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Growth rate of the world Growth Domestic Product (GDP) is analysed to determine possible pathways of the future economic growth. The analysis is based on using the latest data of the World Bank and it reveals that the growth rate between…

General Finance · Quantitative Finance 2015-11-03 Ron W Nielsen

The rich-get-richer mechanism (agents increase their ``wealth'' randomly at a rate proportional to their holdings) is often invoked to explain the Pareto power-law distribution observed in many physical situations, such as the degree…

General Finance · Quantitative Finance 2008-12-02 James P. Bagrow , Jie Sun , Daniel ben-Avraham

In this paper, we use a Bayesian method to estimate the effective reproduction number (R(t)), in the context of monitoring the time evolution of the COVID-19 pandemic in Brazil at different geographic levels. The focus of this study is to…

Applications · Statistics 2023-06-05 Edson Porto da Silva , Antônio Marcus Nogueira Lima

We address the general problem of testing a power law distribution versus a log-normal distribution in statistical data. This general problem is illustrated on the distribution of the 2000 US census of city sizes. We provide definitive…

Data Analysis, Statistics and Probability · Physics 2015-05-14 Y. Malevergne , V. Pisarenko , D. Sornette

The classical approach to analyzing extreme value data is the generalized Pareto distribution (GPD). When the GPD is used to explain a target variable with the large dimension of covariates, the shape and scale function of covariates…

Statistics Theory · Mathematics 2025-11-21 Takuma Yoshida

Present human languages display slightly asymmetric log-normal (Gauss) distribution for size [1-3], whereas present cities follow power law (Pareto-Zipf law)[4]. Our model considers the competition between languages and that between cities…

Computational Physics · Physics 2007-05-23 Caglar Tuncay

We analyze a three-dimensional Keen--Goodwin model that couples wage--employment dynamics with Minsky-style private debt. At zero real interest the interior equilibrium is nonhyperbolic and organized by a two-dimensional center manifold…

Dynamical Systems · Mathematics 2026-04-01 Roberto Albarrán-García , Martha Alvarez-Ramírez , Carlos García-Azpeitia

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

Under conditions of market equilibrium, the distribution of capital income follows a Pareto power law, with an exponent that characterizes the given equilibrium. Here, a simple taxation scheme is proposed such that the post-tax capital…

Economics · Quantitative Finance 2018-03-14 Jacques Tempere

The major study by Bordo and Helbing (2003) analyses the business cycle in Western economies 1881-2001. They examine four distinct periods in economic history, and conclude that there is a secular trend towards greater synchronisation for…

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

While there has been an extended discussion concerning city population distribution, little has been said about administrative units. Even though there might be a correspondence between cities and administrative divisions, they are…

Applications · Statistics 2016-10-11 Oscar Fontanelli , Pedro Miramontes , Germinal Cocho , Wentian Li

We present a quantitative characterisation of the fluctuations of the annualized growth rate of the real US GDP per capita growth at many scales, using a wavelet transform analysis of two data sets, quarterly data from 1947 to 2015 and…

General Finance · Quantitative Finance 2016-07-15 Sandro Lera , Didier Sornette

\abstract{Urban scaling theories posit that larger cities exhibit disproportionately higher levels of socioeconomic activity and human interactions. Yet, evidence from developing contexts (especially those marked by stark socioeconomic…

The average and median income dependence on work experience and time is analyzed and modeled for the USA. The original data set providing the mean and median income estimates in 10 year long intervals spans a long time period of almost 35…

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

In this paper we address the question of the size distribution of firms. To this aim, we use the Bloomberg database comprising multinational firms within the years 1995-2003, and analyze the data of the sales and the total assets of the…

Physics and Society · Physics 2013-09-11 Taisei Kaizoji , Hiroshi Iyetomi , Yuichi Ikeda

Economic competition between humans leads to income inequality, but, so far, there has been little understanding of underlying quantitative mechanisms governing such a collective behavior. We analyze datasets of household income from 67…

Economics · Quantitative Finance 2019-05-07 Yong Tao , Xiangjun Wu , Tao Zhou , Weibo Yan , Yanyuxiang Huang , Han Yu , Benedict Mondal , Victor M. Yakovenko

For the last few years there has been a resurgence in the use of phenomenological growth models for predicting the early dynamics of infectious diseases. These models assume that time is a continuous variable whereas in the present…

Populations and Evolution · Quantitative Biology 2023-01-24 María T. Pérez-Maldonado , Julián Bravo-Castillero , Ricardo Mansilla , Rogelio O. Caballero-Pérez

In this article, we discuss a dynamical stochastic model that represents the time evolution of income distribution of a population, where the dynamics develop from an interplay of multiple economic exchanges in the presence of…

Economics · Quantitative Finance 2017-02-28 Maria Letizia Bertotti , Amit K Chattopadhyay , Giovanni Modanese

We have numerically simulated the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving two-body collision. Unlike in the ideal gas, we introduce…

Statistical Mechanics · Physics 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna

This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that…

Statistical Finance · Quantitative Finance 2009-12-24 Victor M. Yakovenko , J. Barkley Rosser