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Persistent link: https://www.econbiz.de/10011696481
In this paper we propose a model for the conditional multivariate density of integer count variables defined on the set Zn. Applying the concept of copula functions, we allow for a general form of dependence between the marginal processes which is able to pick up the complex nonlinear dynamics...
Persistent link: https://www.econbiz.de/10010266919
This paper analyses the contribution of capital income to income inequality in a cross-national comparison. Using micro …
Persistent link: https://www.econbiz.de/10010310721
The prices of futures contracts on short-term interest rates are commonly used by central banks to gauge market expectations concerning monetary policy decisions. Excess returns - the difference between futures rates and the realized rates - are positive, on average, and statistically...
Persistent link: https://www.econbiz.de/10011605025
We examine the determinants of low income transitions using first-order Markov models that control for initial conditions effects (those found to be poor in the base year may be a nonrandom sample) and for attrition (panel retention may also be non-random). Our econometric model is a form of...
Persistent link: https://www.econbiz.de/10010262736
We provide a critique of the methods that have been used to derive measures of income risk and draw attention to the importance of demographic factors as a source of income risk. We also propose new measures of the contribution to total income risk of demographic and labour market factors....
Persistent link: https://www.econbiz.de/10010271921
We examine the determinants of low income transitions using first-order Markov models that control for initial conditions effects (those found to be poor in the base year may be a non-random sample) and for attrition (panel retention may also be non-random). Our econometric model is a form of...
Persistent link: https://www.econbiz.de/10010260797
Persistent link: https://www.econbiz.de/10011695702
Persistent link: https://www.econbiz.de/10010527506
der Erstellung eines Gutachtens zum Thema "Methoden der Steuerschätzung im internationalen Vergleich" beauftragt. Im … Ergebnis zeigte der Vergleich der Methoden der Steuerschätzung eine Reihe von Unterschieden zwischen den Praktiken der Länder … Transparenz und Dokumentation. Zusammenfassend offenbart der internationale Vergleich der Methoden der Steuerschätzung …
Persistent link: https://www.econbiz.de/10011698399