This document focuses on the estimation of inequality measures for complex survey data. The proposed methodology takes into account both the complexity of these generally non-linear functions of interest and the complexity of the sampling strategy. The first chapter is dedicated to the...

The dissertation elaborates on topics that are related to (i) intergenerational transfers of wealth and to (ii) how government ideology and elections influence outcomes (income inequality and budget consolidation) and political processes (fiscal planning and policy advice). The dissertation...

The aim of my PhD projects is to investigate various problems in applied parametric and nonparametric estimation, and eventually in prediction. The main focus is on welfare analysis. For instance, in both nonparametric density estimation and regression, the so-called boundary effects, i.e. the...

This dissertation comprises of three stand-alone research papers, all considering the use of high frequency financial data for financial market risk measurement. The first chapter considers the extraction of liquidity information from the intraday limit order book to enhance the daily market...