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Add heavy tails lecture #768

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124 changes: 124 additions & 0 deletions source/_static/quant-econ.bib
Original file line number Diff line number Diff line change
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Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
###

@inproceedings{nishiyama2004estimation,
title={Estimation and testing for rank size rule regression under pareto
distribution},
author={Nishiyama, Y and Osada, S and Morimune, K},
booktitle={Proceedings of the International Environmental Modelling
and Software Society iEMSs 2004 International Conference},
year={2004},
organization={Citeseer}
}

@article{ahn2018inequality,
author = {Ahn, SeHyoun and Kaplan, Greg and Moll, Benjamin and Winberry, Thomas and Wolf, Christian},
title = {When Inequality Matters for Macro and Macro Matters for Inequality},
journal = {NBER Macroeconomics Annual},
year = {2018},
volume = {32},
number = {1},
pages = {1--75},
publisher = {University of Chicago Press},
}

@techreport{bhandari2018inequality,
title={Inequality, Business Cycles, and Monetary-Fiscal Policy},
author={Bhandari, Anmol and Evans, David and Golosov, Mikhail and Sargent, Thomas J},
year={2018},
institution={National Bureau of Economic Research}
}

@Article{glaeser2003injustice,
author = {Glaeser, Edward and Scheinkman, Jose and Shleifer, Andrei},
title = {The Injustice of Inequality},
journal = {Journal of Monetary Economics},
year = {2003},
volume = {50},
number = {1},
pages = {199--222},
publisher = {Elsevier},
}

@article{acemoglu2002political,
author = {Acemoglu, Daron and Robinson, James A.},
title = {The Political Economy of the {K}uznets curve},
journal = {Review of Development Economics},
year = {2002},
volume = {6},
number = {2},
pages = {183--203},
publisher = {Wiley Online Library},
}


@article{rozenfeld2011area,
title={The area and population of cities: New insights from a different
perspective on cities},
author={Rozenfeld, Hern{\'a}n D and Rybski, Diego and Gabaix, Xavier and
Makse, Hern{\'a}n A},
journal={American Economic Review},
volume={101},
number={5},
pages={2205--25},
year={2011}
}

@book{rachev2003handbook,
title={Handbook of heavy tailed distributions in finance: Handbooks in
finance},
author={Rachev, Svetlozar Todorov},
volume={1},
year={2003},
publisher={Elsevier}
}

@article{mandelbrot1963variation,
title={The variation of certain speculative prices},
author={Mandelbrot, Benoit},
journal={The Journal of Business},
volume={36},
number={4},
pages={394--419},
year={1963}
}

@article{gabaix2016power,
title={Power laws in economics: An introduction},
author={Gabaix, Xavier},
journal={Journal of Economic Perspectives},
volume={30},
number={1},
pages={185--206},
year={2016}
}


@article{axtell2001zipf,
title={Zipf distribution of US firm sizes},
author={Axtell, Robert L},
journal={science},
volume={293},
number={5536},
pages={1818--1820},
year={2001},
publisher={American Association for the Advancement of
Science}
}

@article{benhabib2018skewed,
title={Skewed wealth distributions: Theory and empirics},
author={Benhabib, Jess and Bisin, Alberto},
journal={Journal of Economic Literature},
volume={56},
number={4},
pages={1261--91},
year={2018}
}

@article{pareto1896cours,
title={Cours d’{\'e}conomie politique},
author={Vilfredo, Pareto},
journal={Rouge, Lausanne},
volume={2},
year={1896}
}


@article{attanasio2011risk,
title={Risk sharing in private information models with asset accumulation: Explaining the excess smoothness of consumption},
author={Attanasio, Orazio P and Pavoni, Nicola},
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