NDLI: Long-term developments of respondent financial product portfolios in the EU: a multilevel latent class analysis

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Long-term developments of respondent financial product portfolios in the EU: a multilevel latent class analysis

Content Provider	Springer Nature Link
Author	Vermunt, Jeroen K. Paas, Leonard J. Bijmolt, Tammo H. A.
Copyright Year	2015
Abstract	Segmentation structures can be unstable over time. Therefore, previous research has analyzed panel data in order to provide insight into changes in segmentation structures or switches by individuals between segments. Unfortunately, panel data are often unavailable when analyzing developments across different countries and over longer time-periods. The analysis reported in this paper makes it possible to evaluate differences in segmentation structures across countries at different time-points using multiple cross sectional datasets. This provides indications into long-term cross-national developments of segmentation structures. In the utilized multilevel latent class analysis model respondents are the lower level units and data from the same country and time-point are treated as the higher level units. As an illustrative and salient empirical example we assess similarities and differences in consumer financial product portfolios across 14 EU countries from 1969 to 2003, based on three disaggregate cross-sectional databases.
Starting Page	249
Ending Page	262
Page Count	14
File Format	PDF
ISSN	00261424
Journal	METRON
Volume Number	73
Issue Number	2
e-ISSN	2281695X
Language	English
Publisher	Springer Milan
Publisher Date	2015-07-15
Publisher Place	Milan
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Cross-country segmentation Multilevel latent class analysis European Union Statistical Theory and Methods Long-term developments Statistics Financial services
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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