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This paper reports the main findings of a pilot project launched in July 2014 by the IMF's Statistics Department to test augmenting the IMF's financial soundness indicators (FSIs) with concentration and distribution measures (CDMs) to capture tail risks, concentrations, variations in...
Persistent link: https://www.econbiz.de/10012996086
A multivariate distribution possessing arbitrarily parameterized Pareto margins is formulated and studied. The distribution is believed to allow for an adequate modeling of dependent heavy tailed risks with a non-zero probability of simultaneous loss. Numerous links to certain nowadays existing...
Persistent link: https://www.econbiz.de/10014153813
This paper explores the ability of some popular income distributions to model observed skewness and kurtosis. We present the generalized beta type 1 (GB1) and type 2 (GB2) distributions' skewness–kurtosis spaces and clarify and expand on previously known results on other distributions'...
Persistent link: https://www.econbiz.de/10014158345
Inequality is anisotropic: its intensity is variable along the income scale. Therefore, to focus on local inequalities, a new representation, the isograph, is developed to figure their variations. This leads to the expression of three coefficients able to summarize the shape of inequalities: a...
Persistent link: https://www.econbiz.de/10010258790
This paper explores the ability of some popular income distributions to model observed skewness and kurtosis. We present the generalized beta type 1 (GB1) and type 2 (GB2) distributions' skewness-kurtosis spaces and clarify and expand on previously known results on other distributions'...
Persistent link: https://www.econbiz.de/10009786712
The Benini distribution is a lognormal-like distribution generalizing the Pareto distribution. Like the Pareto and the lognormal distributions it was originally proposed for modeling economic size distributions, notably the size distribution of personal income. This paper explores a...
Persistent link: https://www.econbiz.de/10009772192
Labour productivity distribution (dispersion) is studied within the framework of statistical physics and the result is compared with the outcome of the empirical analysis. Superstatistics is presented as a natural theoretical framework for the productivity distribution. The demand index K is...
Persistent link: https://www.econbiz.de/10003843019
Labour productivity distribution (dispersion) is studied both theoretically and empirically. Superstatistics is presented as a natural theoretical framework for productivity. The demand index is proposed within this framework as a new business index. Japanese productivity data covering...
Persistent link: https://www.econbiz.de/10003785041
Persistent link: https://www.econbiz.de/10003467115
Persistent link: https://www.econbiz.de/10003533554