Volatile pies: Modeling compositional volatility Journal Article uri icon

Overview

abstract

  • AbstractObjectiveThe study aims to demonstrate the utility of modeling compositional volatility in substantive domains beyond budgeting.MethodsWe show how to model compositional volatility on its own or as a part of a system of equations in which the component parts of the compositional outcome variable are also modeled.ResultsUsing data on the volatility of support for German political parties, we demonstrate the usefulness of stand‐alone models of compositional volatility. Using data on the volatility of income shares in the United States, we demonstrate the usefulness of modeling volatility together with compositional components.ConclusionThere is considerable potential for modeling compositional volatility.

publication date

  • July 1, 2024

has restriction

  • hybrid

Date in CU Experts

  • July 10, 2024 6:43 AM

Full Author List

  • Eastman A; Junqueira A; Kagalwala A; Philips AQ; Whitten GD

author count

  • 5

Other Profiles

International Standard Serial Number (ISSN)

  • 0038-4941

Electronic International Standard Serial Number (EISSN)

  • 1540-6237

Additional Document Info

start page

  • 965

end page

  • 979

volume

  • 105

issue

  • 4