Statistical modeling and Computational intensive approach for economic inequality

• Project/Area Number: 24530222
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Multi-year Fund
• Section: 一般
• Research Field: Economic statistics
• Research Institution: Chiba University
• Principal Investigator: NISHINO Haruhisa 千葉大学, 法政経学部, 准教授 (20305410)
• Co-Investigator(Kenkyū-buntansha): KAKAMU Kazuhiko 千葉大学, 法政経学部, 准教授 (00456005)
• Project Period (FY): 2012-04-01 – 2015-03-31
• Project Status: Completed (Fiscal Year 2014)
• Budget Amount: ¥5,070,000 (Direct Cost: ¥3,900,000、Indirect Cost: ¥1,170,000); Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000); Fiscal Year 2013: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000); Fiscal Year 2012: ¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
• Keywords: 所得分布 / 経済格差 / 計量分析 / 時系列 / MCMC法 / 一般化ベータ分布 / 時系列モデル / ジニ係数

Outline of Final Research Achievements

We have studied two topics. The first is to estimate the income distribution using the generalized beta distribution of the second kind with five parameters. The second is to construct time series models with the lognormal assumed. In the time series model we analyze a random-walk model and a stationary AR model for changes of the income inequality.
These works provide useful econometric models for an income distribution and a time series model for the income. These estimations are given by the computationally intensive MCMC method.

Research Products

• [Journal Article] 第2種の一般化ベータ分布について (2014)
  • Author(s): 西埜晴久
  • Journal Title: 千葉大学経済研究 Volume: 28 Pages: 157-172
  • NAID: 120007054798
• [Journal Article] 家計調査からみた日本の所得分配: Singh-Maddala分布による検討 (2013)
  • Author(s): 各務和彦
  • Journal Title: 千葉大学経済研究 Volume: 28 Pages: 83-99
  • NAID: 120007054846
• [Journal Article] Bayesian Whittle Estimation of ARFIMA model (2013)
  • Author(s): Haruhisa Nishino and Kazuhiko Kakamu
  • Journal Title: Advances and Applications in Statistics Volume: 37 Pages: 149-170
  • Peer Reviewed
• [Journal Article] Bayesian estimation of persistent income inequality by lognormal stochastic volatility model (2012)
  • Author(s): Nishino, H, K, Kakamu and T. Oga
  • Journal Title: Journal of Income Distribution Volume: 21 Pages: 88-101
  • Peer Reviewed
• [Journal Article] 所得分布を推定するための3 つ以上のパラメータを持つ分布 (2012)
  • Author(s): 西埜晴久
  • Journal Title: 千葉大学経済研究 Volume: 27 Pages: 321-338
  • NAID: 120007055347
• [Presentation] Bayesian Estimation of Beta-type Distribution Parameters based on Grouped Data (2015)
  • Author(s): 西埜晴久
  • Organizer: 研究集会「第16回ノンパラメトリック統計解析とベイズ統計」
  • Place of Presentation: 慶應義塾大学日吉キャンパス(神奈川県）
  • Year and Date: 2015-03-25 – 2015-03-26
• [Presentation] Bayesian estimation of beta-type distribution parameters based on grouped data (2015)
  • Author(s): H.Nishino
  • Organizer: Recent Development on Bayesian Econometric Methods and Applications
  • Place of Presentation: Keio University (Mita Campus)(東京都)
  • Year and Date: 2015-02-08
• [Presentation] Approximate Bayesian computation for Lorenz curves from grouped data (2015)
  • Author(s): K.Kakamu
  • Organizer: Recent Development on Bayesian Econometric Methods and Applications
  • Place of Presentation: Keio University (MitaCampus)(東京都)
  • Year and Date: 2015-02-08
• [Presentation] GARCH model for income time series data with income inequality (2014)
  • Author(s): H. Nishino
  • Organizer: 8th International Conference on Computational and Financial Econometrics (CFE 2014)
  • Place of Presentation: University of Pisa, (イタリア）
  • Year and Date: 2014-12-06 – 2014-12-08
• [Presentation] t分布のイノベーションを持つARMAモデルの推定について (2014)
  • Author(s): 西埜晴久
  • Organizer: 2014年度統計関連学会連合大会
  • Place of Presentation: 東京大学本郷キャンパス（東京都）
  • Year and Date: 2014-09-13 – 2014-09-16
• [Presentation] 対数正規分布を使った不平等度を含む計量モデルについて (2014)
  • Author(s): 西埜晴久
  • Organizer: 経済・ファイナンス分析のための統計的方法
  • Place of Presentation: 学習院大学（東京都）
  • Year and Date: 2014-09-12
• [Presentation] Bayesian estimation of the beta-type distribution parameters based upon grouped data (2014)
  • Author(s): K.Kakamu
  • Organizer: ISBA 2014 World Meeting
  • Place of Presentation: Cancun Convention Center, (メキシコ)
  • Year and Date: 2014-07-14 – 2014-07-18
• [Presentation] Simulation studies comparing Dagum and Singh-Maddala income distributions (2014)
  • Author(s): K.Kakamu
  • Organizer: 日本応用経済学会
  • Place of Presentation: 徳島大学(徳島県）
  • Year and Date: 2014-06-21 – 2014-06-22
• [Presentation] Bayesian estimation of beta type distribution parameters based upon grouped data (2013)
  • Author(s): K. Kakamu
  • Organizer: Econometric Society Australasian Meeting 2013
  • Place of Presentation: the University of Sydney
• [Presentation] 家計調査からみた日本の所得分配: Singh-Maddala分布による検討 (2013)
  • Author(s): 各務和彦
  • Organizer: 計量経済分析の最近の展開
  • Place of Presentation: 長崎県立大学佐世保校
• [Presentation] t分布のイノベーションを持つARMAモデルの推定について (2013)
  • Author(s): 西埜晴久
  • Organizer: 計量経済分析の最近の展開
  • Place of Presentation: 長崎県立大学佐世保校
• [Presentation] A random walk stochastic volatility model for income inquality (2013)
  • Author(s): H. Nishino
  • Organizer: 7th International Conference on Computational and Financial Econometrics
  • Place of Presentation: University of London
• [Presentation] Bayesian estimation of beta type distribution parameters based upon grouped data (2013)
  • Author(s): Kazuhiko Kakamu
  • Organizer: International Workshop on Bayesian Econometrics and Computation
  • Place of Presentation: Kobe University(神戸市）
• [Presentation] グループデータからの所得分布の推定 (2012)
  • Author(s): 西埜晴久
  • Organizer: 応用統計WS
  • Place of Presentation: 東京大学経済学研究科
• [Presentation] Bayesian estimation of income distribution using grouped data (2012)
  • Author(s): Haruhisa Nishino
  • Organizer: ISBA 2012 World Meeting
  • Place of Presentation: Kyoto melsa(京都市）
• [Presentation] 所得分布を推定するための3パラメータの分布 (2012)
  • Author(s): 西埜晴久
  • Organizer: 統計関連学会連合大会
  • Place of Presentation: 北海道大学
• [Presentation] Bayesian estimation of beta type distribution parameters based upon grouped data (2012)
  • Author(s): Kazuhiko Kakamu
  • Organizer: European Seminar on Bayesian Econometrics ESOBE(2012)
  • Place of Presentation: The Vienna University of Business and Economics(オーストリア）
• [Presentation] Bayesian estimation of beta type distribution parameters based upon grouped data (2012)
  • Author(s): Haruhisa Nishino
  • Organizer: Computational and Financial Econometrics (CFE 2012)
  • Place of Presentation: Oviedo, Spain(スペイン）