講座主題：Measuring inequality for winners and losers:extended Lorenz curves and Gini indices for possibly negative variables

主講嘉賓：賀天宇，天津大學(xué)馬寅初經(jīng)濟(jì)學(xué)院助理教授

時(shí)間：2023年11月23日（周四）13:30-15:30

地點(diǎn)：中央財(cái)經(jīng)大學(xué)沙河校區(qū) 二教108

主持人：苗壯 助理教授

點(diǎn)評(píng)人：苗壯 助理教授

主辦：中央財(cái)經(jīng)大學(xué)國(guó)際經(jīng)濟(jì)與貿(mào)易學(xué)院

致謝:  本講座獲得2023年中央財(cái)經(jīng)大學(xué)專(zhuān)題學(xué)術(shù)講座資助計(jì)劃支持

講座內(nèi)容：

Commonly used inequality measures are not defined for variables that can potentially take negative values, even though income or other wealth measures in surveys can encompass populations with both "winners" and "losers." Several corrections have been proposed to address the issue of negative values, but these modified measures have primarily been employed as descriptive tools rather than as formal statistical inference methods. In this study, our focus is on a collection of extended inequality measures proposed by Bouezmarni (2020) within a comprehensive theoretical framework. We aim to provide nonparametric inference methods for these extended inequality measures, specifically including pointwise confidence intervals for the extended Lorenz shares, extended Gini indices, and uniform confidence bands for the extended Lorenz curves. To evaluate the performance of the proposed methods, extensive Monte Carlo simulations are conducted. Additionally, we explore the properties and potential applications of these measures, introduce an alternative Line of Equality, and establish the equivalence between signed and positive Lorenz curves. To demonstrate the practical significance of extended inequality measures, we conduct an in-depth analysis of the inequality of household financial income in Italy. Furthermore, we investigate the cross-sectional dispersion of US stock returns to illustrate the versatility of these measures as general dispersion indicators.

嘉賓簡(jiǎn)介

賀天宇，天津大學(xué)馬寅初經(jīng)濟(jì)學(xué)院助理教授，加拿大麥吉爾大學(xué)經(jīng)濟(jì)學(xué)博士，師從Jean-Marie Dufour (世界計(jì)量經(jīng)濟(jì)學(xué)會(huì)會(huì)士，曾任Econometrica, Journal of Econometrics等期刊副主編)。主要研究方向?yàn)橛?jì)量經(jīng)濟(jì)學(xué)和勞動(dòng)經(jīng)濟(jì)學(xué)，關(guān)注不平等和貧困度量和統(tǒng)計(jì)檢驗(yàn)，以及弱識(shí)別問(wèn)題。目前，賀天宇與Dufour教授有三篇工作論文和兩個(gè)進(jìn)展中的項(xiàng)目。