IDEAS home Printed from https://ideas.repec.org/r/anr/reveco/v1y2009p255-294.html
   My bibliography  Save this item

Power Laws in Economics and Finance

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Thinking about the firm-size distribution
    by jdingel in Trade Diversion on 2012-05-27 18:05:07
  2. Thinking about the firm-size distribution
    by jdingel in Trade Diversion on 2012-05-27 18:05:07

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Christophe Schinckus & Çınla Akdere, 2015. "Towards a New Way of Teaching Statistics in Economics: The Case for Econophysics," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 4(3), pages 89-108, September.
  2. Erosa, Andrés & González, Beatriz, 2019. "Taxation and the life cycle of firms," Journal of Monetary Economics, Elsevier, vol. 105(C), pages 114-130.
  3. Muir, Callum & Singh, Jaskeerat & Shah, Yawer & Bologna, Mauro & Grigolini, Paolo, 2024. "Influence of an environment changing in time on crucial events: From geophysics to biology," Chaos, Solitons & Fractals, Elsevier, vol. 188(C).
  4. Louis Chauvel & Anne Hartung & Flaviana Palmisano, 2017. "Dynamics of Income Rank Volatility: Evidence from Germany and the US," SOEPpapers on Multidisciplinary Panel Data Research 926, DIW Berlin, The German Socio-Economic Panel (SOEP).
  5. Luis Garicano & Claire Lelarge & John Van Reenen, 2016. "Firm Size Distortions and the Productivity Distribution: Evidence from France," American Economic Review, American Economic Association, vol. 106(11), pages 3439-3479, November.
  6. Ráfales, Jonatan & Vázquez, Carlos, 2024. "Jump–diffusion productivity models in equilibrium problems with heterogeneous agents," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 225(C), pages 313-331.
  7. Wu, Ying, 2019. "Asset pricing with extreme liquidity risk," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 143-165.
  8. Ricardo T. Fernholz & Robert Fernholz, 2016. "A Rank-Based Approach to Zipf's Law," Papers 1602.08533, arXiv.org.
  9. Rustam Ibragimov & Johan Walden, 2011. "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, vol. 7(3), pages 285-318, August.
  10. Xavier Gabaix & Jean‐Michel Lasry & Pierre‐Louis Lions & Benjamin Moll, 2016. "The Dynamics of Inequality," Econometrica, Econometric Society, vol. 84, pages 2071-2111, November.
  11. Michael P. Leung, 2022. "Dependence‐robust inference using resampled statistics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 270-285, March.
  12. Fatih Karahan & Serdar Ozkan & Jae Song, 2019. "Anatomy of Lifetime Earnings Inequality: Heterogeneity in Job Ladder Risk vs. Human Capital," Staff Reports 908, Federal Reserve Bank of New York.
  13. Levan Efremidze & John Rutledge & Thomas D. Willett, 2016. "Capital Flow Surges As Bubbles: Behavioral Finance And Mckinnon’S Over-Borrowing Syndrome Extended," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(02), pages 1-27, June.
  14. A. B. Atkinson, 2017. "Pareto and the Upper Tail of the Income Distribution in the UK: 1799 to the Present," Economica, London School of Economics and Political Science, vol. 84(334), pages 129-156, April.
  15. Erick Sager & Olga A. Timoshenko, 2019. "The double EMG distribution and trade elasticities," Canadian Journal of Economics, Canadian Economics Association, vol. 52(4), pages 1523-1557, November.
  16. Zimmermann, Paul, 2021. "The role of the leverage effect in the price discovery process of credit markets," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
  17. Bluhm, Richard & Krause, Melanie, 2022. "Top lights: Bright cities and their contribution to economic development," Journal of Development Economics, Elsevier, vol. 157(C).
  18. Christian Schluter & Mark Trede, 2019. "Size distributions reconsidered," Econometric Reviews, Taylor & Francis Journals, vol. 38(6), pages 695-710, July.
  19. Salvador Pueyo, 2013. "Is it a power law distribution? The case of economic contractions," Papers 1310.2567, arXiv.org.
  20. Cui, Wei & Yao, Juan, 2020. "Funds of hedge funds: Are they really the high society for little guys?," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 346-361.
  21. Akhundjanov, Sherzod B. & Devadoss, Stephen & Luckstead, Jeff, 2017. "Size distribution of national CO2 emissions," Energy Economics, Elsevier, vol. 66(C), pages 182-193.
  22. Gilles Duranton & Diego Puga, 2023. "Urban Growth and Its Aggregate Implications," Econometrica, Econometric Society, vol. 91(6), pages 2219-2259, November.
  23. Meager, Rachael, 2022. "Aggregating distributional treatment effects: a Bayesian hierarchical analysis of the microcredit literature," LSE Research Online Documents on Economics 115559, London School of Economics and Political Science, LSE Library.
  24. Cirillo, Pasquale, 2013. "Are your data really Pareto distributed?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5947-5962.
  25. Malhotra, Gifty & Srivastava, R. & Taneja, H.C., 2019. "Calibration of the risk-neutral density function by maximization of a two-parameter entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 45-54.
  26. Vasco M. Carvalho, 2014. "From Micro to Macro via Production Networks," Journal of Economic Perspectives, American Economic Association, vol. 28(4), pages 23-48, Fall.
  27. Anthony B. Atkinson & Thomas Piketty & Emmanuel Saez, 2011. "Top Incomes in the Long Run of History," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 3-71, March.
  28. Michael Neugart & Matteo G. Richiardi, 2012. "Agent-based models of the labor market," LABORatorio R. Revelli Working Papers Series 125, LABORatorio R. Revelli, Centre for Employment Studies.
  29. di Giovanni, Julian & Levchenko, Andrei A. & Rancière, Romain, 2011. "Power laws in firm size and openness to trade: Measurement and implications," Journal of International Economics, Elsevier, vol. 85(1), pages 42-52, September.
  30. Gao, Li, 2015. "Evolution of consumption distribution and model of wealth distribution in China between 1995 and 2012," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 76-86.
  31. Jovanovic, Franck & Mantegna, Rosario N. & Schinckus, Christophe, 2019. "When financial economics influences physics: The role of Econophysics," International Review of Financial Analysis, Elsevier, vol. 65(C).
  32. Krolikowski, Pawel M. & McCallum, Andrew H., 2021. "Goods-market frictions and international trade," Journal of International Economics, Elsevier, vol. 129(C).
  33. Robert E. Lucas Jr. & Benjamin Moll, 2014. "Knowledge Growth and the Allocation of Time," Journal of Political Economy, University of Chicago Press, vol. 122(1), pages 1-51.
  34. Asier Minondo, 2017. "Fundamental Versus Granular Comparative Advantage: An Analysis Using Chess Data," Kyklos, Wiley Blackwell, vol. 70(3), pages 425-455, August.
  35. Thomas Brenner & Matthias Duschl, 2014. "Modelling Firm and Market Dynamics - A Flexible Model Reproducing Existing Stylized Facts," Working Papers on Innovation and Space 2014-07, Philipps University Marburg, Department of Geography.
  36. Jannati, Sima & Korniotis, George & Kumar, Alok, 2020. "Big fish in a small pond: Locally dominant firms and the business cycle," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 219-240.
  37. Chen, Yanguang & Wang, Jiejing, 2014. "Recursive subdivision of urban space and Zipf’s law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 392-404.
  38. Barro, Robert J. & Liao, Gordon Y., 2021. "Rare disaster probability and options pricing," Journal of Financial Economics, Elsevier, vol. 139(3), pages 750-769.
  39. Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2017. "Measuring Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 2-47.
  40. Christian Pietro & Marco M. Sorge, 2018. "Stochastic dominance and thick-tailed wealth distributions," Journal of Economics, Springer, vol. 123(2), pages 141-159, March.
  41. Mangin, Sephorah & Sedláček, Petr, 2018. "Unemployment and the labor share," Journal of Monetary Economics, Elsevier, vol. 94(C), pages 41-59.
  42. Arthur Charpentier & Emmanuel Flachaire, 2022. "Pareto models for top incomes and wealth," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(1), pages 1-25, March.
  43. Rafael González‐Val, 2019. "Historical urban growth in Europe (1300–1800)," Papers in Regional Science, Wiley Blackwell, vol. 98(2), pages 1115-1136, April.
  44. Per Krusell & Anthony Smith & Joachim Hubmer, 2015. "The historical evolution of the wealth distribution: A quantitative-theoretic investigation," 2015 Meeting Papers 1406, Society for Economic Dynamics.
  45. Abduraimova, Kumushoy, 2022. "Contagion and tail risk in complex financial networks," Journal of Banking & Finance, Elsevier, vol. 143(C).
  46. Marcello D’Amato & Christian Di Pietro & Marco M. Sorge, 2024. "Left and right: a tale of two tails of the wealth distribution," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1389-1433, December.
  47. Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
  48. Karlsson, Martin & Wang, Yulong & Ziebarth, Nicolas R., 2024. "Getting the right tail right: Modeling tails of health expenditure distributions," Journal of Health Economics, Elsevier, vol. 97(C).
  49. Banshal, Sumit Kumar & Gupta, Solanki & Lathabai, Hiran H & Singh, Vivek Kumar, 2022. "Power Laws in altmetrics: An empirical analysis," Journal of Informetrics, Elsevier, vol. 16(3).
  50. Wagner, Joachim, 2012. "The Microstructure of the Great Export Collapse in German Manufacturing Industries, 2008/2009," IZA Discussion Papers 6393, Institute of Labor Economics (IZA).
  51. Toda, Alexis Akira, 2019. "Wealth distribution with random discount factors," Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
  52. Hernán D. Rozenfeld & Diego Rybski & Xavier Gabaix & Hernán A. Makse, 2011. "The Area and Population of Cities: New Insights from a Different Perspective on Cities," American Economic Review, American Economic Association, vol. 101(5), pages 2205-2225, August.
  53. Ghiglino, Christian, 2012. "Random walk to innovation: Why productivity follows a power law," Journal of Economic Theory, Elsevier, vol. 147(2), pages 713-737.
  54. Federico Botta & Helen Susannah Moat & H Eugene Stanley & Tobias Preis, 2015. "Quantifying Stock Return Distributions in Financial Markets," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-10, September.
  55. Gur Aminadav & Elias Papaioannou, 2020. "Corporate Control around the World," Journal of Finance, American Finance Association, vol. 75(3), pages 1191-1246, June.
  56. SAITO Yukiko, 2013. "Role of Hub Firms in Geographical Transaction Network," Discussion papers 13080, Research Institute of Economy, Trade and Industry (RIETI).
  57. Fernandes, Leonardo H.S. & de Araújo, Fernando H.A. & Silva, Igor E.M. & Neto, Jusie S.P., 2021. "Macroeconophysics indicator of economic efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
  58. di Giovanni, Julian & Levchenko, Andrei A., 2013. "Firm entry, trade, and welfare in Zipf's world," Journal of International Economics, Elsevier, vol. 89(2), pages 283-296.
  59. Dan Cao & Erick Sager & Henry Hyatt & Toshihiko Mukoyama, 2019. "Firm Growth through New Establishments," 2019 Meeting Papers 1484, Society for Economic Dynamics.
  60. Tjeerd de Vries & Alexis Akira Toda, 2022. "Capital and Labor Income Pareto Exponents Across Time and Space," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
  61. Díaz, Juan D. & Gutiérrez Cubillos, Pablo & Tapia Griñen, Pablo, 2021. "The exponential Pareto model with hidden income processes: Evidence from Chile," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 561(C).
  62. Willis, Geoff, 2011. "The Bowley Ratio," MPRA Paper 30852, University Library of Munich, Germany.
  63. Peng, Baochun, 2021. "Positional competition: A theory of the Great Gatsby curve and the Easterlin paradox," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 562-575.
  64. Jess Benhabib & Jesse Perla & Christopher Tonetti, 2021. "Reconciling Models of Diffusion and Innovation: A Theory of the Productivity Distribution and Technology Frontier," Econometrica, Econometric Society, vol. 89(5), pages 2261-2301, September.
  65. Robert J. Barro & Gordon Y. Liao, 2016. "Options-Pricing Formula with Disaster Risk," NBER Working Papers 21888, National Bureau of Economic Research, Inc.
