Joint hypothesis tests for multidimensional inequality indices

摘要

An inequality index over p dimensions of well-being is decomposable by attributes if it can expressed as a function of p unidimensional inequality indices and a measure of association between the various dimensions of well-being. We exploit this decomposition framework to derive joint hypothesis tests regarding the sources of multidimensional inequality, and present Monte Carlo evidence on their finite sample behavior. (C) 2016 Elsevier B.V. All rights reserved.