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Citations for "Power Laws in Economics and Finance"

by Xavier Gabaix

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  1. Hill, Jonathan B. & Shneyerov, Artyom, 2013. "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, Elsevier, vol. 174(2), pages 144-164.
  2. Joachim Wagner, 2012. "The Microstructure of the Great Export Collapse in German Manufacturing Industries, 2008/2009," Working Paper Series in Economics, University of Lüneburg, Institute of Economics 233, University of Lüneburg, Institute of Economics.
  3. Aoki, Masanao & Hawkins, Raymond J., 2010. "Non-self-averaging and the statistical mechanics of endogenous macroeconomic fluctuations," Economic Modelling, Elsevier, Elsevier, vol. 27(6), pages 1543-1546, November.
  4. 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".
  5. Erik Hurst & Benjamin Wild Pugsley, 2011. "What Do Small Businesses Do?," NBER Working Papers 17041, National Bureau of Economic Research, Inc.
  6. John Pencavel, 2013. "The Changing Size Distribution of U.S. Trade Unions and Its Description by Pareto's Distribution," Discussion Papers, Stanford Institute for Economic Policy Research 12-011, Stanford Institute for Economic Policy Research.
  7. Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
  8. Ghiglino, Christian, 2012. "Random walk to innovation: Why productivity follows a power law," Journal of Economic Theory, Elsevier, Elsevier, vol. 147(2), pages 713-737.
  9. Michal Brzezinski, 2013. "Do wealth distributions follow power laws? Evidence from "rich lists"," Papers 1304.0212, arXiv.org.
  10. 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.
  11. Pasquale Cirillo, 2013. "Are your data really Pareto distributed?," Papers 1306.0100, arXiv.org.
  12. Harry P. Bowen & Haris Munandar & Jean-Marie Viaene, 2009. "How Integrated Is The World Economy?," Discussion Paper Series, McColl School of Business, Queens University of Charlotte 2009-03, McColl School of Business, Queens University of Charlotte.
  13. Jesse Perla & Christopher Tonetti, 2012. "Equilibrium Imitation and Growth," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 12-03, New York University, Leonard N. Stern School of Business, Department of Economics.
  14. Chen, Yanguang, 2012. "The rank-size scaling law and entropy-maximizing principle," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 391(3), pages 767-778.
  15. Erzo G.J. Luttmer, 2009. "Technology diffusion and growth," Working Papers, Federal Reserve Bank of Minneapolis 672, Federal Reserve Bank of Minneapolis.
  16. Salvador Pueyo, 2013. "Is it a power law distribution? The case of economic contractions," Papers 1310.2567, arXiv.org.
  17. Y. Malevergne & A. Saichev & D. Sornette, 2010. "Zipf's law and maximum sustainable growth," Papers 1012.0199, arXiv.org.
  18. 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).
  19. Eric Smith & Duncan Foley & Benjamin Good, 2013. "Unhedgeable shocks and statistical economic equilibrium," Economic Theory, Springer, Springer, vol. 52(1), pages 187-235, January.
  20. Garicano, Luis & Lelarge, Claire & Van Reenen, John, 2013. "Firm Size Distortions and the Productivity Distribution: Evidence from France," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9495, C.E.P.R. Discussion Papers.
  21. Kohei Nagamachi, 2013. "Task Trade and the Size Distribution of Cities," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-886, CIRJE, Faculty of Economics, University of Tokyo.
  22. De Benedictis, L. & Nenci, S. & Santoni, G. & Tajoli, L. & Vicarelli, C., 2013. "Network Analysis of World Trade using the BACI-CEPII dataset," Working papers, Banque de France 471, Banque de France.
  23. Mikhail Kopytin & Evgeniy Kazantsev, 2013. "Futures market efficiency diagnostics via temporal two-point correlations. Russian market case study," Papers 1309.3844, arXiv.org.
  24. 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.
  25. Geoff Willis, 2011. "The Bowley Ratio," Papers 1105.2123, arXiv.org.
  26. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
  27. 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.
  28. Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion, 2012. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Working Papers, Centre de Recherche en Economie et Statistique 2012-29, Centre de Recherche en Economie et Statistique.
