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Citations for "Power Laws in Economics and Finance"

by Xavier Gabaix

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  1. Julian di Giovanni & Andrei A. Levchenko & Romain Ranciere, 2010. "Power Laws in Firm Size and Openness to Trade: Measurement and Implications," Working Papers 598, Research Seminar in International Economics, University of Michigan.
  2. Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn, 2012. "On the distributional properties of size, profit and growth of Icelandic firms," Working Papers 2012/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  3. 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, Cambridge University Press, vol. 32(02), pages 247-286, September.
  4. 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.
  5. 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.
  6. Rutledge, John, 2015. "Economics as energy framework: Complexity, turbulence, financial crises, and protectionism," Review of Financial Economics, Elsevier, vol. 25(C), pages 10-18.
  7. Da Silva, Sergio, 2009. "Does Macroeconomics Need Microeconomic Foundations?," Economics Discussion Papers 2009-3, Kiel Institute for the World Economy (IfW).
  8. 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.
  9. De Benedictis, L. & Nenci, S. & Santoni, G. & Tajoli, L. & Vicarelli, C., 2013. "Network Analysis of World Trade using the BACI-CEPII dataset," Working papers 471, Banque de France.
  10. Chollete, Lor & Schmeidler, David, 2014. "Misspecification Aversion and Selection of Initial Priors," UiS Working Papers in Economics and Finance 2014/13, University of Stavanger.
  11. 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.
  12. 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.
  13. Luis Garicano & Claire Lelarge & John Van Reenen, 2012. "Firm Size Distortions and the Productivity Distribution: Evidence from France," CEP Discussion Papers dp1128, Centre for Economic Performance, LSE.
  14. 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).
  15. Joachim Wagner, 2012. "The Great Export Recovery in German Manufacturing Industries, 2009/2010," Working Paper Series in Economics 253, University of Lüneburg, Institute of Economics.
  16. 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.
  17. 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.
  18. Benjamin Vandermarliere & Alexei Karas & Jan Ryckebusch & Koen Schoors, 2014. "Beyond the Power Law: Uncovering Stylized Facts in Interbank Networks," Papers 1409.3738, arXiv.org, revised Jan 2015.
  19. 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.
  20. Jo\~ao Pedro Jerico & Fran\c{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.
  21. Michał Brzeziński, 2014. "Power laws in citation distributions: Evidence from Scopus," Working Papers 2014-05, Faculty of Economic Sciences, University of Warsaw.
  22. 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.
  23. Jakub W. Jurek & Erik Stafford, 2011. "Crashes and Collateralized Lending," NBER Working Papers 17422, National Bureau of Economic Research, Inc.
  24. 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.
  25. Braverman, Michael, 2011. "On infinitely divisible distributions with light tails of Lévy measures," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1648-1653, November.
  26. 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.
  27. 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.
  28. Jakub Growiec, 2013. "On the modeling of size distributions when technologies are complex," EcoMod2013 5611, EcoMod.
  29. Wagner, Joachim, 2011. "The German Manufacturing Sector is a Granular Economy," IZA Discussion Papers 6115, Institute for the Study of Labor (IZA).
  30. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
  31. Ioannides, Yannis M., 2015. "Neighborhoods to nations via social interactions," Economic Modelling, Elsevier, vol. 48(C), pages 5-15.
  32. 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.
  33. 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.
  34. Da Rocha Alvarez, Jose Maria & Sempere, Jaume, 2015. "ITQs, Firm Dynamics and Wealth Distribution: Does full tradability increase inequality?," MPRA Paper 66083, University Library of Munich, Germany.
  35. Soumik Pal, 2016. "Exponentially concave functions and high dimensional stochastic portfolio theory," Papers 1603.01865, arXiv.org, revised Mar 2016.
  36. Bohdan Kukharskyy, 2012. "Trade, Superstars, and Welfare," Working Papers 120, Bavarian Graduate Program in Economics (BGPE).
  37. Makoto Nirei & Shuhei Aoki, 2015. "Zipf's Law, Pareto's Law, and the Evolution of Top Incomes in the U.S," 2015 Meeting Papers 926, Society for Economic Dynamics.
  38. Kiyoyasu Tanaka & Naomi Hatsukano, 2011. "The size distribution of all Cambodian establishments," Economics Bulletin, AccessEcon, vol. 31(3), pages 2128-2137.
  39. Giacomo Bormetti & Sofia Cazzaniga, 2014. "Multiplicative noise, fast convolution and pricing," Quantitative Finance, Taylor & Francis Journals, vol. 14(3), pages 481-494, March.
