Christian Schluter

Reader, Economics Division, School of Social Sciences, University of Southampton Research Associate, Centre for Population Change at the University of Southampton Previous Appointment: Lecturer in the Department of Economics, University of Bristol

• The project "Temporary Migration and Economic Development: the Triple-Win Policy Vision applied to North Africa" has been awarded ca. £325K by the ESRC/DFID joint scheme for research on international development(poverty alleviation).
• The NORFACE Research Programme on "Migration in Europe – Social, Economic, Cultural and Policy Dynamics" has awarded € 850,000 to the two year project "Understanding Migrants’ Choices". The team of researchers is co-led by J. Wahba and me.

• "Weak convergence to the t-distribution", CQE Discussion Paper No. 21 , October 2011.
• "The Impact of Labour Market Dynamics on the Return-Migration of Immigrants", IZA Discussion Paper No. 5722, May 2011.
• "Estimating Continuous-Time Income Models", Southamption Economics Discussion Paper 1014, July 2010.
• "On the Problem of Inference for Inequality Measures for Heavy-Tailed Distributions", Southamption Economics Discussion Paper 1009, May 2010; the improved version is forthcoming in ECTJ.
• "Illegal Migration, Wages and Remittances- Semi-parametric Estimation of Illegality Effects", Southamption Economics Discussion Paper 0913, Jan 2009.

NEW: "On the Problem of Inference for Inequality Measures for Heavy-Tailed Distributions", The Econometrics Journal, forthcoming.

NEW: "The econometrics of inequality measurement", The Econometrics Journal, forthcoming.

"Upward Structural Mobility, Exchange Mobility, and Subgroup Consistent Mobility Measurement", Review of Income and Wealth, vol. 57, 1, pp. 1-22, March 2011 (joint with D. Van de gaer).

"Are parents altruistic ? Evidence from Mexico", Journal of Population Economics , vol. 23, Number 3, pp. 933-1433, June 2010 (with J. Wahba).

"Edgeworth Expansions and Normalizing Transforms for Inequality Measures", Journal of Econometrics, vol. 150, issue 1, pp 16-29, May 2009 (with K.J. van Garderen).

"Identifying Multiple Outliers in Heavy-Tailed Distributions with an Application to Market Crashes", Journal of Empirical Finance, vol. 15, 700-713, September 2008 (with M. Trede).

"Local versus Global Assessment of Mobility", International Economic Review, vol. 44, no. 4, 1313 - 1336, November 2003 (with M. Trede).

"The dynamics of child poverty: Britain and Germany compared", Journal of Comparative Family Studies, Summer 2003, 34 (3), 337-353 (with S.P. Jenkins, and G. Wagner).

"Why Are Child Poverty Rates Higher in Britain than in Germany?" , Journal of Human Resources, vol. 38, 441- 465, Spring 2003 (with S.P. Jenkins).

"Tails of Lorenz curves", Journal of Econometrics, vol. 109, Issue 1, 151-166, July 2002 (with M. Trede).

"Statistical inference for inequality and poverty measures with dependent data", International Economic Review, vol. 43, no. 2, 185-200, May 2002 (with M. Trede).

"Welfare measurement and measurement error", Review of Economic Studies , vol. 69, 357 - 378, April 2002 (with A. Chesher).

"Child poverty in Germany: trends and persistence". In: Bradbury, B., Jenkins, S.P., Micklewright, J. (eds.) The Dynamics of Child Poverty in Industrialised Countries, Cambridge University Press, Cambridge, 2001.

"Statistical inference with mobility indices", Economics Letters, vol. 59, 157-162, 1998.

"On the performance of social benefit systems", Economic Journal, vol. 107, 489-502, 1997.

CV

Research

My research is in the wider field of empirical labour economics, and has focused on income and earnings distributions, particularly the development of inferential tools for testing hypotheses about e.g. income inequality or poverty. These are important methodological innovations of practical significance, since incorrect inferences can lead policy makers to adopt wrong policies. My research strategy is to develop quantitative methodological innovations which arise from substantive and empirically relevant problems in applied research in this field.

The research agenda has grown organically over the years, and has extended into other fields. These include innovative applications of Extreme Value Theory and considerations of heavy-tailedness of distributions [including applications to finance as well as income distributions and city size distributions], the estimation of continuous-time models, and the semi-parametric estimation of causal effect models with endogenous selection and possibly endogenous regressors.

Applied Econometrics:

• Continuous time (income) models estimated from time-aggregated data [Soton DP 1014],
• Estimation of causal effect models with endogenous selection and possibly endogenous regressors [Soton DP 0913],
• Testing for outliers [J Emp Fin 2008],
• Statistical and empirical topics in income distributions (inequality, poverty, mobility). Some issues are discussed in [ECTJ 2011a forthcoming]. Specific topics include:
• The consequences of moderate sample sizes for inferential procedures, and the development of asymptotic expansions and transforms [JOE 2009] and [ECTJ 2011b forthcoming],
• The consequences of data dependence for inferential procedures [IER 2002],
• The consequences of measurement error [ReStud 2002],
• Methodological contributions to the estimation of and inference methods for mobility measurement [IER 2003, Econ Let. 1998].
• Inferential consequences of heavy-tailed distributions for stochastic dominance tests [JOE 2002] and inequality measurement [ECTJ 2011b forthcoming].

• Development of asymptotic expansions for improved inference: non-linear transforms and Edgeworth expansions [JOE 2009], empirical saddlepoint methods designed to improve tail accuracy and variance stabilysing transforms [ECTJ 2011b forthcoming]. These methods have also been recently applied to the finance topic of realised volatility.
• Applications of extreme value theory: stochastic dominance tests [JOE 2002], testing for outliers [J Emp Fin 2008], the size distribution of cities [work-in-progress].
• The discovery of a limit law for random means, which generates heavy tails in the limit distribution without presupposing heavy tails in the sampling distributions [CQE Discussion Paper No. 21] . To generate heavy tail in the limit distribution the classic literature (e.g. Gnedenko for stable laws for random sums, or the Fisher Tippett theorem) has to assume that the sampling distribution exhibits heavy tails.

• Migration Research:
• ESRC/DFID sponsored work on temporary migration [work to start].
• NORFACE funded work (€ 850,000) investigating migrant's choices, incentives, and outcomes [work-in-progress]. In particular:
• An investigation of the impact of labour market dynamics on the return-migration of immigrants, in which we use duration analysis and apply the "timing-of-events" method in order to make causal inference; this work uses Dutch administrative data. [IZA DP 5722]
• An examinination of job turnover and wage differentials between migrants and natives. We estimate an empirical equilibrium search model with on-the-job search using German administrative data [work-in-progress].
• An analysis of social network effects for migrants on labour market outcomes in the UK, using spatial data and the Labour Force Survey [work-in-progress].
• Examing outcomes for illegal migrants with endogenous selection using semi-parametric control functions [Soton DP 0913].
  
  
• Other work:
• Re-considering the size distribution of cities [work-in-progress].
• Testing for parental altruism in Mexico (based on Progresa) [J Pop Econ 2010].
• Child poverty [JHR 2003].
• Evaluations of subjective expectations data [suspended work-in-progress].

• A project on "Upward Structural Mobility, Exchange Mobility, and Subgroup Consistent Mobility Measurement" [RIW 2011].

Teaching Resources (only University of Southampton)