9 citations · 14 across the 7 of their papers we have counts for
7 papers
Bayesian State-Space Modeling and Model-Based Counterfactual Analysis of Dynamic Income Distributions from Grouped Data
Kazuhiko Kakamu
Grouped income data contain only limited information about the evolution of income distributions over time. This paper develops a Bayesian state-space model for the generalized bet…
Multilevel Decomposition of Generalized Entropy Measures Using Constrained Bayes Estimation: An Application to Japanese Regional Data
Yuki Kawakubo, Kazuhiko Kakamu
We propose a method for multilevel decomposition of generalized entropy (GE) measures that explicitly accounts for nested population structures such as national, regional, and subr…
Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data
Kazuhiko Kakamu
This study proposes a reversible jump Markov chain Monte Carlo method for estimating parameters of lognormal distribution mixtures for income. Using simulated data examples, we exa…
Is Bitcoin really a currency? A viewpoint of a stochastic volatility model
Noriyuki Kunimoto, Kazuhiko Kakamu
Using the asymmetric stochastic volatility model, this study investigates the day-of-the-week and holiday effects on the returns and volatility of Bitcoin from January 1, 2013 to A…
Bayesian approach to Lorenz curve using time series grouped data
Genya Kobayashi, Yuta Yamauchi, Kazuhiko Kakamu +2
This study is concerned with estimating the inequality measures associated with the underlying hypothetical income distribution from the times series grouped data on the Lorenz cur…
How does monetary policy affect income inequality in Japan? Evidence from grouped data
Martin Feldkircher, Kazuhiko Kakamu
We examine the effects of monetary policy on income inequality in Japan using a novel econometric approach that jointly estimates the Gini coefficient based on micro-level grouped…
Approximate Bayesian Computation for Lorenz Curves from Grouped Data
Genya Kobayashi, Kazuhiko Kakamu
This paper proposes a new Bayesian approach to estimate the Gini coefficient from the Lorenz curve based on grouped data. The proposed approach assumes a hypothetical income distri…