Colloquium: Statistical mechanics of money, wealth, and income
暂无分享,去创建一个
[1] T. S. P. S.,et al. GROWTH , 1924, Nature.
[2] Frederick Soddy,et al. Wealth, Virtual Wealth and Debt , 1926 .
[3] M. Kalecki,et al. On the Gibrat Distribution , 1945 .
[4] Feller William,et al. An Introduction To Probability Theory And Its Applications , 1950 .
[5] D. Champernowne. A Model of Income Distribution , 1953 .
[6] H. F. Lydall,et al. The Distribution of Employment Incomes , 1959 .
[7] B. Mandelbrot. THE PARETO-LEVY LAW AND THE DISTRIBUTION OF INCOME* , 1960 .
[8] William Feller,et al. An Introduction to Probability Theory and Its Applications , 1967 .
[9] D. Haar,et al. Statistical Physics , 1971, Nature.
[10] H. Kesten. Random difference equations and Renewal theory for products of random matrices , 1973 .
[11] H. Föllmer. Random economies with many interacting agents , 1974 .
[12] Elliott W. Montroll,et al. Introduction to Quantitative Aspects of Social Phenomena , 1975 .
[13] Jürg Niehans,et al. The Theory of Money. , 1979 .
[14] N. Kakwani,et al. Income inequality and poverty , 1980 .
[15] S. Galam,et al. Sociophysics: A new approach of sociological collective behaviour. I. mean‐behaviour description of a strike , 1982, 2211.07041.
[16] Mosheh Maḥover,et al. Laws of Chaos : a probabilistic approach to political economy , 1983 .
[17] Hasegawa,et al. Plasma distribution function in a superthermal radiation field. , 1985, Physical review letters.
[18] J. Angle. The Surplus Theory of Social Stratification and the Size Distribution of Personal Wealth , 1986 .
[19] F. Levy. Changes in the distribution of American family incomes, 1947 to 1984. , 1987, Science.
[20] W. Arthur,et al. The Economy as an Evolving Complex System II , 1988 .
[21] Philip Mirowski,et al. More Heat Than Light: Economics as Social Physics , 1989 .
[22] Philip Mirowski,et al. More Heat Than Light: Economics as Social Physics , 1989 .
[23] F. Hahn,et al. Handbook of Monetary Economics , 1990 .
[24] Philip Mirowski,et al. More Heat than Light: Economics as Social Physics, Physics as Nature's Economics , 1991 .
[25] J. Angle. The inequality process and the distribution of income to blacks and whites , 1992 .
[26] J. Angle. Deriving the size distribution of personal wealth from “the rich get richer, the poor get poorer” , 1993 .
[27] L. Blume. The Statistical Mechanics of Strategic Interaction , 1993 .
[28] N. Kiyotaki,et al. A Search-Theoretic Approach to Monetary Economics , 1993 .
[29] Duncan K. Foley,et al. A Statistical Equilibrium Theory of Markets , 1994 .
[30] Steve Keen,et al. Finance and Economic Breakdown: Modeling Minsky’s “Financial Instability Hypothesis” , 1995 .
[31] D. Sornette,et al. Convergent Multiplicative Processes Repelled from Zero: Power Laws and Truncated Power Laws , 1996, cond-mat/9609074.
[32] M. Levy,et al. POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS , 1996, adap-org/9607001.
[33] J. Angle. How the gamma law of income distribution appears invariant under aggregation , 1996 .
[34] S. Durlauf. Statistical Mechanics Approaches to Socioeconomic Behavior , 1996 .
[35] J. Rosser,et al. Comparative Economics in a Transforming World Economy , 1996 .
[36] P. A. Prince,et al. Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics , 1996 .
[37] José-Víctor Ríos-Rull,et al. Dimensions of inequality: facts on the U.S. distributions of earnings, income, and wealth , 1997 .
[38] Misako Takayasu,et al. STABLE INFINITE VARIANCE FLUCTUATIONS IN RANDOMLY AMPLIFIED LANGEVIN SYSTEMS , 1997 .
