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Related papers: The Gompertz-Pareto Income Distribution

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This work presents an empirical study of the evolution of the personal income distribution in Brazil. Yearly samples available from 1978 to 2005 were studied and evidence was found that the complementary cumulative distribution of personal…

General Finance · Quantitative Finance 2009-01-20 Newton J. Moura , Marcelo B. Ribeiro

This paper discusses the empirical validity of Goodwin's (1967) macroeconomic model of growth with cycles by assuming that the individual income distribution of the Brazilian society is described by the Gompertz-Pareto distribution (GPD).…

General Finance · Quantitative Finance 2013-03-12 N. J. Moura , Marcelo B. Ribeiro

We analyze three sets of income data: the US Panel Study of Income Dynamics PSID), the British Household Panel Survey (BHPS), and the German Socio-Economic Panel (GSOEP). It is shown that the empirical income distribution is consistent with…

Physics and Society · Physics 2008-12-02 F. Clementi , M. Gallegati

This paper presents an empirical application of the Gause-Witt model of population ecology and ecosystems to the income distribution competitive dynamics of social classes in economic systems. The Gause-Witt mathematical system of coupled…

Physics and Society · Physics 2025-06-27 Marcelo B. Ribeiro

We investigate the Brazilian personal income distribution using data from National Household Sample Survey (PNAD), an annual research available by the Brazilian Institute of Geography and Statistics (IBGE). It provides general…

General Finance · Quantitative Finance 2017-09-20 Igor D. S. Siciliani , Marcelo H. R. Tragtenberg

The personal income distribution (PID) above the Pareto threshold is studied and modeled. A microeconomic model is proposed to simulate the PID and its evolution below and above the Pareto income threshold. The model balances processes of…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov

Using tax and census data, we demonstrate that the distribution of individual income in the USA is exponential. Our calculated Lorenz curve without fitting parameters and Gini coefficient 1/2 agree well with the data. From the individual…

Statistical Mechanics · Physics 2009-02-25 Adrian Dragulescu , Victor M. Yakovenko

This article is a supplement to my main contribution to the Routledge Handbook of Complexity Economics (2023). On the basis of three recent papers, it presents an unconventional perspective on economic inequality from a statistical physics…

General Economics · Economics 2023-07-06 Victor M. Yakovenko

We introduce an iterative discrete information production process where we can extend ordered normalised vectors by new elements based on a simple affine transformation, while preserving the predefined level of inequality, G, as measured by…

Physics and Society · Physics 2024-01-17 Lucio Bertoli-Barsotti , Marek Gagolewski , Grzegorz Siudem , Barbara Żogała-Siudem

We analyze and develop a quantitative model describing the evolution of personal income distribution, PID, for males and females in the U.S. between 1930 and 2014. The overall microeconomic model, which we introduced ten years ago,…

General Finance · Quantitative Finance 2015-10-12 Ivan Kitov , Oleg Kitov

The paper provides a survey of results related to the "$\kappa$-generalized distribution", a statistical model for the size distribution of income and wealth. Topics include, among others, discussion of basic analytical properties,…

General Finance · Quantitative Finance 2016-10-28 F. Clementi , M. Gallegati , G. Kaniadakis , S. Landini

Personal income distribution may exhibit a two-class structure, such that the lower income class of the population (85-98%) is described by exponential Boltzmann-Gibbs distribution, whereas the upper income class (15-2%) has a Pareto…

Statistical Finance · Quantitative Finance 2022-10-05 Paulo H. dos Santos , Igor D. S. Siciliani , M. H. R. Tragtenberg

This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz…

General Finance · Quantitative Finance 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati , G. Kaniadakis

Pareto's law states that the distribution of personal income obeys a power-law in the high-income range, and has been supported by international observations. Researchers have proposed models over a century since its discovery. However, the…

Disordered Systems and Neural Networks · Physics 2009-11-07 Yoshi Fujiwara , Wataru Souma , Hideaki Aoyama , Taisei Kaizoji , Masanao Aoki

Herein, we applied statistical physics to study incomes of three (low-, medium- and high-income) society classes instead of the two (low- and medium-income)classes studied so far. In the frame of the threshold nonlinear Langevin dynamics…

General Finance · Quantitative Finance 2013-01-29 Maciej Jagielski , Ryszard Kutner

The first part of this paper is a brief survey of the approaches to economic inequality based on ideas from statistical physics and kinetic theory. These include the Boltzmann kinetic equation, the time-reversal symmetry, the ergodicity…

Physics and Society · Physics 2023-06-06 Danial Ludwig , Victor M. Yakovenko

Given many popular functional forms for the Lorenz curve do not have a closed-form expression for the Gini index and no study has utilized the observed Gini index to estimate parameter(s) associated with the corresponding parametric…

General Economics · Economics 2022-01-03 Thitithep Sitthiyot , Kanyarat Holasut

The distribution of income and wealth in developed economies exhibits a robust two-class structure: an exponential (Boltzmann--Gibbs) bulk covering $\sim\!97\%$ of the population, and a power-law (Pareto) tail in the upper $\sim\!3\%$. We…

Physics and Society · Physics 2026-04-28 Robert T. Nachtrieb

The aim of this work is to establish the personal income distribution from the elementary constituents of a free market; products of a representative good and agents forming the economic network. The economy is treated as a self-organized…

General Finance · Quantitative Finance 2015-06-04 Joachim Kaldasch

We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977--2002. We find that the upper tail of the…

Other Condensed Matter · Physics 2009-01-31 F. Clementi , M. Gallegati
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