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Improving Models of Income Dynamics using Cross-Section-Information

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Author Info
Robert Aebi
Klaus Neusser
Peter Steiner

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Abstract

Based on a relative entropy approach, this paper proposes a method to estimate or update transition matrices using just cross-sectional observations at two points in time. The method is then applied to explain the development of the US income distribution. Starting from three hypothesized transition matrices and a transition matrix estimated from the PSID data, we show how these matrices must be adjusted in the light of the cross-sectional information. Finally, we explore the consequences of these updated transition matrices for the future development of the US income distribution.

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Publisher Info
Article provided by Swiss Society of Economics and Statistics (SSES) in its journal Swiss Journal of Economics and Statistics.

Volume (Year): 144 (2008)
Issue (Month): II (June)
Pages: 117-151
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Handle: RePEc:ses:arsjes:2008-ii-1

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Related research
Keywords: income distribution; income dynamics; relative entropy;

Find related papers by JEL classification:
D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Adelman, Irma & Morley, Samuel & Schenzler, Christoph & Warning, Matthew, 1994. "Estimating income mobility from census data," Journal of Policy Modeling, Elsevier, vol. 16(2), pages 187-213, April. [Downloadable!] (restricted)
  2. Robert Aebi & Klaus Neusser & Peter Steiner, 2006. "A Large Deviation Approach to the Measurement of Mobility," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(II), pages 195-222, June. [Downloadable!]
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  3. Tauchen, George, 1986. "Finite state markov-chain approximations to univariate and vector autoregressions," Economics Letters, Elsevier, vol. 20(2), pages 177-181. [Downloadable!] (restricted)
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