Non-parametric kernel density estimates are employed for an exploratory analysis of the distributional conseuqnces of the German tax-benefit system using GSOEP. The focuses is on the year 1991 and a detailed analysis is provided. Moreover, the anatomy of income inequality is thoroughly examined,...

The intra-distributional mobility of German income dynamics is analysed using GSOEP. Transition probabilities are found to be time-varying. The tested models comprise various mixed Markov chains in discrete time and a non-stationary mover-stayer model is proposed. In order to explain the...

mobility measures; robustness; data contamination

Using the GSOEP the paper analyses income mobility and inequality dynamics in Germany in the 90s at various levels of aggregation, ranging from a direct modelling of intra-distributional mobility using bivariate kernel density estimates to an examination of the moving cross-section.

Using administrative panel data on the entire population of new labor immigrants to the Netherlands, we estimate the effects of individual labor market spells on immigration durations using the timing-of-events method. The model allows for correlated unobserved heterogeneity across migration,...

Finite sample distributions of studentized inequality measures differ substantially from their asymptotic normal distribution in terms of location and skewness. We study these aspects formally by deriving the second-order expansion of the first and third cumulant of the studentized inequality...

Heavy-tailed distributions, such as the distribution of stock returns, are prone to generate large values. This renders difficult the detection of outliers. We propose a new outward testing procedure to identify multiple outliers in these distributions. A major virtue of the test is its...