[39] S. Redner,et al. Wealth distributions in asset exchange models , 1998, 1006.4595.
[40] Martin Shubik,et al. The Theory of Money and Financial Institutions , 1999 .
[41] Didier Sornette,et al. On Rational Bubbles and Fat Tails , 1999, cond-mat/9910141.
[42] M. Shubik,et al. Dynamics of money. , 1998, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.
[43] A. Atkinson,et al. Income inequality in the UK. , 1999, Health economics.
[44] D. Champernowne,et al. Economic Inequality and Income Distribution , 1999 .
[45] R. Mantegna,et al. An Introduction to Econophysics: Contents , 1999 .
[46] Rosario N. Mantegna,et al. Book Review: An Introduction to Econophysics, Correlations, and Complexity in Finance, N. Rosario, H. Mantegna, and H. E. Stanley, Cambridge University Press, Cambridge, 2000. , 2000 .
[47] Bikas K. Chakrabarti,et al. Statistical mechanics of money: how saving propensity affects its distribution , 2000, cond-mat/0004256.
[48] Jürgen Mimkes,et al. Society as a Many-Particle System , 2000 .
[49] Victor M. Yakovenko,et al. Statistical mechanics of money , 2000 .
[50] S. Keen. The nonlinear economics of debt deflation , 2000 .
[51] M. Mézard,et al. Wealth condensation in a simple model of economy , 2000, cond-mat/0002374.
[52] G. Haag. Book review: Sociodynamics–A systematic approach to mathematical modelling in the social sciences, by Wolfgang Weidlich , 2000 .
[53] Anthony B. Atkinson,et al. Handbook of Income Distribution , 2000 .
[54] W. Souma. UNIVERSAL STRUCTURE OF THE PERSONAL INCOME DISTRIBUTION , 2000, cond-mat/0011373.
[55] Wolfgang Weidlich,et al. Sociodynamics: a Systematic Approach to Mathematical Modelling in the Social Sciences , 2000 .
[56] Assets and liabilities are the momentum of particles and antiparticles displayed in Feynman-graphs , 2001 .
[57] Sorin Solomon,et al. Power laws of wealth, market order volumes and market returns , 2001 .
[58] A self-organising model of market with single commodity , 2000, cond-mat/0012405.
[59] Victor M. Yakovenko,et al. Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States , 2001, cond-mat/0103544.
[60] V. Yakovenko,et al. Evidence for the exponential distribution of income in the USA , 2001 .
[61] Philip Ball,et al. The physical modelling of society: a historical perspective , 2002 .
[62] 高安 秀樹,et al. Empirical science of financial fluctuations : the advent of econophysics , 2002 .
[63] Yoshi Fujiwara,et al. Growth and fluctuations of personal income , 2002 .
[64] Gemunu H. Gunaratne,et al. An Empirical Model for Volatility of Returns and Option Pricing , 2002, ArXiv.
[65] Sorin Solomon,et al. Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf , 2002 .
[66] W. Souma. Physics of Personal Income , 2002, cond-mat/0202388.
[67] Jonathan Silver,et al. Statistical Equilibrium Wealth Distributions in an Exchange Economy with Stochastic Preferences , 2002, J. Econ. Theory.
[68] Z Burda,et al. Wealth condensation in pareto macroeconomies. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.
[69] Victor M. Yakovenko,et al. Statistical Mechanics of Money, Income, and Wealth: A Short Survey , 2002 .
[70] J. Angle,et al. The Statistical Signature of Pervasive Competition on Wage and Salary Incomes , 2002 .
[71] Wealth distribution in an ancient Egyptian society. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.
[72] Dieter Braun,et al. Transfer potentials shape and equilibrate monetary systems , 2003 .
[73] S. Pianegondaa,et al. Wealth redistribution with conservative exchanges , 2003 .
[74] Wealth redistribution in our small world , 2003 .
[75] Michele Marchesi,et al. Traders' Long-Run Wealth in an Artificial Financial Market , 2003 .
