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Title:

On the estimation of distributional household wealth – Solving under-reporting via optimization problems

Document type:
Zeitschriftenaufsatz
Author(s):
Engel J., Ohlwerter D. and Scherer M.
Non-TUM Co-author(s):
ja
Cooperation:
-
Abstract:
The Household Finance and Consumption Survey (HFCS) provides valuable information for the monetary policy and financial stability purposes. The dataset shows, however, inconsistencies with National Account (NtlA) statistics, as the aggregated HFCS micro data do usually not match the corresponding NtlA macro data. Therefore, we suggest a solution to close the gap via an optimization problem that aims at preserving for each wealth instrument the level of inequality measured by the Gini coefficient...     »
Intellectual Contribution:
Discipline-based Research
Journal title:
European Central Bank Working Paper Series
Journal listet in FT50 ranking:
nein
Year:
2023
Pages contribution:
2865
Fulltext / DOI:
doi:10.2139/ssrn.4625449
Status:
Verlagsversion / published
Date of publication:
06.11.2023
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
SDG:
;
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