  66. Einmahl, John & He, Y., 2020. "Unified Extreme Value Estimation for Heterogeneous Data," Other publications TiSEM dfe6c38c-823b-4394-b4fd-a, Tilburg University, School of Economics and Management.
  67. Podobnik, Boris & Christopher Crawford, G. & Lichtenstein, Benyamin & Lipic, Tomislav & Wild, Dorian & Zhang, Xin & Stanley, H. Eugene, 2020. "The new wealth of nations: How STEM fields generate the prosperity and inequality of individuals, companies, and countries," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
  68. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: I. Empirical facts," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 991-1012.
  69. Xu, Jianhuan, 2017. "Growing through the merger and acquisition," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 54-74.
  70. repec:diw:diwfin:diwfin02030 is not listed on IDEAS
  71. Dave, Chetan & Sorge, Marco M., 2020. "Sunspot-driven fat tails: A note," Economics Letters, Elsevier, vol. 193(C).
  72. Rutledge, John, 2015. "Economics as energy framework: Complexity, turbulence, financial crises, and protectionism," Review of Financial Economics, Elsevier, vol. 25(C), pages 10-18.
  73. Hunter A. Vallejos & James J. Nutaro & Kalyan S. Perumalla, 2018. "An agent-based model of the observed distribution of wealth in the United States," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 641-656, October.
  74. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.
  75. Brzezinski, Michal, 2014. "Do wealth distributions follow power laws? Evidence from ‘rich lists’," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 406(C), pages 155-162.
  76. Ronan Lyons & Elisa Maria Tirindelli, 2022. "The Rise & Fall of Urban Concentration in Britain: Zipf, Gibrat and Gini across two centuries," Trinity Economics Papers tep0522, Trinity College Dublin, Department of Economics.
  77. Reto Foellmi & Isabel Z. Martínez, 2017. "Volatile Top Income Shares in Switzerland? Reassessing the Evolution between 1981 and 2010," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 793-809, December.
  78. ARATA Yoshiyuki, 2023. "Zipf's Law without the Stationarity Assumption," Discussion papers 23085, Research Institute of Economy, Trade and Industry (RIETI).
  79. Blackwell, Calvin, 2018. "Power Laws in Real Estate Prices? Some Evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 90-98.
  80. Joachim Wagner, 2012. "The German manufacturing sector is a granular economy," Applied Economics Letters, Taylor & Francis Journals, vol. 19(17), pages 1663-1665.
  81. Hanson, Gordon H. & Xiang, Chong, 2013. "Exporting Christianity: Governance and doctrine in the globalization of US denominations," Journal of International Economics, Elsevier, vol. 91(2), pages 301-320.
  82. Katja Neugebauer, 2010. "Schockübertragung und Drittlandeffekte auf internationalen Bankenmärkten," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 79(4), pages 59-74.
  83. Stachurski, John & Toda, Alexis Akira, 2019. "An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity," Journal of Economic Theory, Elsevier, vol. 182(C), pages 1-24.
  84. Stefan Bach & Andreas Thiemann & Aline Zucco, 2015. "The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece," Discussion Papers of DIW Berlin 1502, DIW Berlin, German Institute for Economic Research.
  85. Tong, Bin & Wu, Chongfeng & Xu, Weidong, 2012. "Risk concentration of aggregated dependent risks: The second-order properties," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 139-149.
  86. 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.
  87. Taiji Furusawa & Hideo Konishi & Duong Lam Anh Tran, 2020. "International Trade and Income Inequality," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(3), pages 993-1026, July.
  88. Tomasz J. Kozubowski & Krzysztof Podgórski, 2018. "A generalized Sibuya distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 855-887, August.
  89. Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric, 2014. "Modeling tails of aggregate economic processes in a stochastic growth model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 76-94.
  90. Illenin O. Kondo & Logan T. Lewis & Andrea Stella, 2021. "Heavy Tailed, but not Zipf: Firm and Establishment Size in the U.S," Working Papers 21-15, Center for Economic Studies, U.S. Census Bureau.
  91. Brendan K. Beare & Alexis Akira Toda, 2022. "Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes," Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
  92. Rami Ahmad El-Nabulsi & Waranont Anukool, 2025. "Qualitative financial modelling in fractal dimensions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-47, December.
  93. Vasco M. Carvalho, 2015. "From Micro to Macro via Production Networks," Working Papers 793, Barcelona School of Economics.
  94. Tamminen, Saara, 2014. "Varying markups and income inequality in an open economy," Conference papers 332437, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  95. Gontis, V. & Havlin, S. & Kononovicius, A. & Podobnik, B. & Stanley, H.E., 2016. "Stochastic model of financial markets reproducing scaling and memory in volatility return intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1091-1102.
  96. Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone, 2019. "Empresas granulares y desagregación regional: un análisis del caso español [Granular firms and regional disaggregation: an analysis of the Spanish case]," MPRA Paper 93913, University Library of Munich, Germany.
  97. Kapeller, Jakob & Leitch, Stuart & Wildauer, Rafael, 2021. "A European Wealth Tax for a Fair and Green Recovery," ifso expertise 16, University of Duisburg-Essen, Institute for Socioeconomics (ifso).
  98. Benjamin Moll & Lukasz Rachel & Pascual Restrepo, 2022. "Uneven Growth: Automation's Impact on Income and Wealth Inequality," Econometrica, Econometric Society, vol. 90(6), pages 2645-2683, November.
  99. Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano, 2017. "Where Gibrat meets Zipf: Scale and scope of French firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 265-275.
  100. José-María Da-Rocha & Jaume Sempere, 2017. "ITQs, Firm Dynamics and Wealth Distribution: Does Full Tradability Increase Inequality?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(2), pages 249-273, October.
  101. Charles-Cadogan, G., 2018. "Losses loom larger than gains and reference dependent preferences in Bernoulli’s utility function," Journal of Economic Behavior & Organization, Elsevier, vol. 154(C), pages 220-237.
  102. Wagner, Joachim, 2013. "The granular nature of the great export collapse in German manufacturing industries, 2008/2009," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-21.
  103. Gualdi, Stanislao & Mandel, Antoine, 2016. "On the emergence of scale-free production networks," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 61-77.
  104. Taleb, Nassim Nicholas & Douady, Raphael, 2015. "On the super-additivity and estimation biases of quantile contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 252-260.
  105. Fernández-Villaverde, Jesús & Levintal, Oren, 2024. "The Distributional Effects of Asset Returns," CEPR Discussion Papers 18855, C.E.P.R. Discussion Papers.
  106. Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
  107. Hori, Takeo & Im, Ryonghun, 2023. "Asset bubbles, entrepreneurial risks, and economic growth," Journal of Economic Theory, Elsevier, vol. 210(C).
  108. Jo~ao Nicolau & Paulo M. M. Rodrigues, 2024. "A simple but powerful tail index regression," Papers 2409.13531, arXiv.org.
  109. Da-Rocha, José-María & Restuccia, Diego & Tavares, Marina M., 2023. "Policy distortions and aggregate productivity with endogenous establishment-level productivity," European Economic Review, Elsevier, vol. 155(C).
  110. Buddana Amrutha & Kozubowski Tomasz J., 2014. "Discrete Pareto Distributions," Stochastics and Quality Control, De Gruyter, vol. 29(2), pages 143-156, December.
  111. Loredana Fattorini & Mahdi Ghodsi & Armando Rungi, 2020. "Cohesion Policy Meets Heterogeneous Firms," Journal of Common Market Studies, Wiley Blackwell, vol. 58(4), pages 803-817, July.
  112. Ghazi, Soroush & Schneider, Mark, 2024. "Market value of rarity: A theory of fair value and evidence from rare baseball cards," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 318-339.
  113. Mangin, Sephorah, 2017. "A theory of production, matching, and distribution," Journal of Economic Theory, Elsevier, vol. 172(C), pages 376-409.
  114. Stijn De Backer & Luis E. C. Rocha & Jan Ryckebusch & Koen Schoors, 2024. "On the potential of quantum walks for modeling financial return distributions," Papers 2403.19502, arXiv.org, revised Dec 2024.
  115. Chiarella Carl & Di Guilmi Corrado, 2015. "The limit distribution of evolving strategies in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 137-159, April.
  116. Stephen Morris & Muhamet Yildiz, 2019. "Crises: Equilibrium Shifts and Large Shocks," American Economic Review, American Economic Association, vol. 109(8), pages 2823-2854, August.
  117. Glenn Magerman & Karolien De Bruyne & Emmanuel Dhyne & Jan Van Hove, 2016. "Heterogeneous Firms and the Micro Origins of Aggregate Fluctuations," Working Papers ECARES ECARES 2016-35, ULB -- Universite Libre de Bruxelles.
  118. Charles I. Jones, 2015. "Pareto and Piketty: The Macroeconomics of Top Income and Wealth Inequality," Journal of Economic Perspectives, American Economic Association, vol. 29(1), pages 29-46, Winter.
  119. Alexis Akira Toda & Kieran Walsh, 2015. "The Double Power Law in Consumption and Implications for Testing Euler Equations," Journal of Political Economy, University of Chicago Press, vol. 123(5), pages 1177-1200.
  120. Wagner Joachim, 2013. "The Great Export Recovery in German Manufacturing Industries, 2009/2010," Review of Economics, De Gruyter, vol. 64(3), pages 325-340, December.
  121. Otto, Christian & Willner, Sven Norman & Wenz, Leonie & Frieler, Katja & Levermann, Anders, 2017. "Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate," OSF Preprints 7yyhd, Center for Open Science.
  122. Fernholz, Ricardo & Fernholz, Robert, 2014. "Instability and concentration in the distribution of wealth," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 251-269.
  123. Ignacio González García & Alfonso Mateos Caballero, 2021. "Models of Wealth and Inequality Using Fiscal Microdata: Distribution in Spain from 2015 to 2020," Mathematics, MDPI, vol. 9(4), pages 1-24, February.
  124. Saez, Emmanuel, 2013. "Optimal progressive capital income taxes in the infinite horizon model," Journal of Public Economics, Elsevier, vol. 97(C), pages 61-74.
  125. Fernholz, Ricardo T. & Koch, Christoffer, 2021. "The rise of big U.S. banks and the fall of big European banks: A statistical decomposition," European Economic Review, Elsevier, vol. 135(C).
  126. Rustam Ibragimov & Paul Kattuman & Anton Skrobotov, 2021. "Robust Inference on Income Inequality: $t$-Statistic Based Approaches," Papers 2105.05335, arXiv.org, revised Nov 2021.
  127. Eric Qian, 2023. "Heterogeneity-robust granular instruments," Papers 2304.01273, arXiv.org, revised Jun 2024.
  128. Jerry Tsai & Jessica A. Wachter, 2014. "Rare Booms and Disasters in a Multi-sector Endowment Economy," NBER Working Papers 20062, National Bureau of Economic Research, Inc.
  129. Mincheol Choi & Chang-Yang Lee, 2020. "Power-law distributions of corporate innovative output: evidence from U.S. patent data," Scientometrics, Springer;Akadémiai Kiadó, vol. 122(1), pages 519-554, January.
  130. Sorge Marco M., 2024. "To Bequeath, or Not to Bequeath? On Labour Income Risk and Top Wealth Concentration," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 24(2), pages 759-779.
  131. Teteryatnikova, Mariya, 2014. "Systemic risk in banking networks: Advantages of “tiered” banking systems," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 186-210.
  132. Timothy P. Dombrowski & Rajesh P. Narayanan & R. Kelley Pace, 2023. "The Rank-Size Rule and Challenges in Diversifying Commercial Real Estate Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 67(1), pages 1-28, July.
  133. Aleksejus Kononovicius & Vygintas Gontis, 2014. "Herding interactions as an opportunity to prevent extreme events in financial markets," Papers 1409.8024, arXiv.org, revised May 2015.
  134. Hong, Harrison & Xu, Jiangmin, 2019. "Inferring latent social networks from stock holdings," Journal of Financial Economics, Elsevier, vol. 131(2), pages 323-344.
  135. 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.
