"The book deals with the empirical characterization and dynamics of income distribution and its related quantities from the epistemological and practical perspectives of contemporary physics. Part I discusses the methodological basis of econophysics, several distribution functions used to model...

Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and others (2010). Although the estimates in real time are more robust relative to...

Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and others (2010). Although the estimates in real time are more robust relative to...

Economics and econophysics -- Measuring the income distribution -- Piketty's Capital in the twenty-first century -- Stochastic dynamics of income and wealth -- Circular flows in economic systems -- Goodwin type distributive macrodynamics.

This paper presents results concerning the performance of both single equation and system panel cointegration tests and estimators. The study considers the tests developed in Pedroni (1999, 2004), Westerlund (2005), Larsson, Lyhagen, and Löthgren (2001) and Breitung (2005); and the estimators...