福利与经济冲击的非参数分析

IF 0.6 Q3 Economics, Econometrics and Finance

Economics Bulletin Pub Date : 2006-10-16 DOI:10.1920/WP.CEM.2006.2206

N. Rosati

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引用次数: 0

摘要

用消费和收入两种方法研究了永久性和暂时性经济冲击对不同家庭福利水平的影响。在检验了经济冲击的异方差后，我们使用局部多项式回归模型来估计以福利水平为条件的冲击方差。意大利1980-2004年的数据表明，短期和永久性经济冲击均存在异方差，穷人的差异更大。永久性冲击似乎对所有福利水平都有更一致的影响。

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A nonparametric analysis of welfare and the economic shocks

The behaviour of the permanent and transitory economic shocks for different levels of households' welfare is studied using both consumption and income measures. After testing for heteroskedasticity of the economic shocks, we use local polynomial regression models to estimate the variance of the shocks conditional on welfare level. Italian data covering the period 1980-2004 show evidence of heteroskedasticity of both the transitory and the permanent economic shocks, with the poor experiencing higher variances. The permanent shocks seem to have a more uniform effect at all welfare levels.

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来源期刊

Economics Bulletin ECONOMICS-

CiteScore

1.60

自引率

0.00%

发文量

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