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We consider the estimation of wealth inequality measures with their confidence interval, based on survey data with interval censoring. We rely on a Bayesian hierarchical model. It consists of a model where, due to survey sampling and unit…

应用统计 · 统计学 2011-08-01 Eric Gautier

Poverty maps are essential tools for governments and NGOs to track socioeconomic changes and adequately allocate infrastructure and services in places in need. Sensor and online crowd-sourced data combined with machine learning methods have…

机器学习 · 计算机科学 2023-04-07 Lisette Espín-Noboa , János Kertész , Márton Karsai

This papers aims to establish the empirical relationship between income, net wealth and their joint distribution in a selected group of euro area countries. I estimate measures of dependence between income and net wealth using a…

综合经济学 · 经济学 2023-04-28 Anna Stelzer

This article describes mathematical methods for estimating the top-tail of the wealth distribution and therefrom the share of total wealth that the richest $p$ percent hold, which is an intuitive measure of inequality. As the data base for…

应用统计 · 统计学 2018-07-11 Christoph Dalitz

We develop a general framework to analyze the distribution functions of wealth and income. Within this framework we study wealth distribution in a society by using a model which turns on two-party trading for poor people while for rich…

统计力学 · 物理学 2008-12-02 Arnab Das , Sudhakar Yarlagadda

This paper develops a nonparametric statistical model of wealth distribution that imposes little structure on the fluctuations of household wealth. In this setting, we use new techniques to obtain a closed-form household-by-household…

经济学 · 定量金融 2016-01-19 Ricardo T. Fernholz

Synthetic indices are used in Economics to measure various aspects of monetary inequalities. These scalar indices take as input the distribution over a finite population, for example the population of a specific country. In this article we…

应用统计 · 统计学 2011-09-06 Eric Gautier

We estimate the dynamic distributional effects of financial shocks in the Euro Area using survey-based microdata on personal incomes. We find that positive financial shocks increase inequality, with heterogeneity across different income…

综合经济学 · 经济学 2025-10-14 Miloš Ciganović , Elena Scola Gagliardi , Massimiliano Tancioni

Poverty maps are used to aid important political decisions such as allocation of development funds by governments and international organizations. Those decisions should be based on the most accurate poverty figures. However, often reliable…

应用统计 · 统计学 2014-08-01 Isabel Molina , Balgobin Nandram , J. N. K. Rao

This paper explores whether unconventional monetary policy operations have redistributive effects on household wealth. Drawing on household balance sheet data from the Wealth and Asset Survey, we construct monthly time series indicators on…

综合经济学 · 经济学 2019-12-23 Anastasios Evgenidis , Apostolos Fasianos

We describe a method to identify poor households in data-scarce countries by leveraging information contained in nationally representative household surveys. It employs standard statistical learning techniques---cross-validation and…

机器学习 · 统计学 2017-11-21 Varun Kshirsagar , Jerzy Wieczorek , Sharada Ramanathan , Rachel Wells

Many critical policy decisions, from strategic investments to the allocation of humanitarian aid, rely on data about the geographic distribution of wealth and poverty. Yet many poverty maps are out of date or exist only at very coarse…

综合经济学 · 经济学 2022-06-08 Guanghua Chi , Han Fang , Sourav Chatterjee , Joshua E. Blumenstock

In low and middle income countries, household surveys are a valuable source of information for a range of health and demographic indicators. Increasingly, subnational estimates are required for targeting interventions and evaluating…

统计方法学 · 统计学 2020-09-21 Katie Wilson , Jon Wakefield

I generalize state-of-the-art approaches that decompose differences in the distribution of a variable of interest between two groups into a portion explained by covariates and a residual portion. The method that I propose relaxes the…

计量经济学 · 经济学 2024-05-10 Bernardo Modenesi

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…

混沌动力学 · 物理学 2010-08-05 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We develop a general framework, based on Boltzmann transport theory, to analyze the distribution of wealth in societies. Within this framework we derive the distribution function of wealth by using a two-party trading model for the poor…

统计力学 · 物理学 2016-08-31 Arnab Das , Sudhakar Yarlagadda

A model based on first-degree family relations network is used to describe the wealth distribution in societies. The network structure is not a-priori introduced in the model, it is generated in parallel with the wealth values through…

其他凝聚态物理 · 物理学 2009-11-10 R. Coelho , Z. Neda , J. J. Ramasco , M. A. Santos

Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the interest in the subject greatly, yet it…

综合金融 · 定量金融 2017-09-22 F. Clementi , M. Gallegati

In the so-called ``fair'' models of peer-to-peer wealth exchanges, economic inequality tends to reach its maximum value asymptotically. This global trend is evident as the richest continuously accumulate a larger share of wealth at the…

物理与社会 · 物理学 2023-08-22 Thiago Dias , Sebastián Gonçalves

Grouped data in form of income shares have been conventionally used to estimate income inequality due to the lack of availability of individual records. Most prior research on economic inequality relies on lower bounds of inequality…

应用统计 · 统计学 2018-08-30 Vanesa Jorda , José María Sarabia , Markus Jäntti
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