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Mathematical properties of the historical GDP/cap distributions are discussed and explained. These distributions are frequently incorrectly interpreted and the Unified Growth Theory is an outstanding example of such common misconceptions.…

General Finance · Quantitative Finance 2015-12-04 Ron W Nielsen

This study explores the link between the capital share and income inequality over the past four decades across 56 countries. Calculating the capital share from national accounts alongside top income share data from the World Inequality…

General Economics · Economics 2025-01-07 Oğuzhan Akgün , Ezgi Özsöğüt

The goal of these notes is to make the concept of "pseudo goodwin cycles" mathematically more precise. At first the title seems like a contradiction to have a wage-led model and still find goodwin cycles in it, but the point we try to make…

Dynamical Systems · Mathematics 2025-05-30 Johannes Buchner

Gross Domestic Product(GDP) is a widely used measurement of economic growth representing the market value of all final goods and services produced by a country within a given time. In this paper we question the assumption that GDP measures…

General Finance · Quantitative Finance 2012-08-06 Jacky Mallett , Charles Keen

We propose a new deterministic growth model which captures certain features of both the Gompertz and Korf laws. We investigate its main properties, with special attention to the correction factor, the relative growth rate, the inflection…

Populations and Evolution · Quantitative Biology 2016-10-31 Antonio Di Crescenzo , Serena Spina

Recent studies of cluster distribution in various ecosystems revealed Pareto statistics for the size of spatial colonies. These results were supported by cellular automata simulations that yield robust criticality for endogenous pattern…

Populations and Evolution · Quantitative Biology 2008-10-07 Alon Manor , Nadav M. Shnerb

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…

Statistical Finance · Quantitative Finance 2011-05-26 H. Quevedo , M. N. Quevedo

We model a closed economic system with interactions that generates the features of empirical wealth distribution across all wealth brackets, namely a Gibbsian trend in the lower and middle wealth range and a Pareto trend in the higher…

General Finance · Quantitative Finance 2008-12-02 Marisciel L. Palima , Eduardo J. David

We develop a general framework, based on Boltzmann transport theory, to analyze the distribution of wealth in societies. Within this framework we derive the distribution function of wealth by using a two-party trading model for the poor…

Statistical Mechanics · Physics 2016-08-31 Arnab Das , Sudhakar Yarlagadda

The distribution of wealth in the Hungarian medieval aristocratic society is reported and studied. The number of serf families belonging to a noble is taken as a measure of the corresponding wealth. Our results reveal the power-law nature…

Physics and Society · Physics 2007-05-23 G. Hegyi , Z. Neda , M. A. Santos

We propose a compartmental mathematical model for the spread of the COVID-19 disease, showing its usefulness with respect to the pandemic in Portugal, from the first recorded case in the country till the end of the three states of…

Populations and Evolution · Quantitative Biology 2020-11-30 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

Most of the analytical techniques used in the business cycle synchronisation literature rely upon the estimation of an empirical correlation matrix of time series data of macroeconomic aggregates, real GDP usually being the key variable.…

Statistical Finance · Quantitative Finance 2008-12-02 Paul Ormerod

Ten years ago we presented a modified version of Okun law for the biggest developed economies and reported its excellent predictive power. In this study, we revisit the original models using the estimates of real GDP per capita and…

General Economics · Economics 2021-04-13 Ivan 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

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

We investigate the accumulated wealth distribution by adopting evolutionary games taking place on scale-free networks. The system self-organizes to a critical Pareto distribution (1897) of wealth $P(m)\sim m^{-(v+1)}$ with $1.6 < v <2.0$…

Physics and Society · Physics 2009-11-11 Mao-Bin Hu , Wen-Xu Wang , Rui Jiang , Qing-Song Wu , Bing-Hong Wang , Yong-Hong Wu

We propose an extremely simple mathematical model that is shown to be able to account for more than 99 per cent of all the variation in economic and demographic macrodynamics of the world for almost two millennia of its history. This…

Statistical Finance · Quantitative Finance 2012-06-05 Andrey Korotayev , Artemy Malkov

We develop a Bayesian state-space model for analyzing the dynamic evolution of income distributions using grouped income data. The model combines the generalized beta distribution of the second kind (GB2) with latent time-varying parameters…

Econometrics · Economics 2026-05-19 Kazuhiko Kakamu

We conduct a sensitivity analysis of a new type of integrated climate-economic model recently proposed in the literature, where the core economic component is based on the Goodwin-Keen dynamics instead of a neoclassical growth model.…

General Economics · Economics 2021-03-11 Benjamin M. Bolker , Matheus R. Grasselli , Emma Holmes

We discuss the Giardin\`a-Kurchan-Peliti population dynamics method for evaluating large deviations of time averaged quantities in Markov processes [Phys. Rev. Lett. \textbf{96}, 120603 (2006)]. This method exhibits systematic errors which…

Statistical Mechanics · Physics 2016-06-16 Takahiro Nemoto , Freddy Bouchet , Robert L. Jack , Vivien Lecomte