  136. Makoto Nirei & John Stachurski & Tsutomu Watanabe, 2018. "Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365?1398, 2020)," CARF F-Series CARF-F-450, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  137. Joseph S. Shapiro & Reed Walker, 2018. "Why Is Pollution from US Manufacturing Declining? The Roles of Environmental Regulation, Productivity, and Trade," American Economic Review, American Economic Association, vol. 108(12), pages 3814-3854, December.
  138. Takaaki Ohnishi & Takayuki Mizuno & Chihiro Shimizu & Tsutomu Watanabe, 2012. "Detecting Real Estate Bubbles: A New Approach Based on the Cross-Sectional Dispersion of Property Prices," UTokyo Price Project Working Paper Series 006, University of Tokyo, Graduate School of Economics, revised Apr 2013.
  139. Paola Cerchiello & Paolo Giudici, 2014. "How to measure the quality of financial tweets," DEM Working Papers Series 069, University of Pavia, Department of Economics and Management.
  140. Jung-Seung Yang, 2022. "Dynamics of Firm’s Investment in Education and Training: An Agent-based Approach," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1317-1351, December.
  141. Gualdi, Stanislao & Mandel, Antoine, 2016. "On the emergence of scale-free production networks," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 61-77.
  142. Jo~ao Pedro Jerico & Franc{c}ois P. Landes & Matteo Marsili & Isaac P'erez Castillo & Valerio Volpati, 2016. "When does inequality freeze an economy?," Papers 1602.07300, arXiv.org, revised Apr 2016.
  143. Bertrand CRETTEZ, 2011. "Is Selling Immigration Rights Politically Sustainable ?," Discussion Papers (REL - Recherches Economiques de Louvain) 2011042, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  144. Xavier Gabaix, 2011. "The Granular Origins of Aggregate Fluctuations," Econometrica, Econometric Society, vol. 79(3), pages 733-772, May.
  145. Ross Richardson & Matteo Richiardi & Michael Wolfson, 2015. "We ran one billion agents. Scaling in simulation models," Economics Papers 2015-W05, Economics Group, Nuffield College, University of Oxford.
  146. Michael Knoblach & Fabian Stöckl, 2020. "What Determines The Elasticity Of Substitution Between Capital And Labor? A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 34(4), pages 847-875, September.
  147. Marco Bee & Stefano Schiavo, 2018. "Powerless: gains from trade when firm productivity is not Pareto distributed," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(1), pages 15-45, February.
  148. Joachim Hubmer, 2018. "The Job Ladder and its Implications for Earnings Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 172-194, July.
  149. Ma, Lin & Ruzic, Dimitrije, 2020. "Globalization and top income shares," Journal of International Economics, Elsevier, vol. 125(C).
  150. Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
  151. Takaaki Ohnishi & Takayuki Mizuno & Chihiro Shimizu & Tsutomu Watanabe, 2013. "Detecting Real Estate Bubbles: A New Approach Based on the Cross-Sectional Dispersion of Property Prices," CARF F-Series CARF-F-313, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  152. Growiec, Jakub, 2015. "On the modeling of size distributions when technologies are complex," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 1-8.
  153. Gontis, V. & Kononovicius, A., 2020. "Bessel-like birth–death process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  154. Bach, Stefan & Thiemann, Andreas & Zucco, Aline, 2019. "Looking for the missing rich: tracing the top tail of the wealth distribution," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 26(6), pages 1234-1258.
  155. Foellmi, Reto & Martínez, Isabel Z., 2014. "Volatile Top Income Shares in Switzerland? Reassessing the Evolution Between 1981 and 2009," CEPR Discussion Papers 10006, C.E.P.R. Discussion Papers.
  156. Pérez Valbuena, Gerson Javier & Meisel Roca, Adolfo, 2014. "Ley De Zipf Y De Gibrat Para Colombia Y Sus Regiones: 1835-2005," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 32(2), pages 247-286, September.
  157. Cherkashin, Alexander & Sakhadzhi, Vladislav & Guliev, Ruslan & Bolshunova, Elena, 2024. "Practical Methods for Predicting Customer Retention," MPRA Paper 122400, University Library of Munich, Germany.
  158. Theodore Tsekeris, 2017. "Network analysis of inter-sectoral relationships and key sectors in the Greek economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 413-435, July.
  159. Valentina V. Tarasova & Vasily E. Tarasov, 2017. "Dynamic intersectoral models with power-law memory," Papers 1712.09087, arXiv.org.
  160. Guiso, Luigi & Rustichini, Aldo, 2018. "Understanding the size and profitability of firms: The role of a biological factor," Research in Economics, Elsevier, vol. 72(1), pages 65-85.
  161. Fenske, James & Kala, Namrata & Wei, Jinlin, 2023. "Railways and cities in India," Journal of Development Economics, Elsevier, vol. 161(C).
  162. Francis Teal, 2023. "What Explains the Firm Size Distribution in Sub-Saharan Africa and Why Does It Matter?," Journal of African Economies, Centre for the Study of African Economies, vol. 32(2), pages 111-117.
  163. Michal Brzezinski, 2015. "Power laws in citation distributions: evidence from Scopus," Scientometrics, Springer;Akadémiai Kiadó, vol. 103(1), pages 213-228, April.
  164. Takaaki Ohnishi & Takayuki Mizuno & Tsutomu Watanabe, 2019. "House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo," Working Papers on Central Bank Communication 008, University of Tokyo, Graduate School of Economics.
  165. Jingong Huang, 2018. "Technology Network, Innovation And Growth," 2018 Meeting Papers 178, Society for Economic Dynamics.
  166. Zhang, Haiping, 2022. "Upstream financial flows, intangible investment, and allocative efficiency," Journal of Macroeconomics, Elsevier, vol. 72(C).
  167. Alexis Akira Toda & Kieran James Walsh, 2017. "Fat tails and spurious estimation of consumption‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
  168. ARATA Yoshiyuki, 2022. "Is empirical granularity high enough to cause aggregate fluctuations? The closeness to Gaussian," Discussion papers 22039, Research Institute of Economy, Trade and Industry (RIETI).
  169. Takaaki Ohnishi & Takayuki Mizuno & Tsutomu Watanabe, 2020. "House price dispersion in boom–bust cycles: evidence from Tokyo," The Japanese Economic Review, Springer, vol. 71(4), pages 511-539, October.
  170. Luttmer, Erzo G.J., 2012. "Technology diffusion and growth," Journal of Economic Theory, Elsevier, vol. 147(2), pages 602-622.
  171. De Benedictis Luca & Nenci Silvia & Santoni Gianluca & Tajoli Lucia & Vicarelli Claudio, 2014. "Network Analysis of World Trade using the BACI-CEPII Dataset," Global Economy Journal, De Gruyter, vol. 14(3-4), pages 287-343, October.
  172. Jesse Perla & Christopher Tonetti, 2012. "Endogenous Risk and Growth," 2012 Meeting Papers 479, Society for Economic Dynamics.
  173. Molnarova, Zuzana & Molnárová, Zuzana & Reiter, Michael, 2016. "Business Cycles and the Propagation of Shocks in the Input-Output Network," VfS Annual Conference 2016 (Augsburg): Demographic Change 145804, Verein für Socialpolitik / German Economic Association.
  174. Michael König & Kjetil Storesletten & Zheng Song & Fabrizio Zilibotti, 2022. "From Imitation to Innovation: Where Is All That Chinese R&D Going?," Econometrica, Econometric Society, vol. 90(4), pages 1615-1654, July.
  175. Fernholz, Ricardo & Kramer, Rory, 2021. "Racing to Zipf's Law: Race and Metro Population Size 1910-2010," SocArXiv p5tuh, Center for Open Science.
  176. Ibragimov, Rustam & Prokhorov, Artem, 2016. "Heavy tails and copulas: Limits of diversification revisited," Economics Letters, Elsevier, vol. 149(C), pages 102-107.
  177. Grobys, Klaus, 2021. "What do we know about the second moment of financial markets?," International Review of Financial Analysis, Elsevier, vol. 78(C).
  178. Thomas Gottfried & Stefan Grosskinsky, 2024. "Wages and Capital returns in a generalized P\'olya urn," Papers 2401.17688, arXiv.org.
  179. Edouard Ribes, 2018. "Growth patterns of US professional services firms," Working Papers hal-01762381, HAL.
  180. Jakub W. Jurek & Erik Stafford, 2011. "Crashes and Collateralized Lending," NBER Working Papers 17422, National Bureau of Economic Research, Inc.
  181. Ogwang, Tomson, 2013. "Is the wealth of the world’s billionaires Paretian?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 757-762.
  182. ARATA Yoshiyuki & ONOZAKI Tamotsu, 2017. "A Compositional Data Analysis of Market Share Dynamics," Discussion papers 17076, Research Institute of Economy, Trade and Industry (RIETI).
  183. Khieu, Hoang & Wälde, Klaus, 2023. "Capital income risk and the dynamics of the wealth distribution," Economic Modelling, Elsevier, vol. 122(C).
  184. Kremer, Michael & Snyder, Christopher, 2015. "Vaccines vs. Preventives," CEPR Discussion Papers 10474, C.E.P.R. Discussion Papers.
  185. Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan, 2021. "On the stability of stablecoins," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 207-223.
  186. Dávila, Dayana & Alvarado, Rafael, 2022. "Análisis del impacto de la Ley Orgánica para la Promoción del Trabajo Juvenil, Regulación Excepcional de la Jornada de Trabajo, Cesantía y Seguro de Desempleo, sobre el desempleo juvenil en Ecuador," MPRA Paper 113709, University Library of Munich, Germany.
  187. Russell Hillberry & Kornel Mahlstein & Simon Schropp, 2023. "The geography of payment activity on PayPal," Review of International Economics, Wiley Blackwell, vol. 31(5), pages 1688-1718, November.
  188. Mikhail Kopytin & Evgeniy Kazantsev, 2013. "Futures market efficiency diagnostics via temporal two-point correlations. Russian market case study," Papers 1309.3844, arXiv.org.
  189. Francisco Goerlich, 2013. "A simple and efficient test for the Pareto law," Empirical Economics, Springer, vol. 45(3), pages 1367-1381, December.
  190. Kjetil Storesletten & Bo Zhao & Fabrizio Zilibotti, 2019. "Business Cycle during Structural Change: Arthur Lewis' Theory from a Neoclassical Perspective," Cowles Foundation Discussion Papers 2191, Cowles Foundation for Research in Economics, Yale University.
  191. Ruben Dewitte & Michel Dumont & Glenn Rayp & Peter Willemé, 2022. "Unobserved heterogeneity in the productivity distribution and gains from trade," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(3), pages 1566-1597, August.
  192. Takaaki Ohnishi & Takayuki Mizuno & Tsutomu Watanabe, 2019. "House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo," CARF F-Series CARF-F-461, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  193. Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Capital and Labor Income Pareto Exponents in the United States, 1916-2019," Papers 2206.04257, arXiv.org.
  194. Anthonisen, Niels, 2016. "Microeconomic shocks and macroeconomic fluctuations in a dynamic network economy," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 233-254.
  195. Rahimi, M. & Hosseinabadi, S. & Masoudi, A.A., 2023. "Geometrical exponents of contour loops on ballistic deposition model with power-law distributed noise," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).
  196. João Nicolau & Paulo M. M. Rodrigues, 2019. "A New Regression-Based Tail Index Estimator," The Review of Economics and Statistics, MIT Press, vol. 101(4), pages 667-680, October.
  197. Yang Ming & Heng-fu Zou, 2024. "The Spirit of Capitalism, Entrepreneurship, and Talent Allocation," Annals of Economics and Finance, Society for AEF, vol. 25(1), pages 1-29, May.
  198. Cynthia Doniger, 2023. "Wage Dispersion with Heterogeneous Wage Contracts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 138-160, December.
  199. Aoki, Masanao & Hawkins, Raymond J., 2010. "Non-self-averaging and the statistical mechanics of endogenous macroeconomic fluctuations," Economic Modelling, Elsevier, vol. 27(6), pages 1543-1546, November.
  200. Xiaofeng Lv & Gupeng Zhang & Xinkuo Xu & Qinghai Li, 2017. "Bootstrap-calibrated empirical likelihood confidence intervals for the difference between two Gini indexes," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(2), pages 195-216, June.
  201. Jan Schulz & Mishael Milaković, 2023. "How Wealthy are the Rich?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 69(1), pages 100-123, March.
