相关论文: The Gompertz-Pareto Income Distribution
Socio-economic inequalities derived from an exhaustive wealth distribution is studied in a closed geographical region from Transylvania (Romania). Exhaustive wealth data is computed from the agricultural records of the Sancraiu commune for…
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…
This paper discusses the size distribution, - in economic terms - of the Italian municipalities over the period 2007-2011. Yearly data are rather well fitted by a modified Lavalette law, while Zipf-Mandelbrot-Pareto law seems to fail in…
Close examination of wealth distributions reveal the existence of two distinct power law regimes. The Pareto exponents of the super-rich, identified for example in rich lists such as provided by Forbes are smaller than the Pareto exponents…
Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. Here is the abridged abstact: Chapter 1: By analogy with energy, the equilibrium probability distribution of money must…
We introduce an auto-regressive model which captures the growing nature of realistic markets. In our model agents do not trade with other agents, they interact indirectly only through a market. Change of their wealth depends, linearly on…
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…
The environmental Kuznets curve predicts an inverted U-shaped relationship between environmental pollution and economic growth. Current analyses frequently employ models which restrict nonlinearities in the data to be explained by the…
This paper discusses the empirical evidence of Tsallis statistical functions in the personal income distribution of Brazil. Yearly samples from 1978 to 2014 were linearized by the q-logarithm and straight lines were fitted to the entire…
The statistical state for the empirical Pareto's 80/20 rule has been found to correspond to a normal or Gaussian distribution with a standard deviation that is twice the mean. This finding represents large characteristic variations in our…
The financial and economic crisis recently experienced by many European countries has increased demand for timely, coherent and consistent distributional information for the household sector. In the Euro area, most of the NCBs collect such…
By using methods of statistical physics, we focus on the quantitative analysis of the economic income data descending from different databases. To explain our approach, we introduce the necessary theoretical background, the extended…
The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of worldwide stock markets indexes data and it has the form $Pr(X>x) ~ x**(-alpha) for…
Concern about income inequality has become prominent in public discourse around the world. However, studies in behavioral economics and psychology have consistently shown that people prefer not equal but fair income distributions. Thus,…
Microscopic models describing a whole of economic interactions in a closed society are considered. The presence of a tax system combined with a redistribution process is taken into account, as well as the occurrence of tax evasion. In…
In this paper, we study the problem of principal component analysis with generative modeling assumptions, adopting a general model for the observed matrix that encompasses notable special cases, including spiked matrix recovery and phase…
Based on recent results in extreme value theory, we use a new technique for the statistical estimation of distribution tails. Specifically, we use the Gnedenko-Pickands-Balkema-de Haan theorem, which gives a natural limit law for…
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…
American income inequality, generally estimated with tax data, in the 20th century is widely recognized to have followed a U-curve, though debates persist over the extent of this curve, specifically regarding how high the peaks are and how…
Gradually Truncated Power law distribution - Citation of scientists Hari M. Gupta, Jose R. Campanha and Bianca A. Ferrari Unesp - Physics Dpto. - Rio Claro Sao Paulo - Brazil Abstract The number of times, a scientist is cited in other…