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We study the distributional implications of uncertainty shocks by developing a model that links macroeconomic aggregates to the US distribution of earnings and consumption. We find that: initially, the fraction of low-earning workers…

General Economics · Economics 2024-11-20 Florian Huber , Massimiliano Marcellino , Tommaso Tornese

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

We investigate the effect of applying nonlinear redistributive taxes to the yard-sale dynamics of assets. An amount of money is collected from each individual (tax) and distributed back equally. We consider (i) a piecewise linear tax,…

Physics and Society · Physics 2022-09-13 Hugo Lima , Allan R. Vieira , Celia Anteneodo

We introduce an agent-based model, in which agents set their prices to maximize profit. At steady state the market self-organizes into three groups: excess producers, consumers and balanced agents, with prices determined by their own…

General Finance · Quantitative Finance 2018-01-03 Bin Li , K. Y. Michael Wong , Amos H. M. Chan , Tsz Yan So , Hermanni Heimonen , Junyi Wei , David Saad

We discuss the equivalence between kinetic wealth-exchange models, in which agents exchange wealth during trades, and mechanical models of particles, exchanging energy during collisions. The universality of the underlying dynamics is shown…

General Finance · Quantitative Finance 2009-11-13 Anirban Chakraborti , Marco Patriarca

At the zero lower bound, the New Keynesian model predicts that output and inflation collapse to implausibly low levels, and that government spending and forward guidance have implausibly large effects. To resolve these anomalies, we…

Theoretical Economics · Economics 2021-05-12 Pascal Michaillat , Emmanuel Saez

We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic…

General Finance · Quantitative Finance 2019-03-07 D. S. Quevedo , C. J. Quimbay

This paper studies the income fluctuation problem with capital income risk (i.e., dispersion in the rate of return to wealth). Wealth returns and labor earnings are allowed to be serially correlated and mutually dependent. Rewards can be…

Theoretical Economics · Economics 2018-12-05 Qingyin Ma , John Stachurski , Alexis Akira Toda

With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…

Theoretical Economics · Economics 2026-03-03 Huan Cai , Ziqing Lu , Catherine Xu , Weiyu Xu , Jie Zheng

When people collaborate, they expect more in return than a simple sum of their efforts. This observation is at the heart of the so-called public goods game, where the participants' contributions are multiplied by an $r$ synergy factor…

Physics and Society · Physics 2022-12-29 Hsuan-Wei Lee , Colin Cleveland , Attila Szolnoki

Competition for a limited resource is the hallmark of many complex systems, and often, that resource turns out to be the physical space itself. In this work, we study a novel model designed to elucidate the dynamics and emergence in complex…

Physics and Society · Physics 2026-03-18 Ann Mary Mathew , V Sasidevan

The lack of cooperation can easily result in inequality among members of a society, which provides an increasing gap between individual incomes. To tackle this issue, we introduce an incentive mechanism based on individual strategies and…

Physics and Society · Physics 2025-01-24 Luo-Luo Jiang , Yi-Ming Li , Wen-Jing Li , Attila Szolnoki

In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found…

Physics and Society · Physics 2016-03-21 Asim Ghosh , Arnab Chatterjee , Jun-ichi Inoue , Bikas K. Chakrabarti

We propose a kinetic model to describe the dynamical evolution of wealth and knowledge in national and global markets, starting from a microscopic description of individual interactions. The model is built upon interaction rules that…

Physics and Society · Physics 2026-02-24 Marzia Bisi , Martina Conte , Maria Groppi

Quota-based fairness mechanisms like the so-called Rooney rule or four-fifths rule are used in selection problems such as hiring or college admission to reduce inequalities based on sensitive demographic attributes. These mechanisms are…

Computers and Society · Computer Science 2020-06-25 Vitalii Emelianov , Nicolas Gast , Krishna P. Gummadi , Patrick Loiseau

The use of dynamic pricing by profit-maximizing firms gives rise to demand fairness concerns, measured by discrepancies in consumer groups' demand responses to a given pricing strategy. Notably, dynamic pricing may result in buyer…

Machine Learning · Computer Science 2024-04-24 Jesse Thibodeau , Hadi Nekoei , Afaf Taïk , Janarthanan Rajendran , Golnoosh Farnadi

Autonomous AI agents capable of complex planning and action mark a shift beyond today's generative tools. As these systems enter political and economic life, who can access them, how capable they are, and how many can be deployed will shape…

Computers and Society · Computer Science 2026-04-27 Matthew Sharp , Omer Bilgin , Iason Gabriel , Lewis Hammond

The empirical literature on the relationship between income inequality and economic growth has produced highly heterogeneous and often conflicting results. This paper investigates the sources of this heterogeneity using a meta-analytic…

Econometrics · Economics 2026-02-23 Lisa Capretti , Lorenzo Tonni

We develop a model for the evolution of wealth in a non-conservative economic environment, extending a theory developed earlier by the authors. The model considers a system of rational agents interacting in a game theoretical framework.…

General Finance · Quantitative Finance 2015-06-19 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

This paper presents the results of computational experiments on the effects of social influence on individual and systemic behavior of situated cognitive agents in a product-consumer environment. Paired experiments were performed with…

Social and Information Networks · Computer Science 2012-04-17 Russell C. Thomas , John S. Gero