Browsing by Author "Gaffeo, Edoardo"

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Browsing by Author "Gaffeo, Edoardo"

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  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro (Elsevier Science BV, 2004)
    Dynamical systems with components whose sizes evolve according to multiplicative stochastic rules have been recently combined with entry and exit processes. We show that the assumptions usually made in modeling exits are ...
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro; Giulioni, Gianfranco; Palestrini, Antonio (World Scientific, 2004)
    Power law behavior is an emerging property of many economic models. In this paper we emphasize the fact that power law distributions are persistent but not time invariant. In fact, the scale and shape of the firms' size ...
  • Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro (Elsevier Science BV, 2004)
    We study the size distribution of business cycles phases, that is expansions and contractions, for a sample of 16 industrialized countries over 120 years. We find that the best-fitting distribution for both expansions and ...
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro; Giulioni, Gianfranco; Palestrini, Antonio (Springer, 2005)
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  • Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro; Palestrini, Antonio (Euro-American Association of Economic Development Studies, 2005)
    Are expansions and recessions more likely to end as their magnitude increases? In this paper we apply parametric hazard models to investigate this issue in a sample of 16 countries from 1881 to 2000. For the total sample ...
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Giulioni, Gianfranco; Gallegati, Mauro; Palestrini, Antonio (Elsevier B.V., 2005)
    In this paper, we discuss a scaling approach to business fluctuations. Our starting point consists in recognizing that concepts and methods derived from physics have allowed economists to (re)discover a set of stylized ...
  • Gaffeo, Edoardo; Di Guilmi, Corrado; Gallegati, Mauro; Russo, Alberto (Elsevier Science Bv, 2012)
    Firm-level data fora small sample of European countries are used to provide evidence of a positive linear relationship between the mean and the variance of firms' size at a sectoral level, an empirical regularity known in ...
  • Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro (Vanberbilt University, 2003)
    We show that over the period 1960-1997, the range comprised between the 30th and the 85th percentiles of the world income distribution expressed in terms of GDP per capita invariably scales down as a Pareto distribution. ...
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gallegati, Mauro; Gaffeo, Edoardo; Giulioni, Gianfranco; Palestrini, Antonio (World Scientific, 2008)
    The practice of detecting power laws and scaling behaviors in economics and finance has gained momentum in the last few years, due to the increased use of concepts and methods first developed in statistical physics. Some ...