Structure, trends and determinants of growth and welfare indices:Cluster analysis of time-dependent and multivariate data

增长和福利指数的结构、趋势和决定因素：时间相关和多元数据的聚类分析

• 批准号: 113437987
• 负责人: Professor Dr. Hajo Holzmann
• 金额: --
• 依托单位: Arbeitsgruppe Wahrscheinlichkeitstheorie und Statistik
• 依托单位国家: 德国
• 项目类别: Research Grants
• 财政年份: 2009
• 资助国家: 德国
• 起止时间: 2008-12-31 至 2015-12-31
• 项目状态: 已结题
• 来源: https://gepris.dfg.de/gepris/projekt/113437987?language=en
• 关键词: Structure; trends; determinants; growth; welfare

The analysis of monetary and nonmonetary empirical welfare distributions is of central importance both to the theory of welfare as well as to economic growth theory. Basic aspects are the occurrence of subgroups in the welfare distribution, the inter-temporal dynamics as well as the discovery of relevant determinants. To investigate these issues empirically, switching-regime models are basic econometric tools. A major goal of the project Ho 3260/3-1 was to further develop the statistical machinery of regime-switching models which is required for the analysis of welfare distributions. The actual analysis was conducted together with the projects Kl 1260/9-1 and Vo 1592/3-1. A major focus of interdisciplinary applications within the current grant request for extension is on joint modeling and analysis of subgroups within monetary and nonmonetary welfare indices like life expectancy, education or the Human Development Index (HDI). In case of such multivariate data, the form of the mixture component (mainly the multivariate normal distribution) often does not correspond well to the shape of potential clusters which may represent groups in the data. Therefore, the major new methodological goal is to further develop merging methods, i.e. methods which allow to objectively merge components of the mixture or hidden Markov model into joint clusters. A further applied emphasis is on regional convergence, in particular within the context of the eastern expansion of the EU. Here, the time-inhomogeneous hidden Markov models which were developed within the project Ho 3260/3-1 shall be applied. Finally, the developed methodology shall be used for the analysis of the distribution and determinants of growth-rates.

货币和非货币经验福利分配的分析对于福利理论以及经济增长理论都至关重要。基本方面是福利分布中的亚组的出现，时间间动力学以及相关决定因素的发现。为了从经验上调查这些问题，切换和电监视模型是基本的计量经济学工具。该项目HO 3260/3-1的主要目标是进一步开发福利分配所需的政权转换模型的统计机制。实际分析与项目KL 1260/9-1和VO 1592/3-1一起进行。当前拨款赠款请求中跨学科应用的主要重点是对货币和非货币福利指数（如预期寿命，教育或人类发展指数（HDI））中的亚组的联合建模和分析。如果有这样的多元数据，则混合组件的形式（主要是多元正态分布）通常与可能代表数据中组的潜在簇的形状不太吻合。因此，主要的新方法学目标是进一步开发合并方法，即允许将混合物或隐藏的马尔可夫模型的组件客观合​​并为关节簇的方法。 进一步的重点是区域融合，特别是在欧盟东部扩张的背景下。在这里，应应用在项目HO 3260/3-1中开发的时间固定隐藏模型。最后，开发的方法应用于分析生长速率的分布和决定因素。