  29. 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.
  30. Damien Besancenot & Jean-Michel Courtault & Khaled El Dika, 2011. "Piecework versus merit pay: a Mean Fi eld Game approach to academic behavior," CEPN Working Papers, HAL halshs-00632171, HAL.
  31. Hern�n D. Rozenfeld & Diego Rybski & Xavier Gabaix & Hern�n A. Makse, 2011. "The Area and Population of Cities: New Insights from a Different Perspective on Cities," American Economic Review, American Economic Association, American Economic Association, vol. 101(5), pages 2205-25, August.
  32. 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, Elsevier, vol. 5(4), pages 353-373, December.
  33. Ibragimov, Rustam, 2014. "On the robustness of location estimators in models of firm growth under heavy-tailedness," Journal of Econometrics, Elsevier, Elsevier, vol. 181(1), pages 25-33.
  34. Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 392(17), pages 3654-3665.
  35. Xavier Gabaix, 2009. "The Granular Origins of Aggregate Fluctuations," NBER Working Papers 15286, National Bureau of Economic Research, Inc.
  36. Chen, Yanguang & Wang, Jiejing, 2014. "Recursive subdivision of urban space and Zipf’s law," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 395(C), pages 392-404.
  37. Julian di Giovanni & Andrei A. Levchenko, 2009. "Firm Entry, Trade, and Welfare in Zipf's World," Working Papers, Research Seminar in International Economics, University of Michigan 591, Research Seminar in International Economics, University of Michigan.
  38. 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.
  39. Jakub W. Jurek & Erik Stafford, 2013. "The Cost of Capital for Alternative Investments," NBER Working Papers 19643, National Bureau of Economic Research, Inc.
  40. 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, Springer, vol. 8(1), pages 57-74, April.
  41. 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.
  42. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
  43. Chen, Yanguang, 2012. "The mathematical relationship between Zipf’s law and the hierarchical scaling law," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 391(11), pages 3285-3299.
  44. Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
  45. 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.
  46. repec:diw:diwfin:diwfin02030 is not listed on IDEAS
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. Bryan Kelly & Hao Jiang, 2013. "Tail Risk and Asset Prices," NBER Working Papers 19375, National Bureau of Economic Research, Inc.
  52. Buch, Claudia M. & Neugebauer, Katja, 2011. "Bank-specific shocks and the real economy," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(8), pages 2179-2187, August.
  53. Michał Brzeziński, 2014. "Power laws in citation distributions: Evidence from Scopus," Working Papers 2014-05, Faculty of Economic Sciences, University of Warsaw.
  54. Erzo G.J. Luttmer, 2010. "Models of Growth and Firm Heterogeneity," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 2(1), pages 547-576, 09.
  55. 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, Elsevier, vol. 85(1), pages 42-52, September.
  56. Kiyoyasu Tanaka & Naomi Hatsukano, 2011. "The size distribution of all Cambodian establishments," Economics Bulletin, AccessEcon, vol. 31(3), pages 2128-2137.
  57. Da Silva, Sergio, 2009. "Does Macroeconomics Need Microeconomic Foundations?," Economics Discussion Papers 2009-3, Kiel Institute for the World Economy.
  58. Hengjie Ai & Rui Li, 2012. "Moral hazard, investment, and firm dynamics," CQER Working Paper, Federal Reserve Bank of Atlanta 2012-01, Federal Reserve Bank of Atlanta.
  59. 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, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-313, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  60. Robert E. Lucas, Jr. & Benjamin Moll, 2011. "Knowledge Growth and the Allocation of Time," NBER Working Papers 17495, National Bureau of Economic Research, Inc.
  61. Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013. "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(7), pages 2546-2559.
  62. Geoff Willis, 2011. "Why Money Trickles Up - Wealth & Income Distributions," Papers 1105.2122, arXiv.org, revised May 2011.
  63. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012. "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(3), pages 871-885.
  64. 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, Kiel Institute for the World Economy, vol. 7(5), pages 1-21.
  65. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics: empirical facts," Post-Print hal-00621058, HAL.
