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arXiv 2105.08048econ.THphysics.soc-ph
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财富流变学

Wealth rheology

Zdzislaw Burda, Malgorzata J. Krawczyk, Krzysztof Malarz, Malgorzata Snarska

摘要:

我们在一个简单的宏观经济模型中研究财富等级相关性。为了量化不同时间财富排名之间的排名相关性,我们使用了肯德尔的$τ$和斯皮尔曼的$ρ$,古德曼-克鲁斯卡尔的$γ$,以及名单的重叠率。我们发现,财富流动的动态和排名的重新洗牌速度取决于模型的参数控制的财富汇率和财富增长的波动性。作为真实数据中财富流变的一个例子,我们分析了波兰,德国,美国和世界上最富有的人的名单。

英文摘要:

We study wealth rank correlations in a simple model of macro-economy. To quantify rank correlations between wealth rankings at different times, we use Kendall's $τ$ and Spearman's $ρ$, Goodman--Kruskal's $γ$, and the lists' overlap ratio. We show that the dynamics of wealth flow and the speed of reshuffling in the ranking list depend on parameters of the model controlling the wealth exchange rate and the wealth growth volatility. As an example of the rheology of wealth in real data, we analyze the lists of the richest people in Poland, Germany, the USA and the world.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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