Imperial College London

ProfessorRustamIbragimov

Business School

Professor of Finance and Econometrics
 
 
 
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Contact

 

+44 (0)20 7594 9344i.rustam Website CV

 
 
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Location

 

40953 Prince's GateSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Ibragimov:2017:10.1007/s00181-017-1239-0,
author = {Ibragimov, M and Ibragimov, R},
doi = {10.1007/s00181-017-1239-0},
journal = {Empirical Economics},
pages = {823--837},
title = {Heavy tails and upper-tail inequality: the case of Russia.},
url = {http://dx.doi.org/10.1007/s00181-017-1239-0},
volume = {54},
year = {2017}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - Motivated, in part, by the recent surge of interest in robust inequality measurement, cross-country inequality comparisons, applications of heavy-tailed distributions and the study of global and upper-tail inequality, this paper focuses on robust analysis of heavy-tailedness properties and inequality in the upper tails of income distribution in Russia, as measured, mainly, by its tail indices. The study is based on recently developed approaches to robust inference on the degree of heavy-tailedness and their implications for the analysis of upper-tail inequality discussed in the paper. Among other results, the paper provides robust estimates of heavy-tailedness parameters and tail indices for Russian income distribution and their comparisons with the benchmark values in developed economies reported in the previous literature. The estimates point out to important similarity between heavy-tailedness properties of income distribution and their implications for the analysis of upper-tail income inequality in Russia and those in developed markets.
AU - Ibragimov,M
AU - Ibragimov,R
DO - 10.1007/s00181-017-1239-0
EP - 837
PY - 2017///
SN - 0377-7332
SP - 823
TI - Heavy tails and upper-tail inequality: the case of Russia.
T2 - Empirical Economics
UR - http://dx.doi.org/10.1007/s00181-017-1239-0
UR - http://hdl.handle.net/10044/1/61159
VL - 54
ER -