[76] Michael Strudler. AN ANALYSIS OF THE DISTRIBUTION OF INDIVIDUAL INCOME AND TAXES, 1979-2001 Presented at the 2003 American Statistical Association Meetings , 2003 .
[77] Emmanuel Saez,et al. Income inequality in the United States , 2003 .
[78] Moshe Levy,et al. Are rich people smarter? , 1997, J. Econ. Theory.
[79] Tomaso Aste,et al. Exchanges in complex networks: income and wealth distributions , 2003 .
[80] Emmanuel Saez,et al. Income inequality in the United States , 2003 .
[81] P. Ball. Critical Mass: How One Thing Leads to Another , 2004 .
[82] S. M. Krimigis,et al. Evidence for a Suprathermal Seed Population of Heavy Ions Accelerated by Interplanetary Shocks near 1 AU , 2003 .
[83] Frank Schweitzer,et al. Brownian Agents and Active Particles: Collective Dynamics in the Natural and Social Sciences , 2003 .
[84] Moshe Levy,et al. Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis , 2003, Review of Economics and Statistics.
[85] Yoshi Fujiwara,et al. Growth and fluctuations of personal and company's income , 2003 .
[86] Robert Fischer,et al. Nontrivial bookkeeping: a mechanical perspective , 2003 .
[87] Jean-Philippe Bouchaud,et al. Self Referential Behaviour, Overreaction and Conventions in Financial Markets , 2003 .
[88] David Reguera,et al. Entropic basis of the Pareto law , 2004 .
[89] Juan C. Ferrero,et al. The statistical distribution of money and the rate of money transference , 2004 .
[90] Victor M. Yakovenko,et al. Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact , 2004 .
[91] D. Stauffer. Introduction to statistical physics outside physics , 2003, cond-mat/0310037.
[92] Bruce J. West,et al. An out-of-equilibrium model of the distributions of wealth , 2004, cond-mat/0403045.
[93] Serge Galam,et al. Sociophysics: a personal testimony , 2004, physics/0403122.
[94] Kimmo Kaski,et al. Statistical model with a standard Gamma distribution. , 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.
[95] Bikas K. Chakrabarti,et al. Pareto Law in a Kinetic Model of Market with Random Saving Propensity , 2004 .
[96] F. Slanina. Inelastically scattering particles and wealth distribution in an open economy. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.
[97] The Distribution of Money and Prices in an Equilibrium with Lotteries , 2004 .
[98] Wealth accumulation with random redistribution. , 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.
[99] M. Collier. Are magnetospheric suprathermal particle distributions (κ functions) inconsistent with maximum entropy considerations , 2004 .
[100] Gibbs versus non-Gibbs distributions in money dynamics , 2003, cond-mat/0312167.
[101] J. B. Rosser,et al. Comparative Economics in a Transforming World Economy, 2nd Edition , 2004 .
[102] B. West,et al. A Trade-Investment Model for Distribution of Wealth , 2003, cond-mat/0306579.
[103] Boltzmann-Gibbs Distribution of Fortune and Broken Time-Reversible Symmetry in Econodynamics , 2005, physics/0506103.
[104] Ning Xi,et al. How required reserve ratio affects distribution and velocity of money , 2005 .
[105] Dynamics of Money and Income Distributions , 2004, cond-mat/0407770.
[106] Thomas Lux,et al. Emergent Statistical Wealth Distributions in Simple Monetary Exchange Models: A Critical Review , 2005, ArXiv.
[107] J. Angle. The Inequality Process as a wealth maximizing process , 2005 .
[108] Arnab Chatterjee,et al. Master equation for a kinetic model of a trading market and its analytic solution. , 2005, Physical review. E, Statistical, nonlinear, and soft matter physics.
[109] Arnab Das,et al. An analytic treatment of the Gibbs–Pareto behavior in wealth distribution , 2005 .
[110] José J. Ramasco,et al. A family-network model for wealth distribution in societies , 2005 .
[111] Ian Wright,et al. The Social Architecture of Capitalism , 2004, cond-mat/0401053.
[112] Temporal evolution of the "thermal" and "superthermal" income classes in the USA during 1983-2001 , 2005, cond-mat/0406385.
