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Charles Cobb and Paul Douglas in 1928 used data from the US manufacturing sector for 1899-1922 to introduce what is known today as the Cobb-Douglas production function that has been widely used in economic theory for decades. We employ the…

General Economics · Economics 2019-10-22 Roman G. Smirnov , Kunpeng Wang

This note observes that the Cobb-Douglas function is uniquely characterized by the property that, if the labour share of cost for a constant-returns-to-scale firm remains constant when the firm minimizes its cost for any given output level,…

General Economics · Economics 2024-11-14 Richard Vale

In their seminal 1928 work, Charles Cobb and Paul Douglas empirically validated the Cobb-Douglas production function through statistical analysis of U.S. economic data from 1899 to 1923. While this established the function's theoretical…

Applications · Statistics 2025-06-03 Roman G. Smirnov

In this paper we extend the work by Ryuzo Sato devoted to the development of economic growth models within the framework of the Lie group theory. We propose a new growth model based on the assumption of logistic growth in factors. It is…

Group Theory · Mathematics 2018-10-24 Roman G. Smirnov , Kunpeng Wang

The aim of this work is to establish the personal income distribution from the elementary constituents of a free market; products of a representative good and agents forming the economic network. The economy is treated as a self-organized…

General Finance · Quantitative Finance 2015-06-04 Joachim Kaldasch

This Chapter is written for the Festschrift celebrating the 70th birthday of the distinguished economist Duncan Foley from the New School for Social Research in New York. This Chapter reviews applications of statistical physics methods,…

Statistical Finance · Quantitative Finance 2012-05-01 Victor M. Yakovenko

Forecasting technological progress is of great interest to engineers, policy makers, and private investors. Several models have been proposed for predicting technological improvement, but how well do these models perform? An early…

Physics and Society · Physics 2015-06-05 Bela Nagy , J. Doyne Farmer , Quan M. Bui , Jessika E. Trancik

The first part of this paper is a brief survey of the approaches to economic inequality based on ideas from statistical physics and kinetic theory. These include the Boltzmann kinetic equation, the time-reversal symmetry, the ergodicity…

Physics and Society · Physics 2023-06-06 Danial Ludwig , Victor M. Yakovenko

The paper gives a simple algebraic description, and background justification, for the Bowley Ratio, the relative returns to labour and capital, in a simple economy.

General Finance · Quantitative Finance 2011-05-12 Geoff Willis

One of the greatest contributors of the 20th century among all academician in the field of statistical finance, M. F. M. Osborne published in 1956 [6] an essential paper and proposed to treat the question of stock market motion through the…

Statistical Finance · Quantitative Finance 2021-03-02 Geoffrey Ducournau

Labor share, the fraction of economic output accrued as wages, is inexplicably declining in industrialized countries. Whilst numerous prior works attempt to explain the decline via economic factors, our novel approach links the decline to…

General Economics · Economics 2024-01-05 B. N. Kausik

Adam Smith's inquiry into the emergence and stability of the self-organization of the division of labor in commodity production and exchange is considered using statistical equilibrium methods from statistical physics. We develop a…

Theoretical Economics · Economics 2024-09-17 Ellis Scharfenaker , Bruno Theodosio , Duncan K. Foley

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

The distribution of income and wealth in developed economies exhibits a robust two-class structure: an exponential (Boltzmann--Gibbs) bulk covering $\sim\!97\%$ of the population, and a power-law (Pareto) tail in the upper $\sim\!3\%$. We…

Physics and Society · Physics 2026-04-28 Robert T. Nachtrieb

The aggregate Cobb-Douglas production function stands as a central element in the renowned Solow-Swan model in economics, providing a crucial theoretical framework for comprehending the determinants of economic growth. This model not only…

Theoretical Economics · Economics 2025-06-13 Timothy F. Power , Roman G. Smirnov

This article is a supplement to my main contribution to the Routledge Handbook of Complexity Economics (2023). On the basis of three recent papers, it presents an unconventional perspective on economic inequality from a statistical physics…

General Economics · Economics 2023-07-06 Victor M. Yakovenko

We extend the work on optimal investment and consumption of a population considered in [2] to a general stochastic setting over a finite time horizon. We incorporate the Cobb-Douglas production function in the capital dynamics while the…

Analysis of PDEs · Mathematics 2024-08-15 Hao Liu , Suresh P. Sethi , Tak Kwong Wong , Sheung Chi Phillip Yam

Heterogeneity of economic agents is emphasized in a new trend of macroeconomics. Accordingly the new emerging discipline requires one to replace the production function, one of key ideas in the conventional economics, by an alternative…

General Finance · Quantitative Finance 2010-11-23 H. Iyetomi , H. Aoyama , Y. Fujiwara , Y. Ikeda , W. Souma

The effect of Richard T. Cox's contribution to probability theory was to generalize Boolean implication among logical statements to degrees of implication, which are manipulated using rules derived from consistency with Boolean algebra.…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Kevin H. Knuth

We introduce a general Hamiltonian framework that appears to be a natural setting for the derivation of various production functions in economic growth theory, starting with the celebrated Cobb-Douglas function. Employing our method, we…

Theoretical Economics · Economics 2019-06-28 Roman G. Smirnov , Kunpeng Wang
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