The Econ in Econophysics
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Adrian Dragulescu & Victor Yakovenko, 2002.
"Probability distribution of returns in the Heston model with stochastic volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 443-453.
- A. Dragulescu & V. M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Computing in Economics and Finance 2002 127, Society for Computational Economics.
- Adrian A. Dragulescu & Victor M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Papers cond-mat/0203046, arXiv.org, revised Nov 2002.
- Xavier Gabaix, 2009.
"Power Laws in Economics and Finance,"
Annual Review of Economics, Annual Reviews, vol. 1(1), pages 255-294, May.
- Xavier Gabaix, 2008. "Power Laws in Economics and Finance," NBER Working Papers 14299, National Bureau of Economic Research, Inc.
- Adrian Dragulescu & Victor M. Yakovenko, 2000. "Statistical mechanics of money," Papers cond-mat/0001432, arXiv.org, revised Aug 2000.
- A. Drăgulescu & V.M. Yakovenko, 2001.
"Evidence for the exponential distribution of income in the USA,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 20(4), pages 585-589, April.
- Adrian Dragulescu & Victor M. Yakovenko, 2000. "Evidence for the exponential distribution of income in the USA," Papers cond-mat/0008305, arXiv.org, revised Sep 2000.
- Christopher G. Lamoureux & H. Douglas Witte, 2002. "Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross," Journal of Finance, American Finance Association, vol. 57(3), pages 1479-1520, June.
- Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas, 2012.
"A statistical equilibrium model of competitive firms,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 136-149.
- Irle, Albrecht & Milaković, Mishael & Alfarano, Simone & Kauschke, Jonas, 2008. "A Statistical Equilibrium Model of Competitive Firms," Economics Working Papers 2008-10, Christian-Albrechts-University of Kiel, Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gregor Semieniuk & Victor M. Yakovenko, 2020.
"Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios,"
Papers
2004.00111, arXiv.org.
- Victor Yakovenko & Gregor Semieniuk, 2023. "Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios," Working Papers 652, ECINEQ, Society for the Study of Economic Inequality.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ellis Scharfenaker, 2022.
"Statistical Equilibrium Methods In Analytical Political Economy,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 276-309, April.
- Ellis Scharfenaker, 2020. "Statistical Equilibrium Methods in Analytical Political Economy," Working Paper Series, Department of Economics, University of Utah 2020_05, University of Utah, Department of Economics.
- Shaikh, Anwar & Jacobo, Juan Esteban, 2020.
"Economic Arbitrage and the Econophysics of Income Inequality,"
Review of Behavioral Economics, now publishers, vol. 7(4), pages 299–315-2, December.
- Anwar Shaikh & Juan Esteban Jacobo, 2019. "Economic Arbitrage and the Econophysics of Income Inequality," Working Papers 1902, New School for Social Research, Department of Economics.
- Toda, Alexis Akira, 2012. "The double power law in income distribution: Explanations and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 364-381.
- Hernández-Ramírez, E. & del Castillo-Mussot, M. & Hernández-Casildo, J., 2021. "World per capita gross domestic product measured nominally and across countries with purchasing power parity: Stretched exponential or Boltzmann–Gibbs distribution?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 568(C).
- Smerlak, Matteo, 2016. "Thermodynamics of inequalities: From precariousness to economic stratification," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 40-50.
- Ricardo Lopez-Ruiz, 2012. "Complex Systems with Trivial Dynamics," Papers 1210.6481, arXiv.org.
- Tao, Yong, 2015. "Universal laws of human society’s income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 435(C), pages 89-94.
- Kaldasch, Joachim, 2012.
"Evolutionary model of the personal income distribution,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5628-5642.
- Kaldasch, Joachim, 2012. "Evolutionary Model of the Personal Income Distribution," MPRA Paper 37865, University Library of Munich, Germany.
- Joachim Kaldasch, 2012. "Evolutionary Model of the Personal Income Distribution," Papers 1203.6507, arXiv.org.
- Gregor Semieniuk & Victor M. Yakovenko, 2020.
"Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios,"
Papers
2004.00111, arXiv.org.
- Victor Yakovenko & Gregor Semieniuk, 2023. "Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios," Working Papers 652, ECINEQ, Society for the Study of Economic Inequality.
- Malevergne, Y. & Saichev, A. & Sornette, D., 2013.
"Zipf's law and maximum sustainable growth,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(6), pages 1195-1212.
- Y. Malevergne & A. Saichev & D. Sornette, 2010. "Zipf's law and maximum sustainable growth," Papers 1012.0199, arXiv.org.
- Yannick Malevergne & Alex Saichev & Didier Sornette, 2013. "Zipf's law and maximum sustainable growth," Post-Print hal-02313060, HAL.
- Braun, Dieter, 2006. "Nonequilibrium thermodynamics of wealth condensation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 369(2), pages 714-722.
- Willis, Geoff, 2011.
"Why money trickles up – wealth & income distributions,"
MPRA Paper
30851, University Library of Munich, Germany.
- Geoff Willis, 2011. "Why Money Trickles Up - Wealth & Income Distributions," Papers 1105.2122, arXiv.org, revised May 2011.
- Markus P. A. Schneider, 2018. "Revisiting the thermal and superthermal two-class distribution of incomes: A critical perspective," Papers 1804.06341, arXiv.org.
- Ellis Scharfenaker & Gregor Semieniuk, 2017.
"A Statistical Equilibrium Approach to the Distribution of Profit Rates,"
Metroeconomica, Wiley Blackwell, vol. 68(3), pages 465-499, July.
- Ellis Scharfenaker & Gregor Semieniuk, 2015. "A Statistical Equilibrium Approach to the Distribution of Profit Rates," SCEPA working paper series. 2015-05, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
- Anca Gheorghiu & Ion Spanulescu, 2012. "An Econophysics Model for the Migration Phenomena," Papers 1202.0996, arXiv.org.
- D. S. Quevedo & C. J. Quimbay, 2019. "Piketty's second fundamental law of capitalism as an emergent property in a kinetic wealth-exchange model of economic growth," Papers 1903.00952, arXiv.org, revised Mar 2019.
- Adams Vallejos & Ignacio Ormazabal & Felix A. Borotto & Hernan F. Astudillo, 2018. "A new $\kappa$-deformed parametric model for the size distribution of wealth," Papers 1805.06929, arXiv.org.
- Nikolaos Papanikolaou, 2020. "The Econophysics of Labor Income," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 107-122.
- Patriarca, Marco & Chakraborti, Anirban & Germano, Guido, 2006.
"Influence of saving propensity on the power-law tail of the wealth distribution,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 369(2), pages 723-736.
- Marco Patriarca & Anirban Chakraborti & Guido Germano, 2005. "Influence of saving propensity on the power law tail of wealth distribution," Papers physics/0506028, arXiv.org.
More about this item
Keywords
Economics; arbitrage; econophysics; income distribution; profit distribution; statistical mechanics; Jaynes;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HME-2019-10-28 (Heterodox Microeconomics)
- NEP-HPE-2019-10-28 (History and Philosophy of Economics)
- NEP-PKE-2019-10-28 (Post Keynesian Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:new:wpaper:1913. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mark Setterfield (email available below). General contact details of provider: https://edirc.repec.org/data/denewus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.