[113] M. Milakovic. Do We All Face the Same Constraints , 2005 .
[114] K. Kaski,et al. Kinetic Theory Models for the Distribution of Wealth: Power Law from Overlap of Exponentials , 2005, physics/0504153.
[115] F. Nielsen,et al. Income Inequality in the United States , 2005 .
[116] Geoff Willis,et al. Lagrange Principle of Wealth Distribution , 2005 .
[117] Wataru Souma,et al. Empirical study and model of personal income , 2005 .
[118] V. Plerou,et al. Institutional Investors and Stock Market Volatility , 2005 .
[119] Bikas K. Chakrabarti,et al. Econophys-Kolkata: A Short Story , 2005 .
[120] Econophysics of Wealth Distribution: A Comment , 2005 .
[121] J. Ferrero. The Monomodal, Polymodal, Equilibrium and Nonequilibrium Distribution of Money , 2005 .
[122] Mauro Gallegati,et al. Power law tails in the Italian personal income distribution , 2004, cond-mat/0408067.
[123] Lorenzo Pareschi,et al. On a Kinetic Model for a Simple Market Economy , 2004, math/0412429.
[124] Econophysics of wealth distributions : Econophys-Kolkata I , 2005 .
[125] Mauro Gallegati,et al. Pareto's Law of Income Distribution: Evidence for Germany, the United Kingdom, and the United States , 2005 .
[126] Bikas K. Chakrabarti,et al. Econophysics of Wealth Distributions , 2005 .
[127] Martin Shubik,et al. Is Economics the Next Physical Science , 2005, physics/0506086.
[128] Z. Neda,et al. Wealth distribution and Pareto's law in the Hungarian medieval society , 2005 .
[129] Ludwig Boltzmann (1844–1906) , 2006 .
[130] F. Clementia,et al. The power-law tail exponent of income distributions , 2006 .
[131] P. Richmond,et al. Comments on recent studies of the dynamics and distribution of money , 2006 .
[132] Comments on "Worrying Trends in Econophysics": Income Distribution Models , 2006 .
[133] Nonequilibrium Thermodynamics of Wealth Condensation , 2006, physics/0601191.
[134] Sitabhra Sinha. Evidence for Power-law tail of the Wealth Distribution in India , 2006 .
[135] J. B. Rosser,et al. The Nature and Future of Econophysics , 2006 .
[136] Money exchange model and a general outlook , 2005, physics/0505115.
[137] Thomas Lux,et al. Worrying trends in econophysics , 2006 .
[138] J. McCauley. Response to Worrying Trends in Econophysics , 2006, physics/0606002.
[139] Anders Johansson,et al. Econophysics and Sociophysics - Trends and Perspectives , 2006 .
[140] Bikas K. Chakrabarti,et al. Kinetic market models with single commodity having price fluctuations , 2006 .
[141] Philip Ball,et al. Econophysics: Culture Crash , 2006, Nature.
[142] Generic features of the wealth distribution in ideal-gas-like markets. , 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.
[143] Erasmo Recami,et al. L'articolo postumo di Ettore Majorana: il valore delle leggi statistiche nella fisica e nelle scienze sociali , 2006 .
[144] E. Scalas,et al. Statistical equilibrium in simple exchange games I , 2006 .
[145] Bikas K. Chakrabarti,et al. Econophysics and Sociophysics : Trends and Perspectives , 2006 .
[146] V. Yakovenko,et al. A study of the personal income distribution in Australia , 2006, physics/0601176.
[147] Miguel Molico,et al. The Distribution of Money and Prices in Search Equilibrium , 2006 .
[148] Peter Richmond,et al. A Review of Empirical Studies and Models of Income Distributions in Society , 2006 .
[149] G. Toscani,et al. Self-Similarity and Power-Like Tails in Nonconservative Kinetic Models , 2010, 1009.2760.
[150] Guido Germano,et al. Influence of saving propensity on the power-law tail of the wealth distribution , 2006 .
[151] Guido Germano,et al. Relaxation in statistical many-agent economy models , 2007 .
