In this paper, a method for evaluating systemic risk in different geographic areas is presented. The proposed methodology is based on the decomposition by subpopulations of the Gini index, largely used to assess the inequality of income and wealth. This decomposition procedure follows a two-step approach that goes beyond the “classical” decomposition Within and Between components, also allowing the assessment of the contribution to the total inequality for each subpopulation.

Fiori, A., Porro, F. (2019). A method to decompose the systemic risk in geographic areas. SOFT COMPUTING, 24(12), 8599-8606 [10.1007/s00500-019-04463-9].

A method to decompose the systemic risk in geographic areas

Fiori, AM;Porro,F
2019

Abstract

In this paper, a method for evaluating systemic risk in different geographic areas is presented. The proposed methodology is based on the decomposition by subpopulations of the Gini index, largely used to assess the inequality of income and wealth. This decomposition procedure follows a two-step approach that goes beyond the “classical” decomposition Within and Between components, also allowing the assessment of the contribution to the total inequality for each subpopulation.
Articolo in rivista - Articolo scientifico
Decomposition by subpopulations; Gini index; Inequality index; Systemic risk;
Decomposition by subpopulations; Gini index; Inequality index; Systemic risk
English
2-nov-2019
2019
24
12
8599
8606
reserved
Fiori, A., Porro, F. (2019). A method to decompose the systemic risk in geographic areas. SOFT COMPUTING, 24(12), 8599-8606 [10.1007/s00500-019-04463-9].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/253277
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