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Consistent estimation of the memory parameterfor nonlinear time series

Dalla, Violetta; Giraitis, Liudas; Hidalgo, Javier - Suntory and Toyota International Centres for Economics … - 2006

For linear processes, semiparametric estimation of the memory parameter, based on the log-periodogramand local Whittle estimators, has been exhaustively examined and their properties are well established.However, except for some specific cases, little is known about the estimation of the memory...

Persistent link: https://www.econbiz.de/10005797497

Consistent estimation of the memory parameterfor nonlinear time series

Dalla, Violetta; Giraitis, Liudas; Hidalgo, Javier - Suntory and Toyota International Centres for Economics … - 2006

Persistent link: https://www.econbiz.de/10005670804

Static and Dynamic Poverty in Spain, 1993-2000

Martín, Elena Bárcena; Cowell, Frank A - Suntory and Toyota International Centres for Economics … - 2006

We focus on the statics and dynamics of poverty in Spain using data from the first eight waves of the European Community Household Panel from 1994 to 2001, a period not sufficiently covered by recent literature. The results confirm the pattern of poverty changes noted by other authors for the...

Persistent link: https://www.econbiz.de/10005151129

Modelling Vulnerability in the UK

Bandyopadhyay, Sanghamitra; Cowell, Frank A - Suntory and Toyota International Centres for Economics … - 2007

In this paper we examine the concept of "vulnerability" (Townsend 1994) within thecontext of income mobility of the poor. We test for the dynamics of vulnerablehouseholds in the UK using Waves 1 - 12 of the British Household Panel Survey andfind that, of three different types of risks that we...

Persistent link: https://www.econbiz.de/10005151130

Equivalence of Scales and Inequality (published in Income Inequality Measurement:From Theory to Practice, J Silber (ed), Dewenter: Kluver (1999)

Cowell, Frank A; Mercader-Prats, Magda - Suntory and Toyota International Centres for Economics … - 1997

Instead of Inequality analysis sometimes neglects the problem of allowing differences in people's non …

Persistent link: https://www.econbiz.de/10005310311

Attitudes towards Risk and Inequality: A Questionnaire-Experimental Approach

Amiel, Yoram; Cowell, Frank A - Suntory and Toyota International Centres for Economics … - 2001

Orderings of income distribution in terms of inequality should be closely related to orderings in terms of risk. Using …' distributional perceptions. We show that in terms of both inequality and risk individuals consistently reject one of the standard … axioms of distributional comparison. Moreover, there are significant differences in the 'maps' of inequality and risk …

Persistent link: https://www.econbiz.de/10005310315

How much inequality can we explain? A methodology and an application to the USA (Now published in The Economic Journal, vol.105, no.429 (March 1995), pp. 421-430)

Cowell, Frank A; Jenkins, Stephen P - Suntory and Toyota International Centres for Economics … - 1994

We develop two simple measures of how much inequality is explained by individual population characteristics or groups … several alternative theoretically consistent approaches to inequality decomposition. Results are illustrated using US PSID …

Persistent link: https://www.econbiz.de/10005797447

Inequality and Envy

Cowell, Frank A; Ebert, Udo - Suntory and Toyota International Centres for Economics … - 2006

Using a simple axiomatic structure we characterise two classes ofinequality indices - absolute and relative - that take into account "envy"in the income distribution. The concept of envy incorporated hereconcerns the distance of each person's income from his or herimmediately richer neighbour....

Persistent link: https://www.econbiz.de/10005797453

Robustness properties of poverty indices

Cowell, Frank A; Victoria-Feser, Maria-Pia - Suntory and Toyota International Centres for Economics … - 1994

Drawing on recent work concerning the statistical robustness of inequality statistics we examine the sensitivity of … poverty indices to data contamination using the concept of the influence function. We show that poverty and inequality indices …

Persistent link: https://www.econbiz.de/10005797463

Inequality Decomposition - A Reconciliation

Cowell, Frank A; Fiorio, Carlo V. - Suntory and Toyota International Centres for Economics … - 2009

approach. TheLIS database is used to compare the approaches using an analysis of the changingcontributions to inequality in the …

Persistent link: https://www.econbiz.de/10008838705