[152] Rui Jiang,et al. A unified framework for the pareto law and Matthew effect using scale-free networks , 2006, physics/0606085.
[153] S. Solomon,et al. The Forbes 400, the Pareto power-law and efficient markets , 2007 .
[154] A Natural Value Unit - Econophysics as Arbiter between Finance and Economics , 2006, physics/0608087.
[155] Marcel Ausloos,et al. Model of wealth and goods dynamics in a closed market , 2007 .
[156] T. Lux. Applications of Statistical Physics in Finance and Economics , 2007 .
[157] Giorgio Kaniadakis,et al. κ-generalized statistics in personal income distribution , 2007 .
[158] V. Yakovenko,et al. Two-class Structure of Income Distribution in the USA: Exponential Bulk and Power-law Tail , 2007 .
[159] Anthony B. Atkinson,et al. Top incomes over the twentieth century: A contrast between continental european and english-speaking countries , 2007 .
[160] Bikas K. Chakrabarti,et al. Kinetic exchange models for income and wealth distributions , 2007, 0709.1543.
[161] P. Gade,et al. Emergence of Power Law in a Market with Mixed Models , 2007, 0902.2065.
[162] Giuseppe Toscani,et al. Hydrodynamics from Kinetic Models of Conservative Economies , 2007 .
[163] Y. C. O'brien. Reserve Requirement Systems in OECD Countries , 2007 .
[164] H. Kleinert,et al. Boltzmann distribution and market temperature , 2007 .
[165] P. Bhattacharyya,et al. A common mode of origin of power laws in models of market and earthquake , 2007 .
[166] Rosario N. Mantegna,et al. An Introduction to Econophysics: Contents , 1999 .
[167] E. Scalas,et al. Statistical equilibrium in simple exchange games II. The redistribution game , 2007 .
[168] Rui Jiang,et al. Simulating the wealth distribution with a Richest-Following strategy on scale-free network , 2007 .
[169] Bruce J. West,et al. Probability distributions in conservative energy exchange models of multiple interacting agents , 2007 .
[170] E. Scalas,et al. Statistical equilibrium in simple exchange games I , 2006, physics/0608215.
[171] A. M. Scarfone,et al. Where do we stand on econophysics , 2007 .
[172] Ricardo López-Ruiz,et al. Geometrical derivation of the Boltzmann factor , 2007, ArXiv.
[173] D. Stauffer,et al. Agent-based Models of Financial Markets , 2007, physics/0701140.
[174] Wataru Souma,et al. A Two Factor Model of Income Distribution Dynamics , 2007 .
[175] Conservation "Laws" in Econophysics, and the Non-conservation of Money , 2007 .
[176] Relaxation in the wealth exchange models , 2008 .
[177] Eric Smith,et al. Classical thermodynamics and economic general equilibrium theory , 2008 .
[178] A. Cottrell,et al. Probabilistic political economy and endogenous money , 2008 .
[179] J. McCauley. Nonstationarity of efficient finance markets: FX market evolution from stability to instability , 2008 .
[180] Giuseppe Toscani,et al. On Steady Distributions of Kinetic Models of Conservative Economies , 2008 .
[181] Giuseppe Toscani,et al. Kinetic equations modelling wealth redistribution: a comparison of approaches. , 2008, Physical review. E, Statistical, nonlinear, and soft matter physics.
[182] P. K. Mohanty,et al. Modeling wealth distribution in growing markets , 2008, 0803.3902.
[183] J Barkley Rosser,et al. Debating the role of econophysics. , 2008, Nonlinear dynamics, psychology, and life sciences.
[184] Ian Wright,et al. Implicit Microfoundations for Macroeconomics , 2009 .
[185] Rosser Jb,et al. Debating the role of econophysics. , 2008 .
[186] Victor M. Yakovenko,et al. Econophysics, Statistical Mechanics Approach to , 2007, Encyclopedia of Complexity and Systems Science.
[187] Arnab Chatterjee,et al. Kinetic models for wealth exchange on directed networks , 2009, 0901.2857.