  66. Rustam Ibragimov & Johan Walden, 2011. "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, Springer, vol. 7(3), pages 285-318, August.
  67. 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.
  68. Joachim Wagner, 2013. "The Great Export Recovery in German Manufacturing Industries, 2009/2010," Review of Economics, Lucius & Lucius, vol. 64(3), pages 325-340.
  69. Julian di Giovanni & Andrei A. Levchenko, 2011. "Country Size, International Trade, and Aggregate Fluctuations in Granular Economies," NBER Working Papers 17335, National Bureau of Economic Research, Inc.
  70. Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2013. "Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy 2013/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  71. 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.
  72. 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.
  73. Joachim Wagner, 2011. "The German Manufacturing Sector is a Granular Economy," Working Paper Series in Economics, University of Lüneburg, Institute of Economics 219, University of Lüneburg, Institute of Economics.
  74. Hawkins, William B. & Acemoglu, Daron, 0. "Search with multi-worker firms," Theoretical Economics, Econometric Society, Econometric Society.
  75. Ogwang, Tomson, 2013. "Is the wealth of the world’s billionaires Paretian?," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 392(4), pages 757-762.
  76. Robert J. Barro & José F. Ursúa, 2012. "Rare Macroeconomic Disasters," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 4(1), pages 83-109, 07.
  77. SAITO Yukiko, 2013. "Role of Hub Firms in Geographical Transaction Network," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 13080, Research Institute of Economy, Trade and Industry (RIETI).
  78. 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.
  79. Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, Springer, vol. 41(2), pages 473-486, October.
  80. 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, American Economic Association, vol. 103(3), pages 158-62, May.
  81. Hanson, Gordon H. & Xiang, Chong, 2013. "Exporting Christianity: Governance and doctrine in the globalization of US denominations," Journal of International Economics, Elsevier, Elsevier, vol. 91(2), pages 301-320.
  82. Jakub Growiec & Fabio Pammolli & Massimo Riccaboni, 2011. "Innovation and Corporate Dynamics: A Theoretical Framework," DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy 2011/08, Department of Computer and Management Sciences, University of Trento, Italy, revised 29 Jul 2011.
  83. 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.
  84. Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2011. "International diversification: A copula approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(2), pages 403-417, February.
  85. Roger Smeets & Harold Creusen, 2011. "Fixed export costs and multi-product firms," CPB Discussion Paper 188, CPB Netherlands Bureau for Economic Policy Analysis.
  86. 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.
  87. 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).
  88. Braverman, Michael, 2011. "On infinitely divisible distributions with light tails of Lévy measures," Statistics & Probability Letters, Elsevier, Elsevier, vol. 81(11), pages 1648-1653, November.
  89. Ibragimov, Rustam & Jaffee, Dwight & Walden, Johan, 2011. "Diversification disasters," Journal of Financial Economics, Elsevier, Elsevier, vol. 99(2), pages 333-348, February.
  90. Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano, 2013. "The size distribution of US cities: Not Pareto, even in the tail," Economics Letters, Elsevier, Elsevier, vol. 120(2), pages 232-237.
  91. Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand, 2012. "Endogenous Extreme Events and the Dual Role of Prices," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 4(1), pages 111-129, 07.
  92. 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.
  93. Toda, Alexis Akira, 2012. "The double power law in income distribution: Explanations and evidence," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 84(1), pages 364-381.
  94. 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.
  95. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: I. Empirical facts," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(7), pages 991-1012.
  96. 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.
  97. Rustam Ibragimov & Marat Ibragimov & Rufat Khamidov, 2010. "Measuring Inequality in CIS Countries: Theory and Empirics," wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw 88, The Vienna Institute for International Economic Studies, wiiw.
  98. Dalton, John & Leung, Tin Cheuk, 2013. "Dispersion and Distortions in the Trans-Atlantic Slave Trade," MPRA Paper 48224, University Library of Munich, Germany.
  99. repec:wii:bpaper:bowp:088 is not listed on IDEAS
  100. 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.
  101. Jakub W. Jurek & Erik Stafford, 2011. "Crashes and Collateralized Lending," NBER Working Papers 17422, National Bureau of Economic Research, Inc.