  202. Roger Smeets & Harold Creusen, 2011. "Fixed export costs and multi-product firms," CPB Discussion Paper 188, CPB Netherlands Bureau for Economic Policy Analysis.
  203. Chollete, Loran & Schmeidler, David, 2014. "Extreme Events and the Origin of Central Bank Priors," UiS Working Papers in Economics and Finance 2014/15, University of Stavanger.
  204. Kononovicius, A. & Ruseckas, J., 2015. "Nonlinear GARCH model and 1/f noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 74-81.
  205. Sabiou Inoua, 2016. "Speculation and Power Law," Papers 1612.08705, arXiv.org.
  206. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012. "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 871-885.
  207. Gehr, Katja & Pflüger, Michael P., 2023. "The Worth of Cities in Germany," IZA Discussion Papers 16127, Institute of Labor Economics (IZA).
  208. Rui Li & Dana Kiku & Hengjie Ai, 2014. "A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment," 2014 Meeting Papers 855, Society for Economic Dynamics.
  209. John Pencavel, 2014. "The Changing Size Distribution of U.S. Trade Unions and its Description by Pareto's Distribution," ILR Review, Cornell University, ILR School, vol. 67(1), pages 138-170, January.
  210. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Sanctions and the Russian stock market," Research in International Business and Finance, Elsevier, vol. 40(C), pages 150-162.
  211. Jovanovic, Franck & Schinckus, Christophe, 2016. "Breaking down the barriers between econophysics and financial economics," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 256-266.
  212. Yue Chen & Zhiqi Wang & Kai Song & Deming Lin & Hildrun Kretschmer, 2021. "Growing with collaboration: footprint of WISE Lab," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(7), pages 6147-6167, July.
  213. Etro, Federico & Stepanova, Elena, 2018. "Power-laws in art," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 217-220.
  214. Jakub Growiec & Fabio Pammolli & Massimo Riccaboni, 2020. "Innovation and Corporate Dynamics: A Theoretical Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 1-45, March.
  215. Dominik Prochniewicz & Jacek Kudrys & Kamil Maciuk, 2022. "Noises in Double-Differenced GNSS Observations," Energies, MDPI, vol. 15(5), pages 1-18, February.
  216. Marcelo Arbex & Dennis O'Dea & David Wiczer, 2019. "Network Search: Climbing The Job Ladder Faster," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 693-720, May.
  217. Stoja, Evarist & Polanski, Arnold & Nguyen, Linh H. & Pereverzin, Aleksandr, 2023. "Does systematic tail risk matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
  218. Damien Besancenot & Jean-Michel Courtault & Khaled El Dika, 2012. "Piecework versus merit pay: a mean field games approach to academic behavior," Revue d'économie politique, Dalloz, vol. 122(4), pages 547-563.
  219. Taleb, Nassim Nicholas, 2019. "How much data do you need? An operational, pre-asymptotic metric for fat-tailedness," International Journal of Forecasting, Elsevier, vol. 35(2), pages 677-686.
  220. Gaubert, Cecile & Itskhoki, Oleg & Vogler, Maximilian, 2021. "Government policies in a granular global economy," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 95-112.
  221. Monika Mrázová & J. Peter Neary & Mathieu Parenti, 2021. "Sales and Markup Dispersion: Theory and Empirics," Econometrica, Econometric Society, vol. 89(4), pages 1753-1788, July.
  222. Harmenberg, Karl, 2024. "A simple theory of Pareto-distributed earnings," Economics Letters, Elsevier, vol. 234(C).
  223. Haiping Zhang, 2023. "Trade‐induced sectoral upgrading and upstream financial flows," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(3), pages 859-896, August.
  224. Second Bwanakare & Marek Cierpiał-Wolan, 2020. "Predicting Polish transport industry equilibrium characteristics as an inverse problem: An Entropy Econometrics Model," Statistics in Transition New Series, Polish Statistical Association, vol. 21(5), pages 179-191, December.
  225. Otto, C. & Willner, S.N. & Wenz, L. & Frieler, K. & Levermann, A., 2017. "Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 232-269.
  226. Salvador Pueyo, 2014. "Ecological Econophysics for Degrowth," Sustainability, MDPI, vol. 6(6), pages 1-53, May.
  227. Hung-Chun Huang & Hsin-Yu Shih & Tsung-Han Ke, 2017. "Structure of a patent transaction network," Scientometrics, Springer;Akadémiai Kiadó, vol. 111(1), pages 25-45, April.
  228. Xavier Gabaix & Ralph S. J. Koijen, 2024. "Granular Instrumental Variables," Journal of Political Economy, University of Chicago Press, vol. 132(7), pages 2274-2303.
  229. Durgesh Nandini & Simon Bloethner & Mirco Schoenfeld & Mario Larch, 2024. "Multidimensional Knowledge Graph Embeddings for International Trade Flow Analysis," Papers 2410.19835, arXiv.org.
  230. Marco Bee, 2024. "On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 18(2), pages 251-269, June.
  231. Fernando Rubiera-Morollón & Ignacio del Rosal & Alberto Díaz-Dapena, 2015. "Can large cities explain the aggregate movements of economies? Testing the ‘granular hypothesis’ for US counties," Letters in Spatial and Resource Sciences, Springer, vol. 8(2), pages 109-118, July.
  232. Zeev Maoz, 2012. "Preferential Attachment, Homophily, and the Structure of International Networks, 1816–2003," Conflict Management and Peace Science, Peace Science Society (International), vol. 29(3), pages 341-369, July.
  233. Asier Minondo, 2016. "Fundamental comparative advantage versus random talent: An analysis using chess data," Working Papers 1605, Department of Applied Economics II, Universidad de Valencia.
  234. Jakub W. Jurek & Erik Stafford, 2011. "The Cost of Capital for Alternative Investments," Harvard Business School Working Papers 12-013, Harvard Business School.
  235. Campolieti, Michele & Ramos, Arturo, 2021. "The distribution of strike size: Empirical evidence from Europe and North America in the 19th and 20th centuries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
  236. Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
  237. Yuko Akune & Nobuhiro Hosoe, 2021. "Microdata analysis of Japanese farmers’ productivity: Estimating farm heterogeneity and elasticity of substitution among varieties," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 633-644, July.
  238. J. Lobo & D. Strumsky & J. Rothwell, 2013. "Scaling of patenting with urban population size: evidence from global metropolitan areas," Scientometrics, Springer;Akadémiai Kiadó, vol. 96(3), pages 819-828, September.
  239. Da Silva, Sergio, 2009. "Does Macroeconomics Need Microeconomic Foundations?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-11.
  240. Keiichi Kishi, 2016. "Technology Diffusion, Pareto Distribution, and Patent Policy," Discussion Papers in Economics and Business 16-31, Osaka University, Graduate School of Economics.
  241. Carlo Gianelle, 2011. "Exploring the complex structure of labour mobility networks. Evidence from Veneto microdata," Working Papers 2011_13, Department of Economics, University of Venice "Ca' Foscari".
  242. Grobys, Klaus, 2023. "A multifractal model of asset (in)variances," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
  243. Marco Bee, 2020. "On discriminating between lognormal and Pareto tail: A mixture-based approach," DEM Working Papers 2020/9, Department of Economics and Management.
  244. Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017. "Complex Asset Markets," NBER Working Papers 23476, National Bureau of Economic Research, Inc.
  245. Chen, Yi-Fan & Hsu, Wen-Tai & Peng, Shin-Kun, 2023. "Innovation, firm size distribution, and gains from trade," Theoretical Economics, Econometric Society, vol. 18(1), January.
  246. Umut Akovali, 2020. "Beyond Connectedness: A Covariance Decomposition based Network Risk Model," Koç University-TUSIAD Economic Research Forum Working Papers 2003, Koc University-TUSIAD Economic Research Forum.
  247. Kiyoyasu Tanaka & Naomi Hatsukano, 2011. "The size distribution of all Cambodian establishments," Economics Bulletin, AccessEcon, vol. 31(3), pages 2128-2137.
  248. Felipe Iachan & Dejanir Silva, 2019. "Risk externalities," 2019 Meeting Papers 338, Society for Economic Dynamics.
  249. Rachidi Kotchoni, 2018. "Detecting and Measuring Nonlinearity," Econometrics, MDPI, vol. 6(3), pages 1-27, August.
  250. Di Pietro, Christian & Sorge, Marco M., 2018. "Comparing inequality and mobility in linear models: Comment," Economics Letters, Elsevier, vol. 172(C), pages 56-58.
  251. Kremer, Michael, 2018. "Worst-Case Bounds on R&D and Pricing Distortions: Theory and Disturbing Conclusions if Consumer Values Follow the World Income," CEPR Discussion Papers 13241, C.E.P.R. Discussion Papers.
  252. Cozzi, Guido & Mantovan, Noemi, 2021. "To get Rich is Glorious, but only if Fairly," MPRA Paper 107305, University Library of Munich, Germany.
  253. Blank, Sven & Buch, Claudia M. & Neugebauer, Katja, 2009. "Shocks at large banks and banking sector distress: The Banking Granular Residual," Journal of Financial Stability, Elsevier, vol. 5(4), pages 353-373, December.
  254. Sasaki, Yuya & Wang, Yulong, 2024. "On uniform confidence intervals for the tail index and the extreme quantile," Journal of Econometrics, Elsevier, vol. 244(1).
  255. Ausloos, Marcel & Jovanovic, Franck & Schinckus, Christophe, 2016. "On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 7-14.
  256. Philip Vermeulen, 2018. "How Fat is the Top Tail of the Wealth Distribution?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(2), pages 357-387, June.
  257. Vladislav Morozov, 2022. "Inference on Extreme Quantiles of Unobserved Individual Heterogeneity," Papers 2210.08524, arXiv.org, revised Jun 2023.
  258. Wagner Joachim, 2014. "A Note on the Granular Nature of Imports in German Manufacturing Industries," Review of Economics, De Gruyter, vol. 65(3), pages 241-252, December.
  259. Anna Maria Fiori, 2020. "On firm size distribution: statistical models, mechanisms, and empirical evidence," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(3), pages 447-482, September.
  260. Christian Düben & Melanie Krause, 2021. "Population, light, and the size distribution of cities," Journal of Regional Science, Wiley Blackwell, vol. 61(1), pages 189-211, January.
  261. Junho Na & Jeong-dong Lee & Chulwoo Baek, 2017. "Is the service sector different in size heterogeneity?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 95-120, April.
  262. Vanessa Alviarez & Ayhab F. Saad, 2023. "Multinational production and intra‐firm trade," Review of International Economics, Wiley Blackwell, vol. 31(3), pages 826-853, August.
  263. Igor Fedotenkov, 2020. "A Review of More than One Hundred Pareto-Tail Index Estimators," Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
  264. Bricker, Jesse & Hansen, Peter & Volz, Alice Henriques, 2019. "Wealth concentration in the U.S. after augmenting the upper tail of the survey of consumer finances," Economics Letters, Elsevier, vol. 184(C).
  265. Polanski, Arnold & Stoja, Evarist, 2017. "Forecasting multidimensional tail risk at short and long horizons," International Journal of Forecasting, Elsevier, vol. 33(4), pages 958-969.
  266. Louis Chauvel & Eyal Bar-Haim & Anne Hartung & Philippe Van Kerm, 2024. "Increasing Inequality in Joint Income and Wealth Distributions in the United States, 1995 to 2013," LWS Working papers 46, LIS Cross-National Data Center in Luxembourg.
  267. Nassim Nicholas Taleb, 2018. "How Much Data Do You Need? An Operational, Pre-Asymptotic Metric for Fat-tailedness," Papers 1802.05495, arXiv.org, revised Nov 2018.
  268. Kohei Nagamachi, 2013. "Task Trade and the Size Distribution of Cities," CIRJE F-Series CIRJE-F-886, CIRJE, Faculty of Economics, University of Tokyo.
  269. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.
  270. Dalton, John T. & Leung, Tin Cheuk, 2015. "Dispersion and distortions in the trans-Atlantic slave trade," Journal of International Economics, Elsevier, vol. 96(2), pages 412-425.
