラメトリック統計解析とベイズ統計」
• [Presentation] Bayesian analysis of lognormal mixtures with an unknown number of components from grouped data (2018)
  • Author(s): Kazuhiko Kakamu
  • Organizer: 慶応義塾大学計量経済学ワークショップ
• [Presentation] Testing for changes in income inequality in Japan (2018)
  • Author(s): Haruhisa Nishino
  • Organizer: Crawford School of Public Policy, Australia-Japan Research Centre, Public Seminar
• [Presentation] Bayesian analysis of lognormal mixtures with an unknown number of components from grouped data (2018)
  • Author(s): Kazuhiko Kakamu
  • Organizer: ベイズ計量経済学研究集会
• [Presentation] Testing for changes in income inequality in Japan (2018)
  • Author(s): Haruhisa Nishino
  • Organizer: 科研費シンポジウム「融合する統計科学」
• [Presentation] A test for changes in Japanese income inequality (2018)
  • Author(s): 西埜晴久
  • Organizer: 研究集会「第1９回ノンパラメトリック統計解析とベイズ統計－小暮厚之先生御退職記念シンポジウム―」
• [Presentation] GARCH model for quantile income time series data and forecasting income inequality (2017)
  • Author(s): Haruhisa Nishino
  • Organizer: The 1st International Conference on Econometrics and Statistics (EcoSta 2017)
  • Int'l Joint Research
• [Presentation] On the effects of the monetary policy on the income inequality in Japan: Evidence from grouped data, (2017)
  • Author(s): Kazuhiko Kakamu
  • Organizer: 11th International Conference on Computational and Financial Econometrics (CFE 2017)
  • Int'l Joint Research
• [Presentation] Bayesian Estimation of Beta-Type Distribution Parameters Based on Grouped Data (2017)
  • Author(s): Haruhisa Nishino
  • Organizer: 2017 HU-HUE-SMU Tripartite Conference on Econometrics
  • Place of Presentation: シンガポールマネジメント大学（シンガポール）
  • Int'l Joint Research
• [Presentation] GARCH model for income time series data and forecasting income inequality (2016)
  • Author(s): Haruhisa Nishino
  • Organizer: 10th International Conference on Computational and Financial Econometrics(CFE 2016)
  • Place of Presentation: セビリア大学（スペイン）
  • Year and Date: 2016-12-09
  • Int'l Joint Research
• [Presentation] 経済不平等度を予測するためのモデルについて (2016)
  • Author(s): 西埜晴久
  • Organizer: 2016年度統計関連学会連合大会
  • Place of Presentation: 金沢大学 角間キャンパス
  • Year and Date: 2016-09-04
• [Presentation] Bayesian estimation of the beta-type distribution parameters based upon grouped data (2016)
  • Author(s): Kazuhiko Kakamu
  • Organizer: The First Eastern Asia Meeting on Bayesian Statistics
  • Place of Presentation: Shanghai Jiao Tong University, Shanghai, China
  • Int'l Joint Research / Invited