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Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate T Distribution
Pesaran, Bahram; Pesaran, M. Hashem - 2021
This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH type volatility estimates. The t-DCC...
Persistent link: https://www.econbiz.de/10013316934
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Spatial Changes in Labour Market Inequality
Lindley, Joanne - 2013
We study spatial changes in labour market inequality for US states and MSAs using Census and American Community Survey data between 1980 and 2010. We report evidence of significant spatial variations in education employment shares and in the college wage premium for US states and MSAs, and show...
Persistent link: https://www.econbiz.de/10013076155
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Is There Convergence of Russia's Regions? Exploring the Empirical Evidence : 1995–2010
Lehmann, Hartmut - 2013
This paper analyzes convergence in per capita gross regional product of Russia's regions during the period 1995 …-2010, when regional data are available. Using a panel regression framework we find no evidence for beta-convergence. Instead we … regional product confirm this outcome as do non-parametric estimates of convergence, namely estimates using Markov transition …
Persistent link: https://www.econbiz.de/10013076152
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A Distribution Dynamics Approach to Regional GDP Convergence in Unified Germany
Juessen, Falko - 2009
This paper uses nonparametric techniques to study GDP convergence across German labor market regions and counties … during the period 1992-2004. The main result is that regional convergence in unified Germany has been substantial. In the …
Persistent link: https://www.econbiz.de/10013159511
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Regional Convergence in Russia : Estimating a Neoclassical Growth Model
Lehmann, Hartmut - 2020
In this paper, we study convergence in per capita gross regional products across Russian regions in the period from … model to analyze regional convergence process in the Russian case. We also take into account possible spatial effects and do … a series of other robustness checks. Our main estimates establish a convergence rate of around 2% per year. While we …
Persistent link: https://www.econbiz.de/10012839051
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Regional Disparities and Inequality of Opportunity : The Case of Italy
Checchi, Daniele - 2005
In this paper we provide a new methodology to measure opportunity inequality and to decompose overall inequality in an quot;ethically offensivequot; and an quot;ethically acceptablequot; part. Moreover, we provide some empirical applications of these new evaluation tools: in the first exercise,...
Persistent link: https://www.econbiz.de/10012784055
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The Roles of Increasing Inequality and Divergent Urban Development in Understanding Spatial Polarization in Tel-Aviv
Modai-Snir, Tal - 2017
Many studies of urban and neighbourhood change investigate changes in the relative positions of neighbourhoods within an urban region, without looking at the underlying processes. Often, changes in socio-spatial structures reflect intensifying socio-spatial divisions caused by both increasing...
Persistent link: https://www.econbiz.de/10012940840
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Geographies of Socio-Economic Inequality
van Ham, Maarten; Manley, David; Tammaru, Tiit - 2022
Over many decades, academics, policymakers and governments have been concerned with both the presence of inequalities and the impacts these can have on people when concentrated spatially in urban areas. This concern is especially related to the influence of spatial inequalities on individual...
Persistent link: https://www.econbiz.de/10014083794
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Evolution of Inequality in Nigeria : A Tale of Falling Inequality, Rising Poverty and Regional Heterogeneity
Odozi, John Chiwuzulum; Uwaifo Oyelere, Ruth - 2023
inequality relate to changes in consumption and poverty. In addition, we examine whether there has been convergence in inequality …. Our findings suggest convergence in estimated inequality by regions but we do not find evidence of convergence across …
Persistent link: https://www.econbiz.de/10014264269
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Spatial Income Inequality in India, 1993-2011 : A District Level Decomposition
Azam, Mehtabul - 2016
Using nationally representative household survey data, and district and state as two levels of aggregation, we examine role of individual and geographical factors in determining the level and the change in income inequality in India. We find that between-state income differences account for the...
Persistent link: https://www.econbiz.de/10012993930