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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

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

We investigate the Japanese personal income distribution in the high income range over the 112 years 1887-1998, and that in the middle income range over the 44 years 1955-98. It is observed that the distribution pattern of the lognormal…

Statistical Mechanics · Physics 2008-12-02 Wataru Souma

We provide an analytically treatable model that describes in a unified manner income distribution for all income categories. The approach is based on a master equation with growth and reset terms. The model assumptions on the growth and…

General Finance · Quantitative Finance 2020-03-31 Zoltan Neda , Istvan Gere , Tamas S. Biro , Geza Toth , Noemi Derzsy

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

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 study considers a model of the income distribution of agents whose pairwise interaction is asymmetric and price-invariant. Asymmetric transactions are typical for chain-trading groups who arrange their business such that commodities…

Probability · Mathematics 2009-11-11 Alexander M. Chebotarev

Socio-economic inequalities derived from an exhaustive wealth distribution is studied in a closed geographical region from Transylvania (Romania). Exhaustive wealth data is computed from the agricultural records of the Sancraiu commune for…

Physics and Society · Physics 2021-12-02 István Gere , Szabolcs Kelemen , Tamás S. Biró , Zoltán Néda

In order to study the phenomenon in detail that income distribution follows Pareto law, we analyze the database of high income companies in Japan. We find a quantitative relation between the average capital of the companies and the Pareto…

Other Condensed Matter · Physics 2009-11-10 Atushi Ishikawa

By using methods of statistical physics, we focus on the quantitative analysis of the economic income data descending from different databases. To explain our approach, we introduce the necessary theoretical background, the extended…

General Finance · Quantitative Finance 2013-12-10 Maciej Jagielski , Ryszard Kutner

This paper identifies the salient factors that characterize the inequality income distribution for Romania. Data analysis is rigorously carried out using sophisticated techniques borrowed from classical statistics (Theil). Decomposition of…

General Finance · Quantitative Finance 2017-09-26 Tudorel Andrei , Bogdan Oancea , Peter Richmond , Gurjeet Dhesi , Claudiu Herteliu

We analyze the distribution of income and income tax of individuals in Japan for the fiscal year 1998. From the rank-size plots we find that the accumulated probability distribution of both data obey a power law with a Pareto exponent very…

Statistical Mechanics · Physics 2008-12-02 Hideaki Aoyama , Yuichi Nagahara , Mitsuhiro P. Okazaki , Wataru Souma , Hideki Takayasu , Misako Takayasu

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

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

Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally…

General Finance · Quantitative Finance 2015-06-17 Davide Fiaschi , Imre Kondor , Matteo Marsili , Valerio Volpati

Employing profits data of Japanese firms in 2003--2005, we kinematically exhibit the static log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed balance is adopted together with…

General Finance · Quantitative Finance 2008-12-10 Atushi Ishikawa

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

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

We analyze the household savings problem in a general setting where returns on assets, non-financial income and impatience are all state dependent and fluctuate over time. All three processes can be serially correlated and mutually…

Theoretical Economics · Economics 2020-08-07 Qingyin Ma , John Stachurski , Alexis Akira Toda

Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year, treating annual observations as independent…

Econometrics · Economics 2026-04-24 David Gunawan
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