A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility

[1]  R. Gibrat,et al.  Les inégalités économiques : applications, aux inégalitês des richesses, a la concentration des entreprises, aux populations des villes, aux statistiques des familles, etc. : d'une loi nouvelle la loi de l'effet proportionnel , 1931 .

[2]  G. Briefs.  Business cycles , 1949 .

[3]  Feller William,et al.  An Introduction To Probability Theory And Its Applications , 1950 .

[4]  L. A. Goodman,et al.  Social Choice and Individual Values , 1951 .

[5]  B. Gnedenko,et al.  Limit Distributions for Sums of Independent Random Variables , 1955 .

[6]  H. Simon,et al.  ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS , 1955 .

[7]  B. Mandelbrot.  THE PARETO-LEVY LAW AND THE DISTRIBUTION OF INCOME* , 1960 .

[8]  W. R. Buckland,et al.  Random processes and the growth of firms , 1965 .

[9]  Gordon Fisher,et al.  Random Processes and the Growth of Firms , 1967 .

[10]  Hugo Sonnenschein,et al.  Market Excess Demand Functions , 1972 .

[11]  R. G. D. ALLEN.  Equilibrium Analysis , 1973, Nature.

[12]  R. Mantel.  Homothetic preferences and community excess demand functions , 1976 .

[13]  H. A. Simon,et al.  Skew Distributions and the Size of Business Firms , 1977 .

[14]  K. Mellanby.  How Nature works , 1978, Nature.

[15]  Sanford J. Grossman.  On the Impossibility of Informationally Efficient Markets , 1980 .

[16]  S. Resnick.  Extreme Values, Regular Variation, and Point Processes , 1987 .

[17]  B. Greenwald,et al.  Financial Market Imperfections and Business Cycles , 1993 .

[18]  A. Lewbel,et al.  Exact Aggregation and a Representative Consumer , 1989 .

[19]  S. Rebelo,et al.  Long-Run Policy Analysis and Long-Run Growth , 1990, Journal of Political Economy.

[20]  W. Härdle.  Applied Nonparametric Regression , 1992 .

[21]  J. Scheinkman,et al.  Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics , 1992 .

[22]  Hugo Hopenhayn.  Entry, exit, and firm dynamics in long run equilibrium , 1992 .

[23]  A. Kirman.  Whom Or What Does the Representative Individual Represent , 1992 .

[24]  P. Krugman.  The Self Organizing Economy , 1996 .

[25]  L. Amaral,et al.  Scaling behaviour in the growth of companies , 1996, Nature.

[26]  Scott D. Schuh,et al.  Job Creation and Destruction , 1997 .

[27]  Masanao Aoki,et al.  New Approaches to Macroeconomic Modeling , 1996 .

[28]  Daniel Zajdenweber.  Scale Invariance in Economics and in Finance , 1997 .

[29]  Sergey V. Buldyrev,et al.  Scaling behavior in economics: I Epirical results for company growth , 1997, cond-mat/9702082.

[30]  Didier Sornette,et al.  Scale Invariance and Beyond , 1997 .

[31]  J. Bouchaud,et al.  Scaling in Stock Market Data: Stable Laws and Beyond , 1997, cond-mat/9705087.

[32]  M. Marsili,et al.  Interacting Individuals Leading to Zipf's Law , 1998, cond-mat/9801289.

[33]  H. Eugene Stanley,et al.  Universal features in the growth dynamics of complex organizations , 1998, cond-mat/9804100.

[34]  R. Caves.  Industrial Organization and New Findings on the Turnover and Mobility of Firms , 1998 .

[35]  H. Stanley,et al.  Scaling the volatility of GDP growth rates , 1998 .

[36]  Marco Lippi,et al.  Aggregation and the Microfoundations of Dynamic Macroeconomics , 1998 .

[37]  S. Havlin,et al.  Power law scaling for a system of interacting units with complex internal structure , 1998 .

[38]  Kenneth N. Kuttner,et al.  Are There Bank Effects in Borrowers' Costs of Funds? Evidence from a Matched Sample of Borrowers and Banks* , 2002 .

[39]  X. Gabaix.  Zipf's Law for Cities: An Explanation , 1999 .

[40]  William A. Brock,et al.  Scaling in Economics: A Reader's Guide , 1999 .

[41]  Philip E. Strahan.  Borrower Risk and the Price and Nonprice Terms of Bank Loans , 1999 .

[42]  R. Axtell.  The Emergence of Firms in a Population of Agents , 1999 .

[43]  Gianfranco Giulioni,et al.  Financial Fragility, Patterns of Firms' Entry and Exit and Aggregate Dynamics , 2000 .

[44]  L. Randall Wray.  Money and Inflation , 2000 .

[45]  D. Sornette.  Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools , 2000 .

[46]  Self-Organized Criticality in a Transient System , 2000, cond-mat/0005318.

[47]  C. Carroll.  Requiem for the Representative Consumer? Aggregate Implications of Microeconomic Consumption Behavior , 2000 .

[48]  Sorin Solomon,et al.  Power laws in cities population, financial markets and internet sites (scaling in systems with a variable number of components) , 2000 .

[49]  W. Reed.  The Pareto, Zipf and other power laws , 2001 .

[50]  A. Secchi,et al.  On the Laplace Distribution of Firms Growth Rates , 2002 .

[51]  Self-organized critical system with no stationary attractor state. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[52]  Gianfranco Giulioni,et al.  Financial Fragility, Industrial Dynamics and Business Fluctuations in an Agent Based Model , 2003 .

[53]  Mauro Gallegati,et al.  On the size distribution of firms: additional evidence from the G7 countries , 2003 .

[54]  Giovanni Dosi,et al.  A baseline model of industry evolution , 2003 .

[55]  Mauro Gallegati,et al.  Complex Dynamics and Financial Fragility in an Agent Based Model , 2003, ICCSA.

[56]  Yoshi Fujiwara,et al.  Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms , 2004 .

[57]  M. Gallegati,et al.  Empirical results on the size distribution of business cycle phases , 2004 .

[58]  D. Gatti,et al.  Firms' size distribution and growth rates as determinants of business fluctuations , 2005 .

[59]  S. Durlauf.  Complexity and Empirical Economics , 2005 .

[60]  P. M. Shearer,et al.  Zipf Distribution of U . S . Firm Sizes , 2022 .