The measurement of economic inequality by time series models
Project/Area Number |
21530194
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Economic statistics
|
Research Institution | Chiba University |
Principal Investigator |
|
Co-Investigator(Renkei-kenkyūsha) |
KAKAMU Kazuhiko 千葉大学, 法経学部, 准教授 (00456005)
OGA Takashi 千葉大学, 法経学部, 准教授 (50326005)
|
Project Period (FY) |
2009 – 2011
|
Project Status |
Completed (Fiscal Year 2011)
|
Budget Amount *help |
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2011: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2010: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2009: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
|
Keywords | 所得分布 / ジニ係数 / グループ・データ / MCMC法 / 不平等度 / 時系列 / マルコフ連鎖モンテカルロ法 / 対数正規分布 / 経済格差 / 長記憶性 / 計量分析 |
Research Abstract |
We propose a estimation and a testing based on grouped data of Family Income and Expenditure Survey. The method is given by a normal approximation of selected order statistics, and can be applied to a testing. We extend a model of the method to a stochastic volatility time series model.
|
Report
(4 results)
Research Products
(35 results)