Semi-parametric estimation of income mobility with D‑vines using bivariate penalised splines

Christian Schellhase () and Torben Kuhlenkasper ()
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Christian Schellhase: Bielefeld University
Torben Kuhlenkasper: Pforzheim University

AStA Wirtschafts- und Sozialstatistisches Archiv, 2017, vol. 11, issue 2, No 4, 107-134

Abstract: Abstract The article evaluates the distribution of income mobility in Germany. We employ official data from the German Federal Employment Agency and compare relative changes in income and their serial dependency over time during the 1980s, 1990s and 2000s to obtain both a cross-sectional and a longitudinal perspective with an intra-generational focus. The data set is separated with respect to the education of the individuals and job changes. Nonparametric smoothing techniques are applied for the modelling of the multivariate distribution of individual income. We detect very low income mobility for the low-educated workforce but significantly higher income mobility for highly educated individuals.

Keywords: Intra-generational income mobility; Copula density estimation; Changes of income; Penalised spline smoothing; Vine copula; Intragenerative Einkommensmobilität; Copuladichte Schätzung; Einkommensveränderungen; Glättung mit penalisierten Splines; Vine Copula (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s11943-017-0205-9

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