  271. Sabiou Inoua, 2023. "News-driven Expectations and Volatility Clustering," Papers 2309.04876, arXiv.org.
  272. Jean-Philippe Bouchaud & Roger E. A. Farmer, 2023. "Self-Fulfilling Prophecies, Quasi Nonergodicity, and Wealth Inequality," Journal of Political Economy, University of Chicago Press, vol. 131(4), pages 947-993.
  273. repec:hum:wpaper:sfb649dp2016-038 is not listed on IDEAS
  274. Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
  275. Lafond, Francois, 2012. "Learning and the structure of citation networks," MERIT Working Papers 2012-071, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  276. Zoë B. Cullen & Bobak Pakzad‐Hurson, 2023. "Equilibrium Effects of Pay Transparency," Econometrica, Econometric Society, vol. 91(3), pages 765-802, May.
  277. Marius Agasse-Duval & Steve Lawford, 2019. "Subgraphs and Motifs in a Dynamic Airline Network," Working Papers hal-02017122, HAL.
  278. Ahmad, Saad & Akgul, Zeynep, 2018. "Using Power Laws to Identify the Structural Parameters of Trade Models with Firm Heterogeneity," Conference papers 332993, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  279. Wen-Tai Hsu & Tomoya Mori & Tony E. Smith, 2014. "Spatial Patterns and Size Distributions of Cities," KIER Working Papers 882, Kyoto University, Institute of Economic Research.
  280. Soumik Pal, 2016. "Exponentially concave functions and high dimensional stochastic portfolio theory," Papers 1603.01865, arXiv.org, revised Mar 2016.
  281. Kasa, Kenneth & Lei, Xiaowen, 2018. "Risk, uncertainty, and the dynamics of inequality," Journal of Monetary Economics, Elsevier, vol. 94(C), pages 60-78.
  282. Behfar, Stefan Kambiz, 2016. "Long memory behavior of returns after intraday financial jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 716-725.
  283. Christian Catalini & Jorge Guzman & Scott Stern, 2019. "Passive Versus Active Growth: Evidence from Founder Choices and Venture Capital Investment," NBER Working Papers 26073, National Bureau of Economic Research, Inc.
  284. Juan Manuel Julio-Roman, 2015. "On the Stylized Facts of Nominal Exchange Rates in Brazil, Chile, Colombia, Mexico and Peru," Borradores de Economia 13015, Banco de la Republica.
  285. Wei Zhu & Ding Ma & Zhigang Zhao & Renzhong Guo, 2020. "Investigating the Complexity of Spatial Interactions between Different Administrative Units in China Using Flickr Data," Sustainability, MDPI, vol. 12(22), pages 1-12, November.
  286. Lahr, Henry, 2023. "Fat tails in private equity fund returns: The smooth double Pareto distribution," International Review of Financial Analysis, Elsevier, vol. 86(C).
  287. Federica Cerina & Zhen Zhu & Alessandro Chessa & Massimo Riccaboni, 2015. "World Input-Output Network," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-21, July.
  288. Mao, Tiantian & Stupfler, Gilles & Yang, Fan, 2023. "Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 173-192.
  289. Steven N. Kaplan & Joshua D. Rauh, 2013. "Family, Education, and Sources of Wealth among the Richest Americans, 1982-2012," American Economic Review, American Economic Association, vol. 103(3), pages 158-162, May.
  290. Aleksy Leeuwenkamp & Wentao Hu, 2023. "New general dependence measures: construction, estimation and application to high-frequency stock returns," Papers 2309.00025, arXiv.org.
  291. Luca Fontanelli, 2023. "Theories of Market Selection: A Survey," GREDEG Working Papers 2023-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  292. Joern Kleinert, 2021. "Organizational capital, technological choice, and firm productivity," Graz Economics Papers 2021-03, University of Graz, Department of Economics.
  293. Lukasz A. Drozd & Mathieu Taschereau-Dumouchel & Marina Tavares, 2022. "Understanding Growth Through Automation: The Neoclassical Perspective," Working Papers 22-25, Federal Reserve Bank of Philadelphia.
  294. Kikuchi, Tomoo & Nishimura, Kazuo & Stachurski, John & Zhang, Junnan, 2021. "Coase meets Bellman: Dynamic programming for production networks," Journal of Economic Theory, Elsevier, vol. 196(C).
  295. Cornelia Metzig & Mirta B. Gordon, 2013. "A Model for Scaling in Firms' Size and Growth Rate Distribution," Papers 1304.4311, arXiv.org, revised Nov 2013.
  296. Sigurd Galaasen & Rustam Jamilov & Hélène Rey & Ragnar Juelsrud, 2020. "Granular credit risk," Working Paper 2020/15, Norges Bank.
  297. Ibragimov, Rustam, 2014. "On the robustness of location estimators in models of firm growth under heavy-tailedness," Journal of Econometrics, Elsevier, vol. 181(1), pages 25-33.
  298. Davide Fiaschi & Imre Kondor & Matteo Marsili & Valerio Volpati, 2014. "The Interrupted Power Law and the Size of Shadow Banking," PLOS ONE, Public Library of Science, vol. 9(4), pages 1-8, April.
  299. Ignacio Rosal, 2018. "Power laws in EU country exports," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(2), pages 311-337, May.
  300. Matthias Duschl & Thomas Brenner, 2013. "Characteristics of regional industry-specific employment growth rates' distributions," Papers in Regional Science, Wiley Blackwell, vol. 92(2), pages 249-270, June.
  301. Hazan, Aurélien, 2019. "A maximum entropy network reconstruction of macroeconomic models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 519(C), pages 1-17.
  302. von Graevenitz, Kathrine & Rottner, Elisa & Richter, Philipp M., 2023. "Is Germany becoming the European pollution haven?," ZEW Discussion Papers 23-069, ZEW - Leibniz Centre for European Economic Research.
  303. Rafael González-Val, 2019. "US city-size distribution and space," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(3), pages 283-300, July.
  304. Michael Kremer & Christopher M. Snyder, 2015. "Preventives Versus Treatments," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(3), pages 1167-1239.
  305. Jan Schulz & Daniel M. Mayerhoffer, 2021. "Equal chances, unequal outcomes? Network-based evolutionary learning and the industrial dynamics of superstar firms," Journal of Business Economics, Springer, vol. 91(9), pages 1357-1385, November.
  306. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
  307. Paulo Ferreira & Éder J.A.L. Pereira & Hernane B.B. Pereira, 2020. "From Big Data to Econophysics and Its Use to Explain Complex Phenomena," JRFM, MDPI, vol. 13(7), pages 1-10, July.
  308. JOOCHEOl KIM & SUNGHO KIM, 2014. "Multivariate Tail Dependence in Financial Markets," Working papers 2014rwp-71, Yonsei University, Yonsei Economics Research Institute.
  309. Cao, Haoyang & Dianetti, Jodi & Ferrari, Giorgio, 2021. "Stationary Discounted and Ergodic Mean Field Games of Singular Control," Center for Mathematical Economics Working Papers 650, Center for Mathematical Economics, Bielefeld University.
  310. Elisa Maria Tirindelli & Ronan C. Lyons, 2024. "The rise and fall of urban concentration in Britain: Zipf, Gibrat and Gini across two centuries," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 73(4), pages 1995-2018, December.
  311. Arturo Ramos & Till Massing & Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2024. "Mixtures of log-normal distributions in the mid-scale range of firm-size variables," Evolutionary and Institutional Economics Review, Springer, vol. 21(2), pages 249-260, September.
  312. Warusawitharana, Missaka, 2018. "Time-varying volatility and the power law distribution of stock returns," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 123-141.
  313. Tiziano Distefano & Giovanni Marin & Massimo Riccaboni, 2014. "Global Virtual Water Trade: Integrating Structural Decomposition Analysis with Network Theory," SEEDS Working Papers 2314, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Aug 2014.
  314. Ipsen, Leonhard & Aminian, Armin & Schulz-Gebhard, Jan, 2023. "Stress-testing inflation exposure: Systemically significant prices and asymmetric shock propagation in the EU28," BERG Working Paper Series 188, Bamberg University, Bamberg Economic Research Group.
  315. Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013. "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2546-2559.
  316. Julian di Giovanni & Andrei A. Levchenko, 2012. "Country Size, International Trade, and Aggregate Fluctuations in Granular Economies," Journal of Political Economy, University of Chicago Press, vol. 120(6), pages 1083-1132.
  317. León, Ángel & Ñíguez, Trino-Manuel, 2021. "The transformed Gram Charlier distribution: Parametric properties and financial risk applications," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 323-349.
  318. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Extreme movements of the Russian stock market and their consequences for management and economic modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 75-92.
  319. Michael Kremer & Christopher M. Snyder, 2018. "Worst-Case Bounds on R&D and Pricing Distortions: Theory with an Application Assuming Consumer Values Follow the World Income Distribution," NBER Working Papers 25119, National Bureau of Economic Research, Inc.
  320. Roger Farmer & Jean-Philippe Bouchaud, 2020. "Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality," NBER Working Papers 28261, National Bureau of Economic Research, Inc.
  321. Caselli, Stefano & Gatti, Stefano & Chiarella, Carlo & Gigante, Gimede & Negri, Giulia, 2023. "Do shareholders really matter for firm performance? Evidence from the ownership characteristics of Italian listed companies," International Review of Financial Analysis, Elsevier, vol. 86(C).
  322. Toda, Alexis Akira, 2017. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," Macroeconomic Dynamics, Cambridge University Press, vol. 21(6), pages 1508-1518, September.
  323. Anna D’Arcangelis & Giulia Rotundo, 2015. "Mutual funds relationships and performance analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1573-1584, July.
  324. Mary Amiti & Oleg Itskhoki & Jozef Konings, 2016. "International Shocks and Domestic Prices: How Large Are Strategic Complementarities?," NBER Working Papers 22119, National Bureau of Economic Research, Inc.
  325. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
  326. Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2012. "How to Calculate Systemic Risk Surcharges," NBER Chapters, in: Quantifying Systemic Risk, pages 175-212, National Bureau of Economic Research, Inc.
  327. Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019. "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, vol. 30(C), pages 187-193.
  328. Nigai, Sergey, 2017. "A tale of two tails: Productivity distribution and the gains from trade," Journal of International Economics, Elsevier, vol. 104(C), pages 44-62.
  329. Andres Gomez-Lievano & Vladislav Vysotsky & Jose Lobo, 2018. "Artificial Increasing Returns to Scale and the Problem of Sampling from Lognormals," Papers 1807.09424, arXiv.org, revised Jul 2020.
  330. J. M. Applegate & Adam Lampert, 2021. "Firm size populations modeled through competition-colonization dynamics," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 91-116, January.
  331. Chansoo Kim & Daniel S Kim & Kwangwon Ahn & M Y Choi, 2017. "Dynamics of analyst forecasts and emergence of complexity: Role of information disparity," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-18, May.
  332. Staley, Mark, 2018. "The Knowledge-Diffusion Bottleneck in Economic Growth and Development," MPRA Paper 87255, University Library of Munich, Germany.
  333. Zigrand, Jean-Pierre, 2014. "Systems and systemic risk in finance and economics," LSE Research Online Documents on Economics 61220, London School of Economics and Political Science, LSE Library.
  334. Reda Cherif & Fuad Hasanov, 2019. "The Return of the Policy That Shall Not Be Named: Principles of Industrial Policy," IMF Working Papers 2019/074, International Monetary Fund.
  335. 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.
  336. Shuhei Aoki & Makoto Nirei, 2014. "Zipf's Law, Pareto's Law, and the Evolution of Top Incomes in the U.S," Working Papers e074, Tokyo Center for Economic Research.
  337. Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," University of California at San Diego, Economics Working Paper Series qt90n2h2bb, Department of Economics, UC San Diego.
  338. Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson, 2013. "On the distributional properties of size, profit and growth of Icelandic firms," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 57-74, April.
  339. Anindya S. Chakrabarti & Arnab Chatterjee & Tushar Nandi & Asim Ghosh & Anirban Chakraborti, 2018. "Quantifying invariant features of within-group inequality in consumption across groups," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 469-490, October.
  340. Willis, Geoff, 2011. "Why money trickles up – wealth & income distributions," MPRA Paper 30851, University Library of Munich, Germany.
