2014 Fiscal Year Final Research Report
Statistical modeling and Computational intensive approach for economic inequality
| Project/Area Number |
24530222
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Chiba University |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
KAKAMU Kazuhiko 千葉大学, 法政経学部, 准教授 (00456005)
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| Project Period (FY) |
2012-04-01 – 2015-03-31
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| Keywords | 所得分布 / 経済格差 / 計量分析 / 時系列 / MCMC法 |
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| 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.
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| Free Research Field |
計量経済学
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