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Citations for "Power Laws in Economics and Finance"

by Xavier Gabaix

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  1. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
  2. 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.
  3. Anthony B. Atkinson & Thomas Piketty & Emmanuel Saez, 2009. "Top Incomes in the Long Run of History," NBER Working Papers 15408, National Bureau of Economic Research, Inc.
  4. John Pencavel, 2013. "The Changing Size Distribution of U.S. Trade Unions and Its Description by Pareto's Distribution," Discussion Papers 12-011, Stanford Institute for Economic Policy Research.
  5. 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).
  6. Jakub Growiec & Fabio Pammolli & Massimo Riccaboni, 2011. "Innovation and Corporate Dynamics: A Theoretical Framework," DISA Working Papers 2011/08, Department of Computer and Management Sciences, University of Trento, Italy, revised 29 Jul 2011.
  7. Xavier Gabaix, 2005. "The Granular Origins of Aggregate Fluctuations," 2005 Meeting Papers 470, Society for Economic Dynamics.
  8. Robert E. Lucas, Jr. & Benjamin Moll, 2011. "Knowledge Growth and the Allocation of Time," NBER Working Papers 17495, National Bureau of Economic Research, Inc.
  9. 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.
  10. 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.
  11. 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.
  12. 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, vol. 8(1), pages 57-74, April.
  13. 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.
  14. Geoff Willis, 2011. "Why Money Trickles Up - Wealth & Income Distributions," Papers 1105.2122, arXiv.org, revised May 2011.
  15. Joachim Wagner, 2013. "The Great Export Recovery in German Manufacturing Industries, 2009/2010," Review of Economics, Lucius & Lucius, vol. 64(3), pages 325-340.
  16. Ghiglino, Christian, 2012. "Random walk to innovation: Why productivity follows a power law," Journal of Economic Theory, Elsevier, vol. 147(2), pages 713-737.
  17. Robert J. Barro & José F. Ursúa, 2012. "Rare Macroeconomic Disasters," Annual Review of Economics, Annual Reviews, vol. 4(1), pages 83-109, 07.
  18. Roger Smeets & Harold Creusen, 2011. "Fixed export costs and multi-product firms," CPB Discussion Paper 188, CPB Netherlands Bureau for Economic Policy Analysis.
  19. Luis Garicano & Claire LeLarge & John Van Reenen, 2013. "Firm Size Distortions and the Productivity Distribution: Evidence from France," NBER Working Papers 18841, National Bureau of Economic Research, Inc.
  20. Hernán D. Rozenfeld & Diego Rybski & Xavier Gabaix & Hernán A. Makse, 2009. "The Area and Population of Cities: New Insights from a Different Perspective on Cities," NBER Working Papers 15409, National Bureau of Economic Research, Inc.
  21. Jesse Perla & Christopher Tonetti, 2014. "Equilibrium Imitation and Growth," Journal of Political Economy, University of Chicago Press, vol. 122(1), pages 52 - 76.
  22. Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2013. "Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators," LEM Papers Series 2013/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  23. Joachim Wagner, 2011. "The German Manufacturing Sector is a Granular Economy," Working Paper Series in Economics 219, University of Lüneburg, Institute of Economics.
  24. 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.
  25. Jakub W. Jurek & Erik Stafford, 2011. "Crashes and Collateralized Lending," NBER Working Papers 17422, National Bureau of Economic Research, Inc.
  26. 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.
  27. Luca De Benedictis & Silvia Nenci & Gianluca Santoni & Lucia Tajoli & Claudio Vicarelli, 2013. "Network Analysis of World Trade using the BACI-CEPII dataset," Working Papers 2013-24, CEPII research center.
  28. Erzo G.J. Luttmer, 2010. "Models of Growth and Firm Heterogeneity," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 547-576, 09.
  29. 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.
  30. Nassim N Taleb & Raphael Douady, 2014. "On the Biases and Variability in the Estimation of Concentration Using Bracketed Quantile Contributions," Papers 1405.1791, arXiv.org, revised May 2014.
  31. Michal Brzezinski, 2013. "Do wealth distributions follow power laws? Evidence from "rich lists"," Papers 1304.0212, arXiv.org.
  32. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  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. 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.
  39. 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.
  40. Pasquale Cirillo, 2013. "Are your data really Pareto distributed?," Papers 1306.0100, arXiv.org.
  41. Shuhei Aoki & Makoto Nirei, 2014. "Zipf’s Law, Pareto’s Law, and the Evolution of Top Incomes in the U.S," UTokyo Price Project Working Paper Series 023, University of Tokyo, Graduate School of Economics.
  42. 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".
  43. 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.
  44. 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.
  45. 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.
  46. Harry Bowen & Haris Munandar & Jean-Marie Viaene, 2010. "How integrated is the world economy?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 146(3), pages 389-414, September.
  47. 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.
  48. SAITO Yukiko, 2013. "Role of Hub Firms in Geographical Transaction Network," Discussion papers 13080, Research Institute of Economy, Trade and Industry (RIETI).
  49. 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.
