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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

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

A brief overview of the models and data analyses of income, wealth, consumption distributions by the physicists, are presented here. It has been found empirically that the distributions of income and wealth possess fairly robust features,…

General Finance · Quantitative Finance 2018-08-07 Kiran Sharma , Anirban Chakraborti

In the manuscript, we are interested in using kinetic theory to better understand the time evolution of wealth distribution and their large scale behavior such as the evolution of inequality (e.g. Gini index). We investigate three type of…

Probability · Mathematics 2021-05-18 Fei Cao , Sebastien Motsch

In this paper we tackle the problem of estimating the power-law tail exponent of income distributions by using the Hill's estimator. A subsample semi-parametric bootstrap procedure minimising the mean squared error is used to choose the…

Physics and Society · Physics 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati

Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean , Fedor Kusmartsev

The analysis of the USA 2001 income distribution shows that it can be described by at least two main components, which obey the generalized Tsallis statistics with different values of the q parameter. Theoretical calculations using the gas…

General Finance · Quantitative Finance 2011-05-18 Juan C. Ferrero

We present a novel reshuffling exchange model and investigate its long time behavior. In this model, two individuals are picked randomly, and their wealth $X_i$ and $X_j$ are redistributed by flipping a sequence of fair coins leading to a…

Probability · Mathematics 2023-01-02 Fei Cao , Nicholas F. Marshall

An important class of economic models involve agents whose wealth changes due to transactions with other agents. Several authors have pointed out an analogy with kinetic theory, which describes molecules whose momentum and energy changes…

Physics and Society · Physics 2014-07-22 Bruce M. Boghosian

Estimating income distributions plays an important role in the measurement of inequality and poverty over space. The existing literature on income distributions predominantly focuses on estimating an income distribution for a country or a…

Methodology · Statistics 2019-07-04 Shonosuke Sugasawa , Genya Kobayashi , Yuki Kawakubo

Urban scaling analysis, the study of how aggregated urban features vary with the population of an urban area, provides a promising framework for discovering commonalities across cities and uncovering dynamics shared by cities across time…

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

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

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

Using data from over 500,000 dual-earner households in Mexico, we provide evidence of discontinuities in the distribution of relative income within households in Latin America. Similar to high-income countries, we observe a sharp drop at…

General Economics · Economics 2025-08-12 Ercio Muñoz , Dario Sansone , João Tampellini

We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…

Condensed Matter · Physics 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

Explaining empirically observed wealth and income distributions, featuring power-law tails alongside gamma or log-normal bulk shapes, challenges models that focus on either pairwise competition or individual investment mechanisms. This…

Physics and Society · Physics 2025-05-19 Yuri Ono , Atsushi Ishida

The Benini distribution is a lognormal-like distribution generalizing the Pareto distribution. Like the Pareto and the lognormal distributions it was originally proposed for modeling economic size distributions, notably the size…

Other Statistics · Statistics 2016-08-19 Christian Kleiber

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

Lacking lifetime income data, most intergenerational mobility estimates are subject to lifecycle bias. Using long income series from Sweden and the US, we illustrate that standard correction methods struggle to account for one important…

General Economics · Economics 2025-12-18 Ursula Mello , Martin Nybom , Jan Stuhler
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