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

Semi-parametrische Schätzung von Einkommensmobilität mit D‑vines unter der Verwendung von bivariaten penalisierten Splines

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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.

Zusammenfassung

Der Artikel analysiert die Verteilung von Einkommensmobilität in Deutschland. Wir verwenden die offiziellen Daten der Deutschen Bundesagentur für Arbeit und vergleichen relative Einkommensveränderungen und ihre seriellen Abhängigkeiten über die Zeit in den Jahrzehnten 1980, 1990 und 2000 um eine Querschnitts- und eine Längsperspektive mit einem Fokus auf Veränderungen innerhalb der Generationen zu erhalten. Die Daten werden in Bezug auf die Erziehung der Einzelpersonen und für Änderungen der Beschäftigung getrennt. Für die Modellierung der multivariaten Verteilung des individuellen Einkommens werden nichtparametrische Glättungstechniken angewandt. Als Ergebnis erkennen wir sehr niedrige Einkommensmobilität für die gering ausgebildeten Arbeitskräfte, aber deutlich höhere Einkommensmobilität für die hochgebildeten Personen.

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Notes

  1. Therefore, we do not present the graphical results of the parametric approach.

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Authors and Affiliations

  1. Department of Business Administration and Economics, Centre for Statistics, Bielefeld University, Bielefeld, Germany

    Christian Schellhase

  2. Pforzheim University, Pforzheim, Germany

    Torben Kuhlenkasper

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  1. Christian Schellhase
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  2. Torben Kuhlenkasper
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Correspondence to Christian Schellhase.

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Schellhase, C., Kuhlenkasper, T. Semi-parametric estimation of income mobility with D‑vines using bivariate penalised splines. AStA Wirtsch Sozialstat Arch 11, 107–134 (2017). https://doi.org/10.1007/s11943-017-0205-9

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