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The dynamics of personal income distribution and inequality in the United States

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2013

predict the dynamics of personal incomes for every single person in the working-age population in the USA between 1930 and …

Persistent link: https://www.econbiz.de/10011259180

Modelling real GDP per capita in the USA: cointegration test

Kitov, Ivan; Kitov, Oleg; Dolinskaya, Svetlana - Volkswirtschaftliche Fakultät, … - 2007

A two-component model for the evolution of real GDP per capita in the USA is presented and tested. The first component … between the growth rate of real GDP per capita and the number of 9-year-olds in the USA is tested for cointegration. For … cointegrating relation. Econometrically, the tests for cointegration show that the deviations of real economic growth in the USA …

Persistent link: https://www.econbiz.de/10005790144

Inflation as a function of labor force change rate: cointegration test for the USA

Kitov, Ivan; Kitov, Oleg; Dolinskaya, Svetlana - Volkswirtschaftliche Fakultät, … - 2007

obtained for the USA is characterized by A1=4.0, A2=-0.03075, and t1=2 years. It provides a root mean square forecasting error …

Persistent link: https://www.econbiz.de/10005836346

Modeling the evolution of age-dependent Gini coefficient for personal incomes in the U.S. between 1967 and 2005

Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2008

This study validates the microeconomic model defining the evolution of personal incomes in the U.S. Because of a large portion of population not reporting any income, any comprehensive modeling of the overall personal income distribution (PID) is complicated. Age-dependent PIDs allow overcoming...

Persistent link: https://www.econbiz.de/10005836734

CRUDE OIL AND MOTOR FUEL: FAIR PRICE REVISITED

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2010

In April 2009, we introduced a model representing the evolution of motor fuel price (a subcategory of the consumer price index of transportation) relative to the overall CPI as a linear function of time. Under our framework, all price deviations from the linear trend are transient and the price...

Persistent link: https://www.econbiz.de/10008543797

Modeling the evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005

Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2007

The evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005 is analyzed and modeled. There … definition of income. Therefore the model Gini coefficient potentially better describes true behavior of inequality in the USA …

Persistent link: https://www.econbiz.de/10005619490

Modeling the price of crude oil and motor fuel: a five-year revision

Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2015

core CPI in the USA. Then we revealed similar behavior in the differences between the CPI and indices of various consumer …

Persistent link: https://www.econbiz.de/10011185388

A two-year revision: cross comparison and modeling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources

Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2014

Approximately two years ago we presented results of price modeling and extensive statistical analysis for share prices of five banks: Bank of America (BAC), Franklin Resources (BEN), Goldman Sachs (GS), JPMorgan Chase (JPM), and Morgan Stanley (MS). Using monthly closing prices (adjusted for...

Persistent link: https://www.econbiz.de/10011110482

Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources

Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2012

We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that...

Persistent link: https://www.econbiz.de/10011113939