  341. Makriyannis, Christos, 2022. "The foundational economy-as-an-organism assumption of ecological economics: Is it scientifically useful?," Ecological Economics, Elsevier, vol. 200(C).
  342. Bryan Kelly & Hao Jiang, 2013. "Tail Risk and Asset Prices," NBER Working Papers 19375, National Bureau of Economic Research, Inc.
  343. Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar & H. Eugene Stanley & Boris Podobnik, 2018. "Scaling properties of extreme price fluctuations in Bitcoin markets," Papers 1803.08405, arXiv.org.
  344. Tao, Xuezong & Zhu, Lichao, 2024. "Drivers of transportation CO2 emissions and their changing patterns: Empirical results from 18 countries," Journal of Transport Geography, Elsevier, vol. 119(C).
  345. Tarek Benjamin Moll & Lukasz Rachel & Pascual Restrepo, 2019. "Uneven Growth: Automation’s Impact on Income and Wealth Inequality," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-333, Boston University - Department of Economics.
  346. Jean-Michel Grandmont, 2017. "Behavioral Heterogeneity : Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities," Working Papers 2017-11, Center for Research in Economics and Statistics.
  347. Mares, Vlad & Swinkels, Jeroen M., 2014. "On the analysis of asymmetric first price auctions," Journal of Economic Theory, Elsevier, vol. 152(C), pages 1-40.
  348. Matteo Smerlak, 2014. "Thermodynamics of inequalities: from precariousness to economic stratification," Papers 1406.6441, arXiv.org, revised Nov 2014.
  349. Anwar Shaikh, 2019. "The Econ in Econophysics," Working Papers 1913, New School for Social Research, Department of Economics.
  350. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics Discussion Papers 2012-20, Kiel Institute for the World Economy (IfW Kiel).
  351. Liu, Z. & Serota, R.A., 2017. "Correlation and relaxation times for a stochastic process with a fat-tailed steady-state distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 301-311.
  352. Arthur Charpentier & Emmanuel Flachaire, 2021. "Pareto Models for Risk Management," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 355-387, Springer.
  353. Ramos, Arturo & Sanz-Gracia, Fernando & González-Val, Rafael, 2013. "A new framework for the US city size distribution: Empirical evidence and theory," MPRA Paper 52190, University Library of Munich, Germany.
  354. S Gowri Shankar & James M Miller & P V (Sundar) Balakrishnan, 2020. "Evolutionary disruption of S&P 500 trading concentration: An intriguing tale of a financial innovation," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-17, March.
  355. Haoyang Cao & Jodi Dianetti & Giorgio Ferrari, 2021. "Stationary Discounted and Ergodic Mean Field Games of Singular Control," Papers 2105.07213, arXiv.org.
  356. Ioannides, Yannis M., 2015. "Neighborhoods to nations via social interactions," Economic Modelling, Elsevier, vol. 48(C), pages 5-15.
  357. Shana M. Sundstrom & Craig R. Allen & David G. Angeler, 2020. "Scaling and discontinuities in the global economy," Journal of Evolutionary Economics, Springer, vol. 30(2), pages 319-345, April.
  358. repec:diw:diwfin:diwfin is not listed on IDEAS
  359. Halvarsson, Daniel, 2013. "Industry Differences in the Firm Size Distribution," Ratio Working Papers 214, The Ratio Institute.
  360. Sherzod B. Akhundjanov & Tatiana Drugova, 2022. "On the growth process of US agricultural land," Empirical Economics, Springer, vol. 63(3), pages 1727-1740, September.
  361. Marat Ibragimov & Rustam Ibragimov, 2018. "Heavy tails and upper-tail inequality: The case of Russia," Empirical Economics, Springer, vol. 54(2), pages 823-837, March.
  362. Aleksejus Kononovicius & Julius Ruseckas, 2014. "Nonlinear GARCH model and 1/f noise," Papers 1412.6244, arXiv.org, revised Feb 2015.
  363. Pater, Ciprian Florin & Mazrekaj, Deni, 2020. "Power Laws, Prices and National Accounts: Are There Any Irregularities?," SocArXiv gwha2, Center for Open Science.
  364. Ramos, Arturo, 2015. "Log-growth distributions of US city sizes and non-Lévy processes," MPRA Paper 66561, University Library of Munich, Germany.
  365. Vandermarliere, Benjamin & Karas, Alexei & Ryckebusch, Jan & Schoors, Koen, 2015. "Beyond the power law: Uncovering stylized facts in interbank networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 443-457.
  366. Buch, Claudia M. & Neugebauer, Katja, 2011. "Bank-specific shocks and the real economy," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2179-2187, August.
  367. Ricardo T. Fernholz & Robert Fernholz, 2017. "Zipf's Law for Atlas Models," Papers 1707.04285, arXiv.org, revised Jun 2020.
  368. Vladimir Hlasny, 2021. "Parametric representation of the top of income distributions: Options, historical evidence, and model selection," Journal of Economic Surveys, Wiley Blackwell, vol. 35(4), pages 1217-1256, September.
  369. Mattauch, Linus & Klenert, David & Stiglitz, Joseph E. & Edenhofer, Ottmar, 2022. "Overcoming wealth inequality by capital taxes that finance public investment," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 383-395.
  370. Giacomo Bormetti & Sofia Cazzaniga, 2014. "Multiplicative noise, fast convolution and pricing," Quantitative Finance, Taylor & Francis Journals, vol. 14(3), pages 481-494, March.
  371. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
  372. Chollete, Lor & Schmeidler, David, 2014. "Misspecification Aversion and Selection of Initial Priors," UiS Working Papers in Economics and Finance 2014/13, University of Stavanger.
  373. Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2015. "Zipf law and the firm size distribution: a critical discussion of popular estimators," Journal of Evolutionary Economics, Springer, vol. 25(3), pages 585-610, July.
  374. Hill, Jonathan B. & Shneyerov, Artyom, 2013. "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, vol. 174(2), pages 144-164.
  375. Aurland-Bredesen, Kine Josefine, 2021. "The welfare costs of uncertainty: Cross-country evidence," World Development, Elsevier, vol. 146(C).
  376. John Rutledge, 2015. "Economics as energy framework: Complexity, turbulence, financial crises, and protectionism," Review of Financial Economics, John Wiley & Sons, vol. 25(1), pages 10-18, April.
  377. Robert J. Barro & Gordon Y. Liao, 2019. "Tractable Rare Disaster Probability and Options-Pricing," Finance and Economics Discussion Series 2019-073, Board of Governors of the Federal Reserve System (U.S.).
  378. Jingong Huang, 2017. "Technology Network Innovation and Distribution," 2017 Meeting Papers 24, Society for Economic Dynamics.
  379. Tian, Can, 2022. "Learning and firm dynamics in a stochastic equilibrium," Journal of Economic Theory, Elsevier, vol. 203(C).
  380. Peña, Guillermo & Puente-Ajovín, Miguel & Ramos, Arturo & Sanz-Gracia, Fernando, 2022. "Log-growth rates of CO2: An empirical analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
  381. Polanski, Arnold & Stoja, Evarist, 2017. "Forecasting multidimensional tail risk at short and long horizons," Bank of England working papers 660, Bank of England.
  382. Meager, Rachael & Sturdy, Jennifer, 2017. "Aggregating Distributional Treatment Effects: A Bayesian Hierarchical Analysis of the Microcredit Literature," MetaArXiv 7tkvm, Center for Open Science.
  383. Julien Clement & Phanish Puranam, 2018. "Searching for Structure: Formal Organization Design as a Guide to Network Evolution," Management Science, INFORMS, vol. 64(8), pages 3879-3895, August.
  384. Williams, Joseph, 2018. "Housing markets with endogenous search: Theory and implications," Journal of Urban Economics, Elsevier, vol. 105(C), pages 107-120.
  385. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda, 2014. "Do Interconnections Matter for Bank Efficiency?," Working Papers Series 374, Central Bank of Brazil, Research Department.
  386. Xing, Yani & Wang, Jun, 2019. "Statistical volatility duration and complexity of financial dynamics on Sierpinski gasket lattice percolation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 234-247.
  387. Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3654-3665.
  388. Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
  389. Erzo G.J. Luttmer, 2010. "Models of Growth and Firm Heterogeneity," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 547-576, September.
  390. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-29.
  391. Metzig, Cornelia & Gordon, Mirta B., 2014. "A model for scaling in firms’ size and growth rate distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 398(C), pages 264-279.
  392. Thomas Blanchet, 2022. "Uncovering the Dynamics of the Wealth Distribution," Working Papers hal-03865295, HAL.
  393. Zhu, Huijian & Zhang, Weiguo, 2018. "Multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 497-503.
  394. Nirei, Makoto & Stachurski, John & Watanabe, Tsutomu, 2020. "Trade clustering and power laws in financial markets," Theoretical Economics, Econometric Society, vol. 15(4), November.
  395. Dan Cao & Wenlan Luo, 2017. "Persistent Heterogeneous Returns and Top End Wealth Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 301-326, October.
  396. Federico Etro & Elena Stepanova, 2018. "Power-Laws in Art. From Renaissance to Contemporary Art," Working Papers - Economics wp2018_20.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  397. Tang, Pan & Zhang, Ying & Baaquie, Belal E. & Podobnik, Boris, 2016. "Classical convergence versus Zipf rank approach: Evidence from China’s local-level data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 246-253.
  398. Eric Smith & Duncan Foley & Benjamin Good, 2013. "Unhedgeable shocks and statistical economic equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 187-235, January.
  399. Bistra Vassileva & Adriyana Miteva, 2015. "Global Brands Dynamics: Implications for Building Corporate Identity in Emerging Markets," International Conference on Marketing and Business Development Journal, The Bucharest University of Economic Studies, vol. 1(1), pages 120-129, July.
  400. Francois Geerolf, 2015. "A Static and Microfounded Theory of Zipf's Law for Firms and of the Top Labor Income Distribution," 2015 Meeting Papers 516, Society for Economic Dynamics.
  401. Bohdan Kukharskyy, 2012. "Trade, Superstars, and Welfare," Working Papers 120, Bavarian Graduate Program in Economics (BGPE).
  402. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Heavy tails and asymmetry of returns in the Russian stock market," Emerging Markets Review, Elsevier, vol. 32(C), pages 200-219.
  403. León, Ángel & Ñíguez, Trino-Manuel, 2020. "Modeling asset returns under time-varying semi-nonparametric distributions," Journal of Banking & Finance, Elsevier, vol. 118(C).
  404. Behzod B. Ahundjanov & Sherzod B. Akhundjanov & Botir B. Okhunjanov, 2022. "Power law in COVID‐19 cases in China," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(2), pages 699-719, April.
  405. Matthieu Gomez, 2023. "Decomposing the Growth of Top Wealth Shares," Econometrica, Econometric Society, vol. 91(3), pages 979-1024, May.
  406. Nassim Nicholas Taleb, 2019. "On the Statistical Differences between Binary Forecasts and Real World Payoffs," Papers 1907.11162, arXiv.org, revised Dec 2019.
  407. Brendan Markey-Towler, 2016. "Law of the jungle: firm survival and price dynamics in evolutionary markets," Journal of Evolutionary Economics, Springer, vol. 26(3), pages 655-696, July.
  408. Damian Ruck & R. Alexander Bentley & Alberto Acerbi & Philip Garnett & Daniel J. Hruschka, 2017. "Role Of Neutral Evolution In Word Turnover During Centuries Of English Word Popularity," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 20(06n07), pages 1-16, September.
  409. Tomonori Takahashi & Takayuki Mizuno, 2024. "Generation of synthetic financial time series by diffusion models," Papers 2410.18897, arXiv.org.
  410. Arturo Ramos & Till Massing & Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2023. "Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain," Papers 2301.09438, arXiv.org.
  411. Toda, Alexis Akira, 2014. "Incomplete market dynamics and cross-sectional distributions," Journal of Economic Theory, Elsevier, vol. 154(C), pages 310-348.
  412. Vygintas Gontis & Aleksejus Kononovicius, 2019. "Bessel-like birth-death process," Papers 1904.13064, arXiv.org, revised Oct 2019.
  413. Gu, Zhiye & Ibragimov, Rustam, 2018. "The “Cubic Law of the Stock Returns” in emerging markets," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 182-190.
