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Historical economic growth in Latin America is analysed using the data of Maddison. Unified Growth Theory is found to be contradicted by these data in the same way as it is contradicted by the economic growth in Africa, Asia, former USSR,…

General Finance · Quantitative Finance 2016-03-28 Ron W Nielsen

This work presents an empirical study of the evolution of the consumer expenditure distribution in India during 1982-2007. We have used the National Sample Survey Organization data and analysed the expenditure distribution for the urban and…

General Finance · Quantitative Finance 2010-07-09 Abhik Ghosh , Kausik Gangopadhyay , B. Basu

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

This paper proposes a goodness of fit test for the generalized Pareto distribution (GPD). Firstly, we provide two characterizations of GPD based on Stein's identity and dynamic survival extropy. These characterizations are used to test GPD…

Methodology · Statistics 2025-06-03 Gaurav Kandpal , Nitin Gupta

This article contains new tools for studying the shape of the stationary distribution of sizes in a dynamic economic system in which units experience random multiplicative shocks and are occasionally reset. Each unit has a Markov-switching…

Econometrics · Economics 2022-08-02 Brendan K. Beare , Alexis Akira Toda

We analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random saving factors for its agents we show that the steady state…

Physics and Society · Physics 2008-12-10 Arnab Chatterjee , Bikas K. Chakrabarti , Robin B. Stinchcombe

Population dynamic of getting divorced depends on many global factors, including social norms, economy, law or demographics as well as individual factors like the level of interpersonal or problem-solving skills of the spouses. We sought to…

Adaptation and Self-Organizing Systems · Physics 2012-10-02 Andrzej Jarynowski , Marta Klis

The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of…

Econometrics · Economics 2023-05-12 Alessandro Giovannelli , Marco Lippi , Tommaso Proietti

Based on recent results in extreme value theory, we use a new technique for the statistical estimation of distribution tails. Specifically, we use the Gnedenko-Pickands-Balkema-de Haan theorem, which gives a natural limit law for…

Statistical Mechanics · Physics 2009-10-31 V. F. Pisarenko , D. Sornette

We provide an exact solution to the ideal-gas-like models studied in econophysics to understand the microscopic origin of Pareto-law. In these class of models the key ingredient necessary for having a self-organized scale-free steady-state…

Physics and Society · Physics 2008-12-02 P. K. Mohanty

Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…

Econometrics · Economics 2019-03-20 Guohua Feng , Jiti Gao , Bin Peng

A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…

Physics and Society · Physics 2008-12-02 Abhijit Kar Gupta

This paper presents a dynamic model to study the impact on the economic outcomes in different societies during the Malthusian Era of individualism (time spent working alone) and collectivism (complementary time spent working with others).…

Physics and Society · Physics 2016-07-04 Kartik Ahuja , Mihaela van der Schaar , William R. Zame

We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic…

General Finance · Quantitative Finance 2019-03-07 D. S. Quevedo , C. J. Quimbay

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

The agent-based Yard-Sale model of wealth inequality is generalized to incorporate exponential economic growth and its distribution. The distribution of economic growth is nonuniform and is determined by the wealth of each agent and a…

Statistical Mechanics · Physics 2021-08-26 Kang K. L. Liu , N. Lubbers , W. Klein , J. Tobochnik , B. M. Boghosian , Harvey Gould

A two-component model for the evolution of real GDP per capita in the USA is presented and tested. The first component of the GDP growth rate represents an economic trend and is inversely proportional to the attained level of real GDP per…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov , Oleg I. Kitov , Svetlana A. Dolinskaya

Understanding the microeconomic details of technological catch-up processes offers great potential for informing both innovation economics and development policy. We study the economic transition of the PR China from an agrarian country to…

General Economics · Economics 2021-01-01 Torsten Heinrich , Jangho Yang , Shuanping Dai

We estimate capital and labor income Pareto exponents across 475 country-year observations that span 52 countries over half a century (1967-2018). We document two stylized facts: (i) capital income is more unequally distributed than labor…

Econometrics · Economics 2021-10-26 Tjeerd de Vries , Alexis Akira Toda

A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…

Statistical Mechanics · Physics 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West
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