Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/19864 
Kompletter Metadatensatz
DublinCore-FeldWertSprache
dc.contributor.authorGrimm, Michaelen
dc.contributor.authorGräb, Johannesen
dc.date.accessioned2009-01-28T16:08:24Z-
dc.date.available2009-01-28T16:08:24Z-
dc.date.issued2007-
dc.identifier.urihttp://hdl.handle.net/10419/19864-
dc.description.abstractWe propose a methodology for comparing poverty over multiple periods across time and space without arbitrarily aggregating income over various years or relying on arbitrarily specified poverty lines. Following Duclos et al. (2006a), we use the multivariate stochastic dominance methodology to create dominance surfaces for different time spans. We elaborate the method for the bi-dimensional case, using income observed over two periods, one at the beginning and one at the end of a time span, as dimensions. We also embed in this framework a new concept of chronic and transient poverty. We illustrate our approach by performing poverty comparisons using data for Indonesia and Peru.en
dc.language.isoengen
dc.publisher|aVerein für Socialpolitik, Ausschuss für Entwicklungsländer |cGöttingenen
dc.relation.ispartofseries|aProceedings of the German Development Economics Conference, Göttingen 2007 |x8en
dc.subject.ddc330en
dc.subject.keywordChronic Povertyen
dc.subject.keywordMultiperiod Povertyen
dc.subject.keywordPoverty Dominanceen
dc.subject.keywordPoverty Dynamicsen
dc.subject.keywordTransient Povertyen
dc.subject.stwArmuten
dc.subject.stwDisparitätsmaßen
dc.subject.stwSoziale Mobilitäten
dc.subject.stwVergleichen
dc.subject.stwMultivariate Analyseen
dc.subject.stwTheorieen
dc.subject.stwIndonesienen
dc.subject.stwPeruen
dc.titleRobust Multiperiod Poverty Comparisons-
dc.typeConference Paperen
dc.identifier.ppn560718578en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:gdec07:6531en

Datei(en):
Datei
Größe
213.12 kB





Publikationen in EconStor sind urheberrechtlich geschützt.