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Accounting for poverty differences between the United States, Great Britain, and Germany

Biewen, Martin; Jenkins, Stephen - 2002 - This version: 17 July 2002

across years), and use it to compare levels and patterns of relative poverty in the USA, Great Britain and Germany during the … 1990s. The higher aggregate poverty rates in the USA and in Britain relative to Germany were mostly accounted for by higher …-relevant characteristics, in particular higher employment rates. …

Persistent link: https://www.econbiz.de/10011437003

A framework for the decomposition of poverty differences with an application to poverty differences between countries

Biewen, Martin; Jenkins, Stephen - In: Empirical economics : a journal of the Institute for … 30 (2005) 2, pp. 331-358

Persistent link: https://www.econbiz.de/10003075805

Measuring inequality using censored data : a multiple imputation approach

Jenkins, Stephen; Burkhauser, Richard V.; Feng, Shuaizhang - 2009

To measure income inequality with right censored (topcoded) data, we propose multiple imputation for censored observations using draws from Generalized Beta of the Second Kind distributions to provide partially synthetic datasets analyzed using complete data methods. Estimation and inference...

Persistent link: https://www.econbiz.de/10003818749

Using the P90/P10 index to measure US inequality trends with current population survey data : a view from inside the census bureau vaults

Burkhauser, Richard V. (contributor); … - 2007

earnings and income inequality in the USA. Time-inconsistency problems related to top coding in theses data have led many …

Persistent link: https://www.econbiz.de/10003486040

The intergenerational transmission of poverty in industrialized countries

Jenkins, Stephen (contributor); Siedler, Thomas (contributor) - 2007

This paper reviews research about the intergenerational transmission of poverty in industrialized countries. In order to make our survey manageable, we restrict attention to studies that consider the relationship between parental poverty (or "income") during childhood and laterlife outcomes; we...

Persistent link: https://www.econbiz.de/10003471768

Long memory and volatility dynamics in the US dollar exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...

Persistent link: https://www.econbiz.de/10003931070

Fractional cointegration in US term spreads

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

This note examines the stochastic properties of US term spreads with parametric and semi-parametric fractional integration techniques. Since the observed data (rather than the estimated residuals from a cointegrating regression) are used for the analysis, standard methods can be applied. The...

Persistent link: https://www.econbiz.de/10003939723

A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics

Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 471-501

Persistent link: https://www.econbiz.de/10003943259

Persistence and cycles in US hours worked

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012

This paper analyses monthly hours worked in the US over the sample period 1939m1 - 2011m10 using a cyclical long memory model; this is based on Gegenbauer processes and characterised by autocorrelations decaying to zero cyclically and at a hyperbolic rate along with a spectral density that is...

Persistent link: https://www.econbiz.de/10009579224

Fractional integration and cointegration in US financial time series data

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011

This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets might be efficient) or alternatively I(d) with...

Persistent link: https://www.econbiz.de/10009426696