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Ricardo T. Fernholz

Personal Details

First Name:Ricardo
Middle Name:T.
Last Name:Fernholz
Suffix:
RePEc Short-ID:pfe345
http://www.ricardofernholz.com/

Affiliation

Robert Day School of Economics and Finance
Claremont McKenna College

Claremont, California (United States)
http://www.claremontmckenna.edu/rdschool/

: (909) 607-3041
(909) 621-8249
500 E. Ninth St., Claremont, CA 91711
RePEc:edi:edmckus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ricardo T. Fernholz & Robert Fernholz, 2017. "The Universality of Zipf's Law for Time-Dependent Rank-Based Random Systems," Papers 1707.04285, arXiv.org, revised Sep 2017.
  2. Fernholz, Ricardo & Mitchener, Kris James & Weidenmier, Marc, 2017. "Pulling up the Tarnished Anchor: The End of Silver as a Global Unit of Account," CEPR Discussion Papers 11952, C.E.P.R. Discussion Papers.
  3. Ricardo T. Fernholz & Robert Fernholz, 2016. "A Rank-Based Approach to Zipf's Law," Papers 1602.08533, arXiv.org.
  4. Fernholz, Ricardo T. & Koch, Christoffer, 2016. "Why are big banks getting bigger?," Working Papers 1604, Federal Reserve Bank of Dallas.
  5. Fernholz, Ricardo T. & Koch, Christoffer, 2016. "The rank effect for commodities," Working Papers 1607, Federal Reserve Bank of Dallas.
  6. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
  7. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.

Articles

  1. Fernholz, Ricardo T. & Koch, Christoffer, 2017. "Bank Asset Concentration Not Necessarily Cause for Worry," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(7), pages 1-4, June.
  2. Fernholz, Ricardo T. & Mitchener, Kris James & Weidenmier, Marc, 2017. "Pulling up the tarnished anchor: The end of silver as a global unit of account," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 209-228.
  3. Ricardo T. Fernholz, 2017. "The distributional effects of progressive capital taxes," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 20(2), pages 99-112, April.
  4. Ricardo T. Fernholz & Christoffer Koch, 2017. "Big Banks, Idiosyncratic Volatility, and Systemic Risk," American Economic Review, American Economic Association, vol. 107(5), pages 603-607, May.
  5. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.
  6. Ricardo T. Fernholz, 2015. "Exchange Rate Manipulation And Constructive Ambiguity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1323-1348, November.
  7. 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.
  8. S. Brock Blomberg & Ricardo Fernholz & John-Clark Levin, 2013. "Symposium - Terrorism and the Invisible Hook," Southern Economic Journal, Southern Economic Association, vol. 79(4), pages 849-863, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ricardo T. Fernholz & Robert Fernholz, 2017. "The Universality of Zipf's Law for Time-Dependent Rank-Based Random Systems," Papers 1707.04285, arXiv.org, revised Sep 2017.

    Cited by:

    1. Robert Fernholz, 2018. "Numeraire markets," Papers 1801.07309, arXiv.org.

  2. Fernholz, Ricardo T. & Koch, Christoffer, 2016. "Why are big banks getting bigger?," Working Papers 1604, Federal Reserve Bank of Dallas.

    Cited by:

    1. Ricardo T. Fernholz & Robert Fernholz, 2017. "The Universality of Zipf's Law for Time-Dependent Rank-Based Random Systems," Papers 1707.04285, arXiv.org, revised Sep 2017.
    2. Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," NBER Working Papers 22021, National Bureau of Economic Research, Inc.
    3. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
    4. Ricardo T. Fernholz & Robert Fernholz, 2016. "A Rank-Based Approach to Zipf's Law," Papers 1602.08533, arXiv.org.

  3. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.

    Cited by:

    1. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.

  4. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.

    Cited by:

    1. Fernholz, Ricardo T. & Koch, Christoffer, 2016. "Why are big banks getting bigger?," Working Papers 1604, Federal Reserve Bank of Dallas.
    2. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
    3. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.

Articles

  1. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.

    Cited by:

    1. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Documents de travail du Centre d'Economie de la Sorbonne 15062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.
    3. Nicolas Bouleau & Christophe Chorro, 2015. "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process," Documents de travail du Centre d'Economie de la Sorbonne 15024r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2015.
    4. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
    5. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222500, HAL.

  2. 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.

    Cited by:

    1. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Documents de travail du Centre d'Economie de la Sorbonne 15062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Boehl, Gregor & Fischer, Thomas, 2017. "Capital Taxation and Investment: Matching 100 Years of Wealth Inequality Dynamics," Working Papers 2017:8, Lund University, Department of Economics.
    3. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.
    4. Chorro, Christophe, 2016. "A simple probabilistic approach of the Yard-Sale model," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 35-40.
    5. Fischer, Thomas, 2017. "Thomas Piketty and the rate of time preference," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 111-133.
    6. Ricardo T. Fernholz & Robert Fernholz, 2017. "The Universality of Zipf's Law for Time-Dependent Rank-Based Random Systems," Papers 1707.04285, arXiv.org, revised Sep 2017.
    7. Nicolas Bouleau & Christophe Chorro, 2015. "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process," Documents de travail du Centre d'Economie de la Sorbonne 15024r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2015.
    8. Böhl, Gregor & Fischer, Thomas, 2017. "Can taxation predict US top-wealth share dynamics?," IMFS Working Paper Series 118, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    9. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
    10. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.
    11. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222500, HAL.
    12. Bouleau, Nicolas & Chorro, Christophe, 2017. "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright–Fisher diffusion process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 379-395.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2016-03-17 2017-04-16 2017-11-05. Author is listed
  2. NEP-HIS: Business, Economic & Financial History (2) 2017-04-16 2017-11-05
  3. NEP-HME: Heterodox Microeconomics (2) 2016-01-29 2017-07-23
  4. NEP-MON: Monetary Economics (2) 2017-04-16 2017-11-05
  5. NEP-BAN: Banking (1) 2016-03-17
  6. NEP-ECM: Econometrics (1) 2016-02-04
  7. NEP-PBE: Public Economics (1) 2016-01-29

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