This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

A Generalized Preferential Attachment Model for Business Firms Growth Rates: II. Mathematical Treatment

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
S. V. Buldyrev
F. Pammolli
M. Riccaboni
K. Yamasaki
D. Fu
K. Matia
H. E. Stanley

Additional information is available for the following registered author(s):

Abstract

We present a preferential attachment growth model to obtain the distribution $P(K)$ of number of units $K$ in the classes which may represent business firms or other socio-economic entities. We found that $P(K)$ is described in its central part by a power law with an exponent $\phi=2+b/(1-b)$ which depends on the probability of entry of new classes, $b$. In a particular problem of city population this distribution is equivalent to the well known Zipf law. In the absence of the new classes entry, the distribution $P(K)$ is exponential. Using analytical form of $P(K)$ and assuming proportional growth for units, we derive $P(g)$, the distribution of business firm growth rates. The model predicts that $P(g)$ has a Laplacian cusp in the central part and asymptotic power-law tails with an exponent $\zeta=3$. We test the analytical expressions derived using heuristic arguments by simulations. The model might also explain the size-variance relationship of the firm growth rates.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://arxiv.org/abs/physics/0609020
File Format: text/html
File Function: Abstract
Download Restriction: no
File URL: http://arxiv.org/pdf/physics/0609020
File Format: application/pdf
File Function: Latest version
Download Restriction: no

Publisher Info
Paper provided by arXiv.org in its series Quantitative Finance Papers with number physics/0609020.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Sep 2006
Date of revision:
Handle: RePEc:arx:papers:physics/0609020

Contact details of provider:
Web page: http://arxiv.org/

For technical questions regarding this item, or to correct its listing, contact: (arXiv administrators).

Related research
Keywords:

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Stephen Hymer & Peter Pashigian, 1962. "Firm Size and Rate of Growth," Journal of Political Economy, University of Chicago Press, vol. 70, pages 556. [Downloadable!] (restricted)
  2. Hall, Bronwyn H, 1987. "The Relationship between Firm Size and Firm Growth in the U.S. Manufacturing Sector," Journal of Industrial Economics, Blackwell Publishing, vol. 35(4), pages 583-606, June. [Downloadable!] (restricted)
    Other versions:
  3. Canning, D. & Amaral, L. A. N. & Lee, Y. & Meyer, M. & Stanley, H. E., 1998. "Scaling the volatility of GDP growth rates," Economics Letters, Elsevier, vol. 60(3), pages 335-341, September. [Downloadable!] (restricted)
  4. De Fabritiis, Gianni & Riccaboni, Massimo & Pammolli, Fabio, 2003. "On Size and Growth of Business Firms," MPRA Paper 15866, University Library of Munich, Germany. [Downloadable!]
  5. Yamasaki, Kazuko & Matia, Kaushik & Buldyrev, Sergey V. & Fu, Dongfeng & Pammolli, Fabio & Riccaboni, Massimo & Stanley, H. Eugene, 2004. "Preferential attachment and growth dynamics in complex systems," MPRA Paper 15908, University Library of Munich, Germany, revised 06 Feb 2006. [Downloadable!]
Full references

Statistics
Access and download statistics

Did you know? All bibliographic data on IDEAS has been put in the public domain by the publishers.

This page was last updated on 2010-1-7.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.