  40. 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.
  41. Roger Smeets & Harold Creusen, 2011. "Fixed export costs and multi-product firms," CPB Discussion Paper 188, CPB Netherlands Bureau for Economic Policy Analysis.
  42. Xavier Gabaix, 2005. "The Granular Origins of Aggregate Fluctuations," 2005 Meeting Papers 470, Society for Economic Dynamics.
  43. 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.
  44. David Cuberes & Marc Teignier, 2012. "Gender Gaps in the Labor Market and Aggregate Productivity," Working Papers 2012017, The University of Sheffield, Department of Economics.
  45. Doniger, Cynthia L., 2015. "Wage Dispersion with Heterogeneous Wage Contracts," Finance and Economics Discussion Series 2015-23, Board of Governors of the Federal Reserve System (U.S.).
  46. 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.
  47. 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.
  48. Glenn Magerman & Karolien De Bruyne & Emmanuel Dhyne & Jan Van Hove, 2016. "Heterogeneous firms and the micro origins of aggregate fluctuations," Working Paper Research 312, National Bank of Belgium.
  49. Blank, Sven & Buch, Claudia M. & Neugebauer, Katja, 2009. "Shocks at large banks and banking sector distress: the Banking Granular Residual," Discussion Paper Series 2: Banking and Financial Studies 2009,04, Deutsche Bundesbank, Research Centre.
  50. Geoff Willis, 2011. "Why Money Trickles Up - Wealth & Income Distributions," Papers 1105.2122, arXiv.org, revised May 2011.
  51. Joachim Hubmer & Per Krusell & Anthony A. Smith, Jr., 2016. "The Historical Evolution of the Wealth Distribution: A Quantitative-Theoretic Investigation," NBER Working Papers 23011, National Bureau of Economic Research, Inc.
  52. 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.
  53. 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.
  54. 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.
  55. Robert E. Lucas, Jr. & Benjamin Moll, 2011. "Knowledge Growth and the Allocation of Time," NBER Working Papers 17495, National Bureau of Economic Research, Inc.
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. Mikhail Kopytin & Evgeniy Kazantsev, 2013. "Futures market efficiency diagnostics via temporal two-point correlations. Russian market case study," Papers 1309.3844, arXiv.org.
  61. Stanislao Gualdi & Antoine Mandel, 2015. "On the emergence of scale-free production networks," Papers 1509.01483, arXiv.org, revised Sep 2016.
  62. Vermeulen, Philip, 2014. "How fat is the top tail of the wealth distribution?," Working Paper Series 1692, European Central Bank.
  63. 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.
  64. Gabaix, Xavier & Lasry, Jean-Michel & Lions, Pierre-Louis & Moll, Benjamin, 2015. "The Dynamics of Inequality," CEPR Discussion Papers 11028, C.E.P.R. Discussion Papers.
  65. repec:wiw:wiwrsa:ersa14p34 is not listed on IDEAS
  66. Jean-Pierre Zigrand, 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.
  67. 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.
  68. Geoff Willis, 2011. "The Bowley Ratio," Papers 1105.2123, arXiv.org.
  69. 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.
  70. 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.
  71. Aleksejus Kononovicius & Julius Ruseckas, 2014. "Nonlinear GARCH model and 1/f noise," Papers 1412.6244, arXiv.org, revised Feb 2015.
  72. Paola Cerchiello & Paolo Giudici, 2016. "How to measure the quality of financial tweets," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(4), pages 1695-1713, July.
  73. 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.
  74. 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.
  75. repec:bin:bpeajo:v:43:y:2011:i:2011-02:p:73-142 is not listed on IDEAS
  76. 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.
  77. 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.
  78. Julian di Giovanni & Andrei A. Levchenko, 2009. "Firm Entry, Trade, and Welfare in Zipf's World," Working Papers 591, Research Seminar in International Economics, University of Michigan.
  79. 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.
  80. Keiichi Kishi, 2016. "Technology Diffusion, Pareto Distribution, and Patent Policy," Discussion Papers in Economics and Business 16-31, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  81. repec:diw:diwfin:diwfin02030 is not listed on IDEAS
  82. Schmeiser, Steven, 2015. "The size distribution of websites," Economics Letters, Elsevier, vol. 128(C), pages 62-68.
  83. Salvador Pueyo, 2013. "Is it a power law distribution? The case of economic contractions," Papers 1310.2567, arXiv.org.
