Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes
From MaRDI portal
Publication:6181701
DOI10.3982/ecta17984arXiv1712.01431OpenAlexW3176560668MaRDI QIDQ6181701
Alexis Akira Toda, Brendan K. Beare
Publication date: 23 January 2024
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.01431
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Incomplete market dynamics and cross-sectional distributions
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
- Random difference equations and renewal theory for products of random matrices
- Derivatives of the dominant root
- On the emergence of a power law in the distribution of COVID-19 cases
- The income fluctuation problem and the evolution of wealth
- One-dimensional linear recursions with Markov-dependent coefficients
- On the Ordering of Spectral Radius Product $r({\bf A})\,r({\bf AD})$ versus $r({\bf A}^2{\bf D})$ and Related Applications
- The Distribution of Wealth and Fiscal Policy in Economies With Finitely Lived Agents
- A Model Explaining the Pareto Distribution of Wealth
- A CONVEXITY PROPERTY OF POSITIVE MATRICES
- Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable
- Zipf's Law for Cities: An Explanation
- Markov Chains
- The Dynamics of Inequality
- A Brief History of Generative Models for Power Law and Lognormal Distributions
- Heterogeneity and Persistence in Returns to Wealth
- TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION
- Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
- The Pareto, Zipf and other power laws
This page was built for publication: Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes