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Related papers: Size-Dependency of Income Distributions and Its Im…

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The dynamics of generalized Lotka-Volterra systems is studied by theoretical techniques and computer simulations. These systems describe the time evolution of the wealth distribution of individuals in a society, as well as of the market…

Statistical Mechanics · Physics 2009-11-07 Ofer Malcai , Ofer Biham , Peter Richmond , Sorin Solomon

The growth function of populations is central in biomathematics. The main dogma is the existence of density dependence mechanisms, which can be modelled with distinct functional forms that depend on the size of the population. One important…

Populations and Evolution · Quantitative Biology 2010-10-15 Harold P. de Vladar

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

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

As huge complex systems consisting of geographic regions, natural resources, people and economic entities, countries follow the allometric scaling law which is ubiquitous in ecological, urban systems. We systematically investigated the…

Physics and Society · Physics 2011-01-07 Jiang Zhang , Tongkui Yu

Using the Generalised Lotka Volterra (GLV) model adapted to deal with muti agent systems we can investigate economic systems from a general viewpoint and obtain generic features common to most economies. Assuming only weak generic…

Statistical Mechanics · Physics 2009-11-07 Sorin Solomon , Peter Richmond

In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics.…

General Finance · Quantitative Finance 2012-12-07 F. Clementi , M. Gallegati , G. Kaniadakis

The empirical literature on the relationship between income inequality and economic growth has produced highly heterogeneous and often conflicting results. This paper investigates the sources of this heterogeneity using a meta-analytic…

Econometrics · Economics 2026-02-23 Lisa Capretti , Lorenzo Tonni

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

This paper develops a nonparametric statistical model of wealth distribution that imposes little structure on the fluctuations of household wealth. In this setting, we use new techniques to obtain a closed-form household-by-household…

Economics · Quantitative Finance 2016-01-19 Ricardo T. Fernholz

In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest that the data can be described by a scaling approach. Here, we…

This paper introduces nonparametric econometric methods that characterize general power law distributions under basic stability conditions. These methods extend the literature on power laws in the social sciences in several directions.…

Economics · Quantitative Finance 2016-06-07 Ricardo T. Fernholz

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

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

This work analyzes the Gompertz-Pareto distribution (GPD) of personal income, formed by the combination of the Gompertz curve, representing the overwhelming majority of the economically less favorable part of the population of a country,…

General Finance · Quantitative Finance 2010-12-17 F. Chami Figueira , N. J. Moura , Marcelo B. Ribeiro

This papers aims to establish the empirical relationship between income, net wealth and their joint distribution in a selected group of euro area countries. I estimate measures of dependence between income and net wealth using a…

General Economics · Economics 2023-04-28 Anna Stelzer

Many studies in Economics and other disciplines have been reporting distributions following power-law behavior (i.e distributions of incomes (Pareto's law), city sizes (Zipf's law), frequencies of words in long sequences of text etc.)[1, 6,…

Mathematical Physics · Physics 2008-12-10 Francesco Vallone

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…

Statistical Mechanics · Physics 2008-12-10 Peter Richmond , Sorin Solomon

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

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
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