  84. Jess Benhabib & Chetan Dave, 2011. "Learning, Large Deviations and Rare Events," NBER Working Papers 16816, National Bureau of Economic Research, Inc.
  85. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
  86. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
  87. 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 (IfW), vol. 6, pages 1-29.
  88. Francisco Goerlich, 2013. "A simple and efficient test for the Pareto law," Empirical Economics, Springer, vol. 45(3), pages 1367-1381, December.
  89. 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.
  90. 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).
  91. 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.
  92. Ramos, Arturo, 2015. "Log-growth distributions of US city sizes and non-Lévy processes," MPRA Paper 66561, University Library of Munich, Germany.
  93. 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 (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  94. Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee, 2016. "The Cross-Section of Crypto-Currencies as Financial Assets: An Overview," SFB 649 Discussion Papers SFB649DP2016-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  95. 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.
  96. A.B. Atkinson, 2016. "Pareto and the upper tail of the income distribution in the UK: 1799 to the present," CASE Papers /198, Centre for Analysis of Social Exclusion, LSE.
  97. Jakub W. Jurek & Erik Stafford, 2011. "The Cost of Capital for Alternative Investments," Harvard Business School Working Papers 12-013, Harvard Business School.
  98. Robert J. Barro & Gordon Y. Liao, 2016. "Options-Pricing Formula with Disaster Risk," NBER Working Papers 21888, National Bureau of Economic Research, Inc.
  99. 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 halshs-00632171, HAL.
  100. 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.
  101. Gur Aminadav & Elias Papaioannou, 2016. "Corporate Control around the World," NBER Working Papers 23010, National Bureau of Economic Research, Inc.
  102. Kohei Nagamachi, 2013. "Task Trade and the Size Distribution of Cities," CIRJE F-Series CIRJE-F-886, CIRJE, Faculty of Economics, University of Tokyo.
  103. 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.
  104. 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.
  105. Erzo G.J. Luttmer, 2010. "Models of Growth and Firm Heterogeneity," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 547-576, 09.
  106. Bach, Stefan & Thiemann, Andreas & Zucco, Aline, 2015. "The Top Tail of the Wealth Distribution in Germany, France, Spain, and Greece," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112953, Verein für Socialpolitik / German Economic Association.
  107. Sephorah Mangin, 2015. "Unemployment and the Labor Share," Monash Economics Working Papers 28-15, Monash University, Department of Economics.
  108. Sephorah Mangin, 2014. "A Theory of Factor Shares," Monash Economics Working Papers 19-14, Monash University, Department of Economics.
  109. Toda, Alexis Akira, 2014. "Incomplete market dynamics and cross-sectional distributions," Journal of Economic Theory, Elsevier, vol. 154(C), pages 310-348.
  110. Ibragimov, Rustam & Jaffee, Dwight & Walden, Johan, 2011. "Diversification disasters," Journal of Financial Economics, Elsevier, vol. 99(2), pages 333-348, February.
  111. 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.
  112. 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 (IfW), vol. 7, pages 1-21.
  113. Jenkins, Stephen P., 2016. "Pareto models, top incomes, and recent trends in UK income inequality," ISER Working Paper Series 2016-07, Institute for Social and Economic Research.
  114. 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.
  115. Salvador Pueyo, 2014. "Ecological Econophysics for Degrowth," Sustainability, MDPI, Open Access Journal, vol. 6(6), pages 3431-3431, May.
  116. Buddana Amrutha & Kozubowski Tomasz J., 2014. "Discrete Pareto Distributions," Economic Quality Control, De Gruyter, vol. 29(2), pages 143-156, December.
  117. MArco Bee & Massimo Riccaboni & Stefano Schiavo, 2014. "Where Gibrat meets Zipf: Scale and Scope of French Firms," DEM Discussion Papers 2014/03, Department of Economics and Management.
  118. 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.
  119. 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.
  120. 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.
  121. Erzo G. J. Luttmer, 2009. "Technology diffusion and growth," Working Papers 672, Federal Reserve Bank of Minneapolis.
  122. 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.
  123. Ghiglino, Christian, 2012. "Random walk to innovation: Why productivity follows a power law," Journal of Economic Theory, Elsevier, vol. 147(2), pages 713-737.
  124. 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.
  125. 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.
  126. 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.
  127. Cirillo, Pasquale, 2013. "Are your data really Pareto distributed?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5947-5962.
