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We examine the effects of monetary policy on income inequality in Japan using a novel econometric approach that jointly estimates the Gini coefficient based on micro-level grouped data of households and the dynamics of macroeconomic…

Econometrics · Economics 2022-10-04 Martin Feldkircher , Kazuhiko Kakamu

Ambitious scenarios of carbon emission redistribution for mitigating climate change in line with the Paris Agreement and reaching the sustainable development goal of eradicating poverty have been proposed recently. They imply a strong…

Physics and Society · Physics 2021-03-24 Gregor Semieniuk , Victor M. Yakovenko

The distribution of household income is a central concern of modern economic policy due to its strong influence on life quality. Yet, non-expert audiences are unaware of the relationship between these two factors. To effectively communicate…

General Economics · Economics 2021-08-10 Sang Truong , Humberto Barreto

In this work, we modify the affine wealth model of wealth distributions to examine the effects of nonconstant redistribution on the very wealthy. Previous studies of this model, restricted to flat redistribution schemes, have demonstrated…

General Finance · Quantitative Finance 2021-10-27 Sam L. Polk , Bruce M. Boghosian

We investigate the dynamics of wealth inequality in an economy where households have positional preferences, with the strength of the positional concern determined endogenously by inequality of wealth distribution in the society. We…

Theoretical Economics · Economics 2021-07-02 Kirill Borissov , Nigar Hashimzade

This work studies the impact of economic inequality on the evolution of intolerance through a reputation-based model of indirect reciprocity. Results show that economic inequality is a powerful enhancer of intolerance, inducing the…

Physics and Society · Physics 2024-01-17 Luis A. Martinez-Vaquero

Grouped data in form of income shares have been conventionally used to estimate income inequality due to the lack of availability of individual records. Most prior research on economic inequality relies on lower bounds of inequality…

Applications · Statistics 2018-08-30 Vanesa Jorda , José María Sarabia , Markus Jäntti

The kinetic exchange model has gained popularity in the field of statistical mechanics for investigating wealth interaction. Traditionally, kinetic exchange models have been studied without considering preferential interactions. However, in…

Physics and Society · Physics 2023-05-26 Suchismita Banerjee

We propose an approach to explain fluctuations in time intervals of financial markets data from the view point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution which is a good candidate to describe…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Naoya Sazuka , Jun-ichi Inoue

Via an axiomatic approach, we characterize the family of n-th order Gini deviation, defined as the expected range over n independent draws from a distribution, to quantify joint dispersion across multiple observations. This family extends…

Mathematical Finance · Quantitative Finance 2025-09-16 Xia Han , Ruodu Wang , Qinyu Wu

In the present paper, we identify several distributions from Physics and study their applicability to phenomena such as distribution of income, wealth, and expenditure. Firstly, we apply logistic distribution to these data and we find that…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean

Various papers demonstrate the importance of inequality, poverty and the size of the middle class for economic growth. When explaining why these measures of the income distribution are added to the growth regression, it is often mentioned…

Econometrics · Economics 2019-03-07 Max Köhler , Stefan Sperlich , Jisu Yoon

Given many popular functional forms for the Lorenz curve do not have a closed-form expression for the Gini index and no study has utilized the observed Gini index to estimate parameter(s) associated with the corresponding parametric…

General Economics · Economics 2022-01-03 Thitithep Sitthiyot , Kanyarat Holasut

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

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

The Gini's mean difference was defined as the expected absolute difference between a random variable and its independent copy. The corresponding normalized version, namely Gini's index, denotes two times the area between the egalitarian…

Probability · Mathematics 2024-01-08 Marco Capaldo , Jorge Navarro

Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the interest in the subject greatly, yet it…

General Finance · Quantitative Finance 2017-09-22 F. Clementi , M. Gallegati

A model based on first-degree family relations network is used to describe the wealth distribution in societies. The network structure is not a-priori introduced in the model, it is generated in parallel with the wealth values through…

Other Condensed Matter · Physics 2009-11-10 R. Coelho , Z. Neda , J. J. Ramasco , M. A. Santos

Originally developed for measuring the heterogeneity of wealth measures, inequality indices are quantitative scores that take values in the unit interval, with the zero score characterizing perfect equality. In this paper, we draw attention…

Physics and Society · Physics 2022-10-03 Giuseppe Toscani

A country's mix of products predicts its subsequent pattern of diversification and economic growth. But does this product mix also predict income inequality? Here we combine methods from econometrics, network science, and economic…

Economics · Quantitative Finance 2017-01-31 D. Hartmann , M. R. Guevara , C. Jara-Figueroa , M. Aristaran , C. A. Hidalgo