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The Covariance Structure of East and West German Incomes and its Implications for the Persistence of Poverty and Inequality
Biewen, Martin - 2002
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10010260800
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The Covariance Structure of East and West German Incomes and its Implications for the Persistence of Poverty and Inequality
Biewen, Martin - 2002
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10010262791
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The covariance structure of East and West German incomes and its implications for the persistence of poverty and inequality
Biewen, Martin - 2002
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10011436290
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The covariance structure of East and West German incomes and its implications for the persistence of poverty and inequality
Biewen, Martin - 2002
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10011406904
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SSA, Random Matrix Theory, and Noise-Reduced Correlations
Dash, Jan - 2016
This is the third paper in a series devoted to obtaining noise-reduced, stable correlations by smoothing time series using Singular Spectrum Analysis, or SSA. Here we show that the SSA-based correlations are superior in terms of noise reduction, employing a number of simple tests using Random...
Persistent link: https://www.econbiz.de/10012987088
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Stable Reduced-Noise 'Macro' SSA - Based Correlations for Long-Term Counterparty Risk Management
Dash, Jan - 2016
We introduce a methodology from geophysics, Singular Spectrum Analysis (SSA), to obtain stable, noise-cleaned correlations for long term risk (e.g. counterparty risk). SSA is applied to time series to smooth them in a robust manner. The SSA-smoothed time series are then used to obtain the...
Persistent link: https://www.econbiz.de/10012987091
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Introduction to Noise-Reduced Correlations Using Singular Spectrum Analysis
Dash, Jan - 2018
We summarize new results for estimating correlations for use in risk management. These estimates have better behavior than traditional estimation approaches from both a business standpoint and a technical standpoint. We smooth time series using Singular Spectrum Analysis (SSA) and compute...
Persistent link: https://www.econbiz.de/10012932998
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The Covariance Structure of East and West German Incomes and its Implications for the Persistence of Poverty and Inequality
Biewen, Martin - 2021
persistence of transitory shocks and their implications for the persistence of poverty and income inequality. The results suggest … that 52 to 69 percent of income inequality in West Germany were due to permanent differences between individuals and that … to overall income inequality increased from 20 percent in 1990 to over 70 percent in 1998 and the persistence of poverty …
Persistent link: https://www.econbiz.de/10013320585