income and wealth inequality in five OECD countries using comparable household-level survey data. We focus on the dependence … social inequality than the traditional 'income only' approach. We find that cross-country variations in the dependence … parameter effectively accounts only for a small fraction of cross-country differences in a bivariate measure of inequality. The …

in wealth and health, implying persistent increases in wealth inequality that are characterised by increases in wealth … and/or with lower wealth. These changes lead to inequality in exposure to post-pandemic income risk and, in particular, an … incentivising investment in health for those with low wealth and health, it reduces health inequality and, in the short run, the …

estimation of these two top distributions. We leverage the bivariate parametric/non-parametric copula to extrapolate both income … and wealth distributions from German PHF (Panel on Household Finance) data. The copula modelling potentially reduces the …. The copula estimate can help us to perform out-of-sample prediction on the very top of the tail distribution from one …

estimation of these two top distributions by using the best data available for Germany. We leverage the bivariate copula to … model. The copula modelling grants the separability in choosing the estimation domain as well as the parametric … model fit with external validation. The copula estimate can help us to perform out-of-sample prediction on the very top of …

Wider participation in stockholding is often presumed to reduce wealth inequality. We measure and decompose changes in … US wealth inequality between 1989 and 2001, a period of considerable spread of equity culture. Inequality in equity … wealth is found to be important for net wealth inequality, despite equity's limited share. Our findings show that reduced …

degree of heterogeneity in household preferences or beliefs is sufficient to match empirical measures of wealth inequality in …