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Industrialization, returns, inequality
Albers, Thilo N. H.; Kersting, Felix; Stieglitz, Timo - 2023
How does revolutionary technological change impact wealth inequality? We turn to the mother of all technological shocks–the Industrial Revolution–and analyze its role for wealth concentration both empirically and theoretically. Based on a novel dataset on wealth shares at the level of...
Persistent link: https://www.econbiz.de/10014487319
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The dynamics of adjustment to debt
Rae, David - 1991
Persistent link: https://www.econbiz.de/10000913066
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Leptokurtic stock distributions : implications for option valuation
Chan, Howard Wei-hong - 1992
Persistent link: https://www.econbiz.de/10000873201
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The evolution of industry structure using computer simulation
McCloughan, Patrick - 1992
Persistent link: https://www.econbiz.de/10000945281
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Quasi-Monte Carlo methods in stochastic simulations : an application to fiscal policy simulations using an aggregate disequilibrium model of the West German economy 1960 - 1994
Franz, Wolfgang (contributor) - 1998
Different stochastic simulation methods are used in order to check the robustness of the outcome of policy simulations … possible margin. Because of nonlinearities confidence intervals for the simulation results have to be obtained by means of … stochastic simulations. The main contribution of this paper consists in presenting the simulation results. The robustness of …
Persistent link: https://www.econbiz.de/10000654506
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Robust small area estimation under spatial non-stationarity
Baldermann, Claudia; Salvati, Nicola; Schmid, Timo - 2016
Geographically weighted small area methods have been studied in literature for small area estimation. Although these approaches are useful for the estimation of small area means efficiently under strict parametric assumptions, they can be very sensitive to outliers in the data. In this paper, we...
Persistent link: https://www.econbiz.de/10011455039
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A flexible state-space model with lagged states and lagged dependent variables : simulation smoothing
Hauber, Philipp; Schumacher, Christian; Zhang, Jiachun - 2019
We provide a simulation smoother to a exible state-space model with lagged states and lagged dependent variables. Qian … efficient simulation smoother, which relies on mean corrections for unconditional vectors. When applied to a factor model, the … proposed simulation smoother for the states is efficient compared to other state-space models without lagged states and …
Persistent link: https://www.econbiz.de/10012000564
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The dynamics of self-employment in East Germany : an empirical analysis using panel data and allowing for state dependence and endogenous attrition
Lechner, Michael - 1993
The focus of the paper is on the analysis of the individual determinants of self-employment in East Germany after unification, with special respect to the dynamic issues which may arise. The data set used is the Arbeitsmarkt-Monitor für die neuen Bundesländer, which is a panel data set...
Persistent link: https://www.econbiz.de/10011621423
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Simulation of reforms of direct and indirect taxation for France
Laisney, François; Mühleisen, Martin; Staat, Matthias; … - 1992
situation and to the simulation of reactions to changes in the tax system. One of these takes fixed costs of work into account …
Persistent link: https://www.econbiz.de/10011622021
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Why has income inequality in Germany increased from 2002 to 2011? : a behavioral microsimulation decomposition
Jessen, Robin - 2016
I propose a method to decompose changes in income inequality into the contributions of policy changes, wage rate changes, and population changes while considering labor supply reactions. Using data from the Socio-Economic Panel (SOEP), I apply this method to decompose the increase in income...
Persistent link: https://www.econbiz.de/10011568532