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We provide an axiomatization-based justification for applying the Owen value to decompose R2 in OLS models if prior …
Persistent link: https://www.econbiz.de/10010307410
This paper decomposes differences in poverty incidence (head count ratio) using estimates from a regression equation, synthesizing the approaches proposed in World Bank (2003) and Yun (2004). A significance test is developed for characteristics and coefficients effects when decomposing...
Persistent link: https://www.econbiz.de/10010277307
In Riccetti (2010) I find that the use of copulas can be useful in an asset allocation model for choosing the stock and the bond composition of portfolios (the macro asset allocation) or if the portfolio is composed by one bond index and some stock indices. Thus, in these cases, easy methods to...
Persistent link: https://www.econbiz.de/10008752146
This paper decomposes differences in poverty incidence (head count ratio) using estimates from a regression equation, synthesizing the approaches proposed in World Bank (2003) and Yun (2004). A significance test is developed for characteristics and coefficients effects when decomposing...
Persistent link: https://www.econbiz.de/10005233744
Inequality is a multidimensional phenomenon though it is often discussed along a single dimension like income. This is also the case for the various decomposition approaches of inequality indices. In this paper we study one- and multidimensional indices on inequality on data for three large...
Persistent link: https://www.econbiz.de/10012099903
In this paper we provide a comparative analysis of inequality in household consumption per capita in four South-Eastern European countries, Albania, Bosnia & Herzegovina, Bulgaria, and Serbia. The analysis is based on a largely consistent dataset derived from the World Bank's Living Standards...
Persistent link: https://www.econbiz.de/10012311473
Inequality is a multidimensional phenomenon though it is often discussed along a single dimension like income. This is also the case for the various decomposition approaches of inequality indices. In this paper we study one- and multidimensional indices on inequality on data for three large...
Persistent link: https://www.econbiz.de/10012311485
Inequality is a multidimensional phenomenon though it is often discussed along a single dimension like income. This is also the case for the various decomposition approaches of inequality indices. In this paper we study one- and multidimensional indices on inequality on data for three large...
Persistent link: https://www.econbiz.de/10009131259
In this paper we provide a comparative analysis of inequality in household consumption per capita in four South-Eastern European countries, Albania, Bosnia & Herzegovina, Bulgaria, and Serbia. The analysis is based on a largely consistent dataset derived from the World Bank’s Living Standards...
Persistent link: https://www.econbiz.de/10010765703
Inequality is a multidimensional phenomenon though it is often discussed along a single dimension like income. This is also the case for the various decomposition approaches of inequality indices. In this paper we study one- and multidimensional indices on inequality on data for three large...
Persistent link: https://www.econbiz.de/10010768987