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Supporting Information – An Explanation of Universality in Growth Fluctuations

36 Pages Posted: 29 Apr 2010 Last revised: 10 Feb 2011

Yonathan Schwarzkopf

Lime Brokerage LLC; Santa Fe Institute

Robert L. Axtell

George Mason University - Department of Computational Social Science; George Mason University - Department of Economics; Santa Fe Institute - Economics

J. Doyne Farmer

Institute for New Economic Thinking; Santa Fe Institute

Date Written: January 31, 2011

Abstract

Supplementary materials for "The cause of universality in growth fluctuations".

As supplementary materials we provide the following:

In Section 1 we discuss a modification to our model incorporating a constraint over the number of elements. In Section 2 we derive and discuss in detail the logarithmic growth rate distribution arising from our model. In Section 3 we discuss a modification to the model that incorporates correlations in the replication factors of elements belonging to the same group. In Section 4 we describe in more detail the fitting procedures and the data sets used in our empirical investigation. We provide in this section additional analysis supporting our results.

Keywords: firm growth, scaling, mutual fund flows

JEL Classification: C21, D21

Suggested Citation

Schwarzkopf, Yonathan and Axtell, Robert L. and Farmer, J. Doyne, Supporting Information – An Explanation of Universality in Growth Fluctuations (January 31, 2011). Available at SSRN: https://ssrn.com/abstract=1597505 or http://dx.doi.org/10.2139/ssrn.1597505

Yonathan Schwarzkopf (Contact Author)

Lime Brokerage LLC ( email )

625 Broadway
New York, NY 10012
United States

Santa Fe Institute

1399 Hyde Park Road
Santa Fe, NM 87501
United States

Robert L. Axtell

George Mason University - Department of Computational Social Science ( email )

4400 University Drive
375 Research Hall
Fairfax, VA 22030
United States

George Mason University - Department of Economics ( email )

4400 University Drive
Fairfax, VA 22030
United States

Santa Fe Institute - Economics ( email )

1399 Hyde Park Rd
Santa Fe, NM 87501
United States

J. Doyne Farmer

Institute for New Economic Thinking ( email )

Eagle House
Walton Well Road
Oxford, OX2 6ED
United Kingdom

HOME PAGE: http://www.inet.ox.ac.uk/people/view/4

Santa Fe Institute ( email )

1399 Hyde Park Road
Santa Fe, NM 87501
United States
505-984-8800 (Phone)
505-982-0565 (Fax)

HOME PAGE: http://www.santafe.edu/~jdf/

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