  414. Grobys, Klaus & Dufitinema, Josephine & Sapkota, Niranjan & Kolari, James W., 2022. "What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  415. Hengjie Ai & Dana Kiku & Rui Li & Jincheng Tong, 2021. "A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching," Journal of Finance, American Finance Association, vol. 76(1), pages 317-356, February.
  416. repec:hal:cepnwp:halshs-00632171 is not listed on IDEAS
  417. Nagamachi, Kohei, 2015. "A Simple Model of Functional Specialization of Cities," MPRA Paper 61497, University Library of Munich, Germany.
  418. Braverman, Michael, 2011. "On infinitely divisible distributions with light tails of Lévy measures," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1648-1653, November.
  419. Vygintas Gontis & Aleksejus Kononovicius, 2017. "The consentaneous model of the financial markets exhibiting spurious nature of long-range memory," Papers 1712.05121, arXiv.org, revised Feb 2018.
  420. Anwar Shaikh & Luiza Nassif, 2018. "Eigenvalue distribution, matrix size and the linearity of wage-profit curves," Working Papers 1812, New School for Social Research, Department of Economics.
  421. Maurizio Marchi & Francesco Chianucci & Carlotta Ferrara & Giorgio Pontuale & Elisa Pontuale & Anastasios Mavrakis & Nathan Morrow & Fabrizio Rossi & Luca Salvati, 2018. "Sustainable Land-Use, Wildfires, and Evolving Local Contexts in a Mediterranean Country, 2000–2015," Sustainability, MDPI, vol. 10(11), pages 1-13, October.
  422. Basile Grassi & Vasco Carvalho, 2015. "Firm Dynamics and the Granular Hypothesis," 2015 Meeting Papers 617, Society for Economic Dynamics.
  423. Taleb, Nassim Nicholas, 2020. "On the statistical differences between binary forecasts and real-world payoffs," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1228-1240.
  424. Nicola Giuseppe Castellano & Roy Cerqueti & Bruno Maria Franceschetti, 2021. "Evaluating risks-based communities of Mafia companies: a complex networks perspective," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1463-1486, November.
  425. Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
  426. Nik Brown & Sarah Nettleton, 2018. "Economic imaginaries of the Anti-biosis: between ‘economies of resistance’ and the ‘resistance of economies’," Palgrave Communications, Palgrave Macmillan, vol. 4(1), pages 1-8, December.
  427. Vygintas Gontis & Shlomo Havlin & Aleksejus Kononovicius & Boris Podobnik & H. Eugene Stanley, 2015. "Stochastic model of financial markets reproducing scaling and memory in volatility return intervals," Papers 1507.05203, arXiv.org, revised Oct 2016.
  428. Dave, Chetan & Sorge, Marco, 2020. "Equilibrium Indeterminacy and Extreme Outcomes: A Fat Sunspot Ta(i)l(e)," Working Papers 2020-12, University of Alberta, Department of Economics.
  429. Schmeiser, Steven, 2015. "The size distribution of websites," Economics Letters, Elsevier, vol. 128(C), pages 62-68.
  430. Yuyu Chen & Paul Embrechts & Ruodu Wang, 2022. "An unexpected stochastic dominance: Pareto distributions, dependence, and diversification," Papers 2208.08471, arXiv.org, revised Mar 2024.
  431. Chen, Zhimin & Ibragimov, Rustam, 2019. "One country, two systems? The heavy-tailedness of Chinese A- and H- share markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 115-141.
  432. Rui Li & Mengying Wang, 2020. "Moral Hazard, Agency Cost, and Firm Growth," International Review of Finance, International Review of Finance Ltd., vol. 20(3), pages 639-664, September.
  433. Samuel Forbes & Stefan Grosskinsky, 2021. "A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process," Papers 2107.02169, arXiv.org.
  434. Stan J. Liebowitz & Alejandro Zentner, 2024. "The challenges of using ranks to estimate sales," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 33(1), pages 3-24, January.
  435. Anindya S. Chakrabarti & Shekhar Tomar, 2024. "Multi‐plant firms and the heavy tail of firm size distribution," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(3), pages 1028-1041, August.
  436. Hengjie Ai & Rui Li, 2012. "Moral hazard, investment, and firm dynamics," FRB Atlanta CQER Working Paper 2012-01, Federal Reserve Bank of Atlanta.
  437. Toscani, Giuseppe, 2016. "Kinetic and mean field description of Gibrat’s law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 802-811.
  438. Kaldasch, Joachim, 2014. "Evolutionary model of the bank size distribution," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-16.
  439. Mariscal, Asier, 2021. "Global ownership patterns," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
  440. Nicolò Gnocato & Concetta Rondinelli, 2018. "Granular sources of the Italian business cycle," Temi di discussione (Economic working papers) 1190, Bank of Italy, Economic Research and International Relations Area.
  441. Eugene Larsen-Hallock & Adam Rej & David Thesmar, 2022. "Expectations Formation with Fat-tailed Processes: Evidence from Sales Forecasts," Papers 2210.10169, arXiv.org.
  442. Harry Bowen & Haris Munandar & Jean-Marie Viaene, 2010. "How integrated is the world economy?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 389-414, September.
  443. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.
  444. Jesse Perla & Christopher Tonetti, 2014. "Equilibrium Imitation and Growth," Journal of Political Economy, University of Chicago Press, vol. 122(1), pages 52-76.
  445. Ghirlanda, Stefano & Enquist, Magnus & Perc, Matjaž, 2010. "Sustainability of culture-driven population dynamics," Theoretical Population Biology, Elsevier, vol. 77(3), pages 181-188.
  446. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009. "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers 15591, National Bureau of Economic Research, Inc.
  447. Robert J. Barro & José F. Ursúa, 2012. "Rare Macroeconomic Disasters," Annual Review of Economics, Annual Reviews, vol. 4(1), pages 83-109, July.
  448. Dmitri Kuksov, 2024. "Endogenous Inequality in Decentralized Two-Sided Markets," Marketing Science, INFORMS, vol. 43(6), pages 1299-1316, November.
  449. Joachim Hubmer & Per Krusell & Anthony A. Smith Jr., 2020. "Sources of US Wealth Inequality: Past, Present, and Future," NBER Chapters, in: NBER Macroeconomics Annual 2020, volume 35, pages 391-455, National Bureau of Economic Research, Inc.
  450. Pană, Gabriel Tiberiu & Nicolin-Żaczek, Alexandru, 2023. "Motifs in earthquake networks: Romania, Italy, United States of America, and Japan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 632(P1).
  451. Thomas Brenner & Matthias Duschl, 2018. "Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth," Computational Economics, Springer;Society for Computational Economics, vol. 52(3), pages 745-772, October.
  452. Jean-Philippe Bouchaud, 2024. "The Self-Organized Criticality Paradigm in Economics & Finance," Papers 2407.10284, arXiv.org, revised Sep 2024.
  453. Mathias Lé & Frédéric Vinas, 2020. "The Financing of Investment: Firm Size, Asset Tangibility and the Size of Investment," Working papers 777, Banque de France.
  454. Walter Distaso & Rustam Ibragimov & Alexander Semenov & Anton Skrobotov, 2020. "COVID-19: Tail Risk and Predictive Regressions," Papers 2009.02486, arXiv.org, revised Oct 2021.
  455. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman, 2018. "Optimal threshold for Pareto tail modelling in the presence of outliers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 169-180.
  456. Frédéric Jouneau-Sion & Olivier Torrès, 2014. "In Fisher's net : exact F-tests in semi-parametric models with exchangeable errors," Working Papers halshs-01062623, HAL.
  457. Rustam Ibragimov & Marat Ibragimov & Jovlon Karimov & Galiya Yuldasheva, 2012. "Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches," wiiw Balkan Observatory Working Papers 105, The Vienna Institute for International Economic Studies, wiiw.
  458. Andrew Balthrop, 2016. "Power laws in oil and natural gas production," Empirical Economics, Springer, vol. 51(4), pages 1521-1539, December.
  459. Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024. "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  460. Haoyu Chen & Tiantian Mao & Fan Yang, 2024. "Estimation of the adjusted standard‐deviatile for extreme risks," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 51(2), pages 643-671, June.
  461. Albert S Kyle & Anna A Obizhaeva, 2023. "Large Bets and Stock Market Crashes," Review of Finance, European Finance Association, vol. 27(6), pages 2163-2203.
  462. Chen, Yanguang, 2012. "The rank-size scaling law and entropy-maximizing principle," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 767-778.
  463. Samuel Bazzi, 2017. "Wealth Heterogeneity and the Income Elasticity of Migration," American Economic Journal: Applied Economics, American Economic Association, vol. 9(2), pages 219-255, April.
  464. Chen, Yanguang, 2012. "The mathematical relationship between Zipf’s law and the hierarchical scaling law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3285-3299.
  465. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: II. Agent-based models," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 1013-1041.
  466. Ouandlous, Arav & Barkoulas, John T. & Pantos, Themis D., 2022. "Extremity in bitcoin market activity," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  467. Băncescu, Irina & Chivu, Luminiţa & Massing, Till & Preda, Vasile & Puente-Ajovín, Miguel & Ramos, Arturo, 2024. "On the parametric description of log-growth rates of Romanian city sizes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 643(C).
  468. Rustam Ibragimov & Marat Ibragimov & Rufat Khamidov, 2010. "Measuring Inequality in CIS Countries: Theory and Empirics," wiiw Balkan Observatory Working Papers 88, The Vienna Institute for International Economic Studies, wiiw.
  469. Chanelle Duley & Prasanna Gai, 2023. "Macroeconomic tail risk, currency crises and the inter‐war gold standard," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(4), pages 1551-1582, November.
  470. Ji, Guseon & Dai, Bingcun & Park, Sung-Pil & Ahn, Kwangwon, 2020. "The origin of collective phenomena in firm sizes," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).
  471. Émilien Gouin‐Bonenfant & Alexis Akira Toda, 2023. "Pareto extrapolation: An analytical framework for studying tail inequality," Quantitative Economics, Econometric Society, vol. 14(1), pages 201-233, January.
  472. Tongshuai Qiao & Liyan Han, 2023. "COVID‐19 and tail risk contagion across commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(2), pages 242-272, February.
  473. Ibragimov Marat & Khamidov Rufat, 2010. "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series 10/06e, EERC Research Network, Russia and CIS.
  474. Elendner, Hermann & Trimborn, Simon & Ong, Bobby & Lee, Teik Ming, 2016. "The cross-section of crypto-currencies as financial assets: An overview," SFB 649 Discussion Papers 2016-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  475. Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2021. "ExpectHill estimation, extreme risk and heavy tails," Journal of Econometrics, Elsevier, vol. 221(1), pages 97-117.
  476. Akgul, Zeynep & Villoria, Nelson & Hertel, Thomas, 2015. "Theoretically-Consistent Parameterization of a Multi-sector Global Model with Heterogeneous Firms," Conference papers 332604, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  477. Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini, 2023. "Modeling and Simulation of Financial Returns under Non-Gaussian Distributions," Papers 2302.02769, arXiv.org.
  478. Ibragimov, Rustam & Jaffee, Dwight & Walden, Johan, 2011. "Diversification disasters," Journal of Financial Economics, Elsevier, vol. 99(2), pages 333-348, February.
  479. Xiaofeng Lv & Gupeng Zhang & Xinkuo Xu & Qinghai Li, 2017. "Bootstrap-calibrated empirical likelihood confidence intervals for the difference between two Gini indexes," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(2), pages 195-216, June.
  480. Jie Cai & Nan Li, 2019. "Growth Through Inter-sectoral Knowledge Linkages," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(5), pages 1827-1866.
  481. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2011. "International diversification: A copula approach," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 403-417, February.
  482. Ji, Liuyan & Tan, Ken Seng & Yang, Fan, 2021. "Tail dependence and heavy tailedness in extreme risks," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 282-293.
  483. Jess Benhabib & Chetan Dave, 2014. "Learning, Large Deviations and Rare Events," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 367-382, July.
  484. Per Krusell & Anthony Smith & Joachim Hubmer, 2015. "The historical evolution of the wealth distribution: A quantitative-theoretic investigation," 2015 Meeting Papers 1406, Society for Economic Dynamics.