  128. Basile Grassi & Vasco Carvalho, 2015. "Firm Dynamics and the Granular Hypothesis," 2015 Meeting Papers 617, Society for Economic Dynamics.
  129. 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.
  130. Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia, 2014. "A new framework for US city size distribution: Empirical evidence and theory," ERSA conference papers ersa14p633, European Regional Science Association.
  131. 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.
  132. 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.
  133. 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.
  134. Hengjie Ai & Rui Li, 2012. "Moral hazard, investment, and firm dynamics," FRB Atlanta CQER Working Paper 2012-01, Federal Reserve Bank of Atlanta.
  135. 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.
  136. Shuhei Aoki & Makoto Nirei, "undated". "Zipf's Law, Pareto¡¯s Law, and the Evolution of Top Incomes in the U.S," Working Papers e74, Tokyo Center for Economic Research.
  137. Bryan Kelly & Hao Jiang, 2013. "Tail Risk and Asset Prices," NBER Working Papers 19375, National Bureau of Economic Research, Inc.
  138. Joachim Hubmer, 2016. "The Job Ladder and its Implications for Earnings Risk," 2016 Meeting Papers 162, Society for Economic Dynamics.
  139. Robert J. Barro & José F. Ursua, 2011. "Rare Macroeconomic Disasters," NBER Working Papers 17328, National Bureau of Economic Research, Inc.
  140. 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.
  141. Vasco M. Carvalho, 2014. "From Micro to Macro via Production Networks," Working Papers 793, Barcelona Graduate School of Economics.
  142. Jesse Perla & Christopher Tonetti, 2014. "Equilibrium Imitation and Growth," Journal of Political Economy, University of Chicago Press, vol. 122(1), pages 52-76.
  143. 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.
  144. 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.
  145. 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.
  146. Halvarsson, Daniel, 2013. "Industry Differences in the Firm Size Distribution," Ratio Working Papers 214, The Ratio Institute.
  147. 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.
  148. 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.
  149. Michael Kremer & Christopher Snyder, 2015. "Preventives Versus Treatments," NBER Working Papers 21012, National Bureau of Economic Research, Inc.
  150. Kremer, Michael & Snyder, Christopher, 2015. "Vaccines vs. Preventives," CEPR Discussion Papers 10474, C.E.P.R. Discussion Papers.
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  166. 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.
  167. 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 01-27.
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  172. 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.
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  175. 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.
  176. Foellmi, Reto & Martinez, Isabel Z., 2016. "Volatile Top Income Shares in Switzerland? Reassessing the Evolution Between 1981 and 2010," Economics Working Paper Series 1612, University of St. Gallen, School of Economics and Political Science.
  177. 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.
  178. 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.
  179. 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.
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  181. 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.
  182. 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.
  183. JOOCHEOl KIM & SUNGHO KIM, 2014. "Multivariate Tail Dependence in Financial Markets," Working papers 2014rwp-71, Yonsei University, Yonsei Economics Research Institute.
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  187. Saez, Emmanuel, 2013. "Optimal progressive capital income taxes in the infinite horizon model," Journal of Public Economics, Elsevier, vol. 97(C), pages 61-74.
  188. Nagamachi, Kohei, 2015. "A Simple Model of Functional Specialization of Cities," MPRA Paper 61497, University Library of Munich, Germany.
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  191. Andrew Balthrop, 2016. "Power laws in oil and natural gas production," Empirical Economics, Springer, vol. 51(4), pages 1521-1539, December.
  192. 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.
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  196. Molnarova, Zuzana & Molnárová, Zuzana & Reiter, Michael, 2016. "Business Cycles and the Propagation of Shocks in the Input-Output Network," Annual Conference 2016 (Augsburg): Demographic Change 145804, Verein für Socialpolitik / German Economic Association.
  197. 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.
  198. Matteo Smerlak, 2014. "Thermodynamics of inequalities: from precariousness to economic stratification," Papers 1406.6441, arXiv.org, revised Nov 2014.
  199. 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".
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  201. 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.
  202. 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.
  203. Hubmer, Joachim & Krusell, Per & Smith Jr, Anthony A., 2017. "The Historical Evolution of the Wealth Distribution: A Quantitative-Theoretic Investigation," CEPR Discussion Papers 11743, C.E.P.R. Discussion Papers.
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  205. 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.
  206. 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.
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  208. SAITO Yukiko, 2013. "Role of Hub Firms in Geographical Transaction Network," Discussion papers 13080, Research Institute of Economy, Trade and Industry (RIETI).
  209. 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.
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