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arXiv physics/0607131physics.soc-phq-fin.GN
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日本土地价格帕累托指数的动态变化

Dynamical change of Pareto index in Japanese land prices

Atushi Ishikawa

摘要:

本文利用1983 - 2006年日本土地估价数据,研究了非平衡系统大尺度区域的动力学行为。在这个系统中我们发现了详细的准平衡,它具有对称性:x_1 -> a {x_2}^θ(x_1和x_2是两个连续的土地价格)。利用详细拟均衡和Gibrat定律,推导出帕累托指数逐年变化的帕累托定律。参数θ与帕累托指数之比(μ_1 + 1)/(μ_2 + 1)相对应,并在实证数据中得到了很好的验证。

英文摘要:

We investigate the dynamical behavior in the large scale region of non-equilibrium systems, by employing data on the assessed value of land in 1983 -- 2006 Japan. In the system we find the detailed quasi-balance, which has the symmetry: x_1 -> a {x_2}^θ (x_1 and x_2 are two successive land prices). By using the detailed quasi-balance and Gibrat's law, we derive Pareto's law with varying Pareto index annually. The parameter θcorresponds with the ratio of Pareto indices (μ_1 + 1)/(μ_2 + 1), and the relation is confirmed in the empirical data nicely.

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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