  50. Jakub W. Jurek & Erik Stafford, 2011. "The Cost of Capital for Alternative Investments," Harvard Business School Working Papers 12-013, Harvard Business School.
  51. Hawkins, William B. & Acemoglu, Daron, 0. "Search with multi-worker firms," Theoretical Economics, Econometric Society.
  52. Luttmer, Erzo G.J., 2012. "Technology diffusion and growth," Journal of Economic Theory, Elsevier, vol. 147(2), pages 602-622.
  53. repec:diw:diwfin:diwfin02030 is not listed on IDEAS
  54. 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.
  55. 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.
  56. Hengjie Ai & Rui Li, 2012. "Moral hazard, investment, and firm dynamics," CQER Working Paper 2012-01, Federal Reserve Bank of Atlanta.
  57. Boris Podobnik & Davor Horvatic & Alexander M. Petersen & Branko Uro\v{s}evi\'c & H. Eugene Stanley, 2010. "Bankruptcy risk model and empirical tests," Papers 1011.2670, arXiv.org.
  58. Eric Smith & Duncan Foley & Benjamin Good, 2013. "Unhedgeable shocks and statistical economic equilibrium," Economic Theory, Springer, vol. 52(1), pages 187-235, January.
  59. Erik Hurst & Benjamin Wild Pugsley, 2011. "What do Small Businesses Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(2 (Fall)), pages 73-142.
  60. Da Silva, Sergio, 2009. "Does Macroeconomics Need Microeconomic Foundations?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(23), pages 1-11.
  61. Kaldasch, Joachim, 2014. "Evolutionary model of the bank size distribution," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 8(10), pages 1-16.
  62. Julian di Giovanni & Andrei A. Levchenko, 2010. "Firm Entry, Trade, and Welfare in Zipf's World," NBER Working Papers 16313, National Bureau of Economic Research, Inc.
  63. repec:hal:wpaper:halshs-00632171 is not listed on IDEAS
  64. 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.
  65. 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.
  66. 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.
  67. repec:wii:bpaper:bowp:088 is not listed on IDEAS
  68. 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.
  69. 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.
  70. 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.
  71. Michał Brzeziński, 2014. "Power laws in citation distributions: Evidence from Scopus," Working Papers 2014-05, Faculty of Economic Sciences, University of Warsaw.
  72. Braverman, Michael, 2011. "On infinitely divisible distributions with light tails of Lévy measures," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1648-1653, November.
  73. Willis, Geoff, 2011. "The Bowley Ratio," MPRA Paper 30852, University Library of Munich, Germany.
  74. Wagner, Joachim, 2012. "The granular nature of the great export collapse in German manufacturing industries, 2008/2009," Economics Discussion Papers 2012-50, Kiel Institute for the World Economy.
  75. Mikhail Kopytin & Evgeniy Kazantsev, 2013. "Futures market efficiency diagnostics via temporal two-point correlations. Russian market case study," Papers 1309.3844, arXiv.org.
  76. 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.
  77. 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 158-62, May.
  78. 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.
  79. Dalton, John & Leung, Tin Cheuk, 2013. "Dispersion and Distortions in the Trans-Atlantic Slave Trade," MPRA Paper 48224, University Library of Munich, Germany.
  80. Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013. "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2546-2559.
  81. Kiyoyasu Tanaka & Naomi Hatsukano, 2011. "The size distribution of all Cambodian establishments," Economics Bulletin, AccessEcon, vol. 31(3), pages 2128-2137.
  82. Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, vol. 41(2), pages 473-486, October.
  83. Ibragimov, Rustam & Jaffee, Dwight & Walden, Johan, 2011. "Diversification disasters," Journal of Financial Economics, Elsevier, vol. 99(2), pages 333-348, February.
  84. 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.
  85. 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.
  86. Bryan Kelly & Hao Jiang, 2013. "Tail Risk and Asset Prices," NBER Working Papers 19375, National Bureau of Economic Research, Inc.
  87. 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, 07.
  88. Joachim Wagner, 2012. "The Microstructure of the Great Export Collapse in German Manufacturing Industries, 2008/2009," Working Paper Series in Economics 233, University of Lüneburg, Institute of Economics.
  89. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics: empirical facts," Post-Print hal-00621058, HAL.
  90. Davide Fiaschi & Imre Kondor & Matteo Marsili & Valerio Volpati, 2013. "The Interrupted Power Law and The Size of Shadow Banking," Papers 1309.2130, arXiv.org, revised Apr 2014.
  91. 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.
  92. Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
  93. 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.
  94. 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, Kiel Institute for the World Economy, vol. 6(24), pages 1-29.
  95. 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.
  96. Kohei Nagamachi, 2013. "Task Trade and the Size Distribution of Cities," CIRJE F-Series CIRJE-F-886, CIRJE, Faculty of Economics, University of Tokyo.
  97. Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
  98. 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.
  99. 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.
  100. Salvador Pueyo, 2013. "Is it a power law distribution? The case of economic contractions," Papers 1310.2567, arXiv.org.
  101. Lafond, Francois, 2012. "Learning and the structure of citation networks," MERIT Working Papers 071, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  102. 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.