  485. Drugova, Tatiana & Akhundjanov, Sherzod B., 2020. "Growth Process of US Agricultural Land Size: Testing the Law of Proportionate Effect," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304250, Agricultural and Applied Economics Association.
  486. Kim, Hyeonoh & Ha, Chang Yong & Ahn, Kwangwon, 2022. "Preference heterogeneity in Bitcoin and its forks' network," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
  487. Bent Flyvbjerg & Alexander Budzier & Daniel Lunn, 2021. "Regression to the tail: Why the Olympics blow up," Environment and Planning A, , vol. 53(2), pages 233-260, March.
  488. Peng, Baochun, 2018. "Comparing inequality and mobility in linear models," Economics Letters, Elsevier, vol. 168(C), pages 155-157.
  489. Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
  490. Yoshiyuki ARATA & Philipp MUNDT, 2019. "Topology and Formation of Production Input Interlinkages: Evidence from Japanese microdata," Discussion papers 19027, Research Institute of Economy, Trade and Industry (RIETI).
  491. Lyócsa, Štefan & Výrost, Tomáš, 2018. "Scale-free distribution of firm-size distribution in emerging economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 501-505.
  492. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics review: I. Empirical facts," Post-Print hal-00621058, HAL.
  493. Kwangwon Ahn & Hanwool Jang & Jinu Kim & Inug Ryu, 2024. "COVID-19 and REITs Crash: Predictability and Market Conditions," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1159-1172, March.
  494. Haiping Zhang, 2017. "Wealth inequality and financial development: revisiting the symmetry breaking mechanism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(4), pages 997-1025, April.
  495. 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.
  496. Begušić, Stjepan & Kostanjčar, Zvonko & Eugene Stanley, H. & Podobnik, Boris, 2018. "Scaling properties of extreme price fluctuations in Bitcoin markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 400-406.
  497. Daniel Bauer & George Zanjani, 2016. "The Marginal Cost of Risk, Risk Measures, and Capital Allocation," Management Science, INFORMS, vol. 62(5), pages 1431-1457, May.
  498. Piotr Gabrielczak & Tomasz Serwach, 2021. "Firm-Size Distribution in Poland: Is Power Law Applicable?," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 31-49.
  499. Louis Chauvel, 2016. "The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 52-68, March.
  500. Gontis, V. & Kononovicius, A., 2018. "The consentaneous model of the financial markets exhibiting spurious nature of long-range memory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 1075-1083.
  501. Черкашин, Александр & Сахаджи, Владислав & Гулиев, Руслан & Большунова, Елена, 2024. "Практические Методы Прогнозирования Сохранения Клиентской Базы (Перевод На Русский Язык) [Practical Methods for Predicting Customer Retention]," MPRA Paper 122483, University Library of Munich, Germany.
  502. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman & Hussain, Saiful Izzuan, 2019. "A robust and efficient estimator for the tail index of inverse Pareto distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 431-439.
  503. Shi, Yan & Zhang, Zili & Zhao, Xuejun, 2024. "Product network and origin of common equity factor risks," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
  504. Tomaschitz, Roman, 2020. "Multiply broken power-law densities as survival functions: An alternative to Pareto and lognormal fits," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
  505. Tarbush, Bassel, 2018. "Hotelling competition and the gamma distribution," Games and Economic Behavior, Elsevier, vol. 111(C), pages 222-240.
  506. Benoît Schmutz & Modibo Sidibé, 2021. "Search and Zipf: A model of Frictional Spatial Equilibrium," Working Papers 2021-01, Center for Research in Economics and Statistics.
  507. Haoyu Chen & Tiantian Mao & Fan Yang, 2024. "Estimation of the Adjusted Standard-deviatile for Extreme Risks," Papers 2411.07203, arXiv.org.
  508. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
  509. Frank Cowell & Emmanuel Flachaire, 2021. "Inequality Measurement: Methods and Data," Post-Print hal-03589066, HAL.
  510. Gualandi, Stefano & Toscani, Giuseppe, 2019. "Size distribution of cities: A kinetic explanation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 221-234.
  511. Paola Cerchiello & Paolo Giudici, 2014. "On a statistical h index," Scientometrics, Springer;Akadémiai Kiadó, vol. 99(2), pages 299-312, May.
  512. Illenin O. Kondo & Logan T. Lewis & Andrea Stella, 2023. "Heavy tailed but not Zipf: Firm and establishment size in the United States," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 767-785, August.
  513. Sabiou M. Inoua, 2020. "News-Driven Expectations and Volatility Clustering," JRFM, MDPI, vol. 13(1), pages 1-14, January.
  514. Kwame Boamah‐Addo & Tomasz J. Kozubowski & Anna K. Panorska, 2023. "A discrete truncated Zipf distribution," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(2), pages 156-187, May.
  515. Guohua Peng & Fan Xia, 2016. "The size distribution of exporting and non-exporting firms in a panel of Chinese provinces," Papers in Regional Science, Wiley Blackwell, vol. 95, pages 71-85, March.
  516. Sherzod B. Akhundjanov & Alexis Akira Toda, 2020. "Is Gibrat’s “Economic Inequality” lognormal?," Empirical Economics, Springer, vol. 59(5), pages 2071-2091, November.
  517. Andres Gomez-Lievano & Oscar Patterson-Lomba, 2018. "Estimating the drivers of urban economic complexity and their connection to economic performance," Papers 1812.02842, arXiv.org, revised Sep 2021.
  518. Reyes-Santias, Francisco & Reboredo, Juan C. & de Assis, Edilson Machado & Rivera-Castro, Miguel A., 2021. "Does length of hospital stay reflect power-law behavior? A q-Weibull density approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 568(C).
  519. von Fintel, Dieter & Orthofer, Anna, 2020. "Wealth inequality and financial inclusion: Evidence from South African tax and survey records," Economic Modelling, Elsevier, vol. 91(C), pages 568-578.
  520. Frédéric Jouneau-Sion & Olivier Torrès, 2014. "In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors," Working Papers 1422, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  521. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
  522. Sephorah Mangin, 2014. "A Theory of Factor Shares," Monash Economics Working Papers 19-14, Monash University, Department of Economics.
  523. Mathieu Taschereau-Dumouchel, 2017. "Cascades and Fluctuations in an Economy with an Endogenous Production Network," 2017 Meeting Papers 700, Society for Economic Dynamics.
  524. Roulleau-Pasdeloup, Jordan, 2020. "A Puncher’s chance: Expected gain and risk taking in a market for superstars," Labour Economics, Elsevier, vol. 66(C).
  525. Kumar, Rishabh, 2024. "Power-law behavior and inequality in the upper tail of wealth, income and consumption: evidence from India," OSF Preprints 298js, Center for Open Science.
  526. Jan Gawełko & Marek Cierpiał-Wolan & Second Bwanakare & Michalina Czarnota, 2022. "Association between Air Pollution and Squamous Cell Lung Cancer in South-Eastern Poland," IJERPH, MDPI, vol. 19(18), pages 1-14, September.
  527. Einmahl, John & He, Y., 2020. "Unified Extreme Value Estimation for Heterogeneous Data," Discussion Paper 2020-025, Tilburg University, Center for Economic Research.
  528. Olga A. Timoshenko & Erick Sager, 2016. "The EMG Distribution and Aggregate Trade Elasticities," Working Papers 2016-15, The George Washington University, Institute for International Economic Policy.
  529. Ricardo T. Fernholz & Rory Kramer, 2024. "Racing to Zipf's law: Race and metropolitan population size 1910–2020," Journal of Regional Science, Wiley Blackwell, vol. 64(3), pages 649-670, June.
  530. Meng, Weizhen & Li, Shilin & Yang, Jinqiang, 2024. "Mitigating disaster risks caused by carbon emissions," Economics Letters, Elsevier, vol. 241(C).
  531. Boris Podobnik & Davor Horvatic & Alexander M. Petersen & Branko Urov{s}evi'c & H. Eugene Stanley, 2010. "Bankruptcy risk model and empirical tests," Papers 1011.2670, arXiv.org.
  532. Wei, Li & Yuan, Zhongyi, 2016. "The loss given default of a low-default portfolio with weak contagion," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 113-123.
  533. Second Bwanakare, 2023. "Energy Efficiency Forecast as an Inverse Stochastic Problem: A Cross-Entropy Econometrics Approach," Energies, MDPI, vol. 16(23), pages 1-16, November.
  534. Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand, 2012. "Endogenous Extreme Events and the Dual Role of Prices," Annual Review of Economics, Annual Reviews, vol. 4(1), pages 111-129, July.
  535. Lashkaripour, Ahmad, 2020. "Discrete trade," Journal of International Economics, Elsevier, vol. 126(C).
  536. , & , B., 2014. "Search with multi-worker firms," Theoretical Economics, Econometric Society, vol. 9(3), September.
  537. Xavier Gabaix, 2015. "Comment on "Networks and the Macroeconomy: An Empirical Exploration"," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 336-345, National Bureau of Economic Research, Inc.
  538. Pal, Soumik, 2019. "Exponentially concave functions and high dimensional stochastic portfolio theory," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3116-3128.
  539. Harrison Hong & Neng Wang & Jinqiang Yang, 2020. "Mitigating Disaster Risks in the Age of Climate Change," NBER Working Papers 27066, National Bureau of Economic Research, Inc.
  540. Muneer Shaik & Rutvik Digambar Gulhane, 2023. "Power of moment‐based normality tests: Empirical analysis on Indian stock market index," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2989-2997, July.
  541. Jerker Denrell & Christina Fang & Chengwei Liu, 2015. "Perspective—Chance Explanations in the Management Sciences," Organization Science, INFORMS, vol. 26(3), pages 923-940, June.
  542. Z. Liu & J. G. Holden & R. A. Serota, 2016. "Probability Density Of Response Times And Neurophysiology Of Cognition," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(04n05), pages 1-17, June.
  543. Rustam Ibragimov & Johan Walden, 2010. "Optimal Bundling Strategies Under Heavy-Tailed Valuations," Management Science, INFORMS, vol. 56(11), pages 1963-1976, November.
  544. Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
  545. Simon Oh & Jessica A. Wachter, 2018. "Cross-sectional Skewness," NBER Working Papers 25113, National Bureau of Economic Research, Inc.
  546. Shi, Xiaojun & Tang, Qihe & Yuan, Zhongyi, 2017. "A limit distribution of credit portfolio losses with low default probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 73(C), pages 156-167.
  547. David Cuberes & Marc Teignier, 2012. "Gender Gaps in the Labor Market and Aggregate Productivity," Working Papers 2012017, The University of Sheffield, Department of Economics.
  548. Marcovina Marco & Pellero Bruno, 2015. "A Mathematical Analysis of Domestic Terrorist Activity in the Years of Lead in Italy," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 21(3), pages 351-389, August.
  549. repec:wiw:wiwrsa:ersa14p34 is not listed on IDEAS
  550. Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, vol. 41(2), pages 473-486, October.
  551. Illenin O. Kondo & Logan T. Lewis & Andrea Stella, 2018. "On the U.S. Firm and Establishment Size Distributions," Finance and Economics Discussion Series 2018-075, Board of Governors of the Federal Reserve System (U.S.).
  552. N. J. Chater & R. S. MacKay, 2024. "Thermal Macroeconomics: An axiomatic theory of aggregate economic phenomena," Papers 2412.00886, arXiv.org.
  553. Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano, 2013. "The size distribution of US cities: Not Pareto, even in the tail," Economics Letters, Elsevier, vol. 120(2), pages 232-237.
  554. Stankov, Petar & Vasilev, Aleksandar, 2019. "Business reform outcomes: Why so different?," Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1109-1127.
  555. Dewitte, Ruben, 2020. "From Heavy-Tailed Micro to Macro: on the characterization of firm-level heterogeneity and its aggregation properties," MPRA Paper 103170, University Library of Munich, Germany.
  556. Makoto Nirei & Theodoros Stamatiou & Vladyslav Sushko, 2012. "Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios," BIS Working Papers 371, Bank for International Settlements.
  557. Arturo, Ramos, 2019. "Have the log-population processes stationary and independent increments? Empirical evidence for Italy, Spain and the USA along more than a century," MPRA Paper 93562, University Library of Munich, Germany.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.