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2011 Fiscal Year Final Research Report

The Study of growth-rate distributions in view of quasi-static transition of economy and the size of firms, and the managing risk as the application

Research Project

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Project/Area Number 20510147
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionKanazawa Gakuin University

Principal Investigator

ISHIKAWA Atushi  金沢学院大学, 経営情報学部, 教授 (90308627)

Project Period (FY) 2008 – 2011
Keywords企業規模分布 / 危機管理 / 成長率分布 / 経済物理学 / 経済理論 / 経済統計学 / 統 計力学
Research Abstract

By employing sales data in Japanese firms, we obtain following three results. 1) The confirmation of the detailed balance. 2) An analytical derivation of Non-Gibrat’s law from the figure of the growth rate distribution. 3) The confirmation of Non-Gibrat’s law by using empirical data. Furthermore, we find that sales data follow Non-Gibrat’s law different from Non-Gibrat’s law which is observed in profits data. We analytically derive the general form of Non-Gibrat’s law observed in growth rate distributions which have a curvature like sales data. This description contains Non-Gibrat’s law observed in sales data. At the same time, we analytically clarify that the figure of the growth rate distribution is closely related to Non-Gibrat’s law. And, by using numerical simulations, we exhibit the difference between two types of the growth rate distributions, the one of which is observed in both positive and negative data such as profits, and the other of which is in non?negative data

  • Research Products

    (23 results)

All 2011 2010 2009 Other

All Journal Article (10 results) (of which Peer Reviewed: 10 results) Presentation (12 results) Remarks (1 results)

  • [Journal Article] A New Method for Measuring Tail Exponents of Firm Size Distributions、2011

    • Author(s)
      藤本祥二、石川温、水野貴之、渡辺努
    • Journal Title

      Economics E-Journal

      Volume: vol. 5 Pages: 20

    • URL

      http://dx.doi.org/10.5018/economics-ejournal.ja.2011-20

    • Peer Reviewed
  • [Journal Article] メガ企業の生産関数の形状 -分析手法 と応用例-2011

    • Author(s)
      渡辺努、水野貴之、石川温、藤本祥二
    • Journal Title

      経済研究

      Volume: 第62巻第3号 Pages: 193-208

    • Peer Reviewed
  • [Journal Article] Shape of Growth Rate Distribution Determines the Type of Non-Gibrat's Property2011

    • Author(s)
      石川温、藤本祥二、水野貴之
    • Journal Title

      Physica A 390

      Pages: 4273-4285

    • Peer Reviewed
  • [Journal Article] The difference of growth rate distributions between sales and profits2010

    • Author(s)
      石川温、 藤本祥二、友寄全志
    • Journal Title

      J. Physics: Conf. Ser.221

      Pages: 012007

    • DOI

      DOI:10.1088/1742-6596/221/1/012007

    • Peer Reviewed
  • [Journal Article] A multiplicative stochastic process deriving the probability distribution in exact form2010

    • Author(s)
      藤本祥二、石川温、友寄全志
    • Journal Title

      J. Physics: Conf. Ser.

      Volume: 221 Pages: 012008

    • DOI

      DOI:10.1088/1742-6596/221/1/012008

    • Peer Reviewed
  • [Journal Article] Non-Gibrat's Law and the size dependence of growth rate distributions2010

    • Author(s)
      友寄全志、 藤本祥二、石川温
    • Journal Title

      J. Physics: Conf. Ser.

      Volume: 221 Pages: 012009

    • DOI

      DOI:10.1088/1742-6596/221/1/012009

    • Peer Reviewed
  • [Journal Article] Power-Law and Log-Normal Distributions in Temporal Changes of Firm-Size Variables2009

    • Author(s)
      石川温
    • Journal Title

      EconomicsE-Journal

      Volume: vol. 3 Pages: 11

    • URL

      http://www.economics-ejournal.org/ec onomics/journalarticles/2009-11

    • Peer Reviewed
  • [Journal Article] Non-Gibrat's law in the middle scale region、Prog. Theor.2009

    • Author(s)
      友寄全志、 藤本祥二、石川温
    • Journal Title

      Phys. Supple. No.

      Volume: 179 Pages: 114-122

    • Peer Reviewed
  • [Journal Article] Quasistatically varying log-normal distribution in the middle scale region of Japanese land prices2009

    • Author(s)
      石川温
    • Journal Title

      Prog. Theor. Phys. Supple. No.

      Volume: 179 Pages: 103-113

    • Peer Reviewed
  • [Journal Article] A Stochastic Model for Pareto's Law and the Log-Normal Distribution under the Detailed Balance and Extended-Gibrat's Law、K. Nakamatsu et al. (Eds.): New Advan. in Intel.

    • Author(s)
      藤本祥二、友寄全志、石川温
    • Journal Title

      Decision Techno. SCI

      Volume: 199 Pages: 605-614

    • Peer Reviewed
  • [Presentation] Firm size distribution and non-Gibrat's law observed in the mid-scale range、ECONOPHYS-KOLKATA VIInternational Workshop on2011

    • Author(s)
      石川温
    • Organizer
      Econophysics of systemic risk and network dynamics
    • Place of Presentation
      Kolkata, India
    • Year and Date
      20111021-1025
  • [Presentation] 長期に渡る日本企業データを用 いた非ジブラ則の検証2011

    • Author(s)
      石川温
    • Organizer
      経済物理と その周辺」研究会 (統計数理研究所)
    • Year and Date
      20110908-0909
  • [Presentation] 準空間反転対称性とコブダグラス型生産関数2011

    • Author(s)
      石川温、藤本祥二、水野貴之、渡辺努
    • Organizer
      経済物理学2011
    • Place of Presentation
      The Hitchhiker's Guide to theEconomy (京都大学基礎物理学研究所)
    • Year and Date
      20110715-0716
  • [Presentation] Total factor productivity in firms around the globe2010

    • Author(s)
      石川温
    • Organizer
      EconophysicsColloquium 2010
    • Place of Presentation
      2010 in Taipei, Taiwan
    • Year and Date
      20101104-1106
  • [Presentation] 公示土地価格分布の高・中額領 域における準静的変化2010

    • Author(s)
      石川温
    • Organizer
      日本物理学会秋季大会
    • Place of Presentation
      岩手大学
    • Year and Date
      20100920-0923
  • [Presentation] 企業サイズの中額領域に観られ る第2非ジブラ則2010

    • Author(s)
      石川温
    • Organizer
      第65回年次大会日本物理学会
    • Place of Presentation
      岡山大学
    • Year and Date
      20100320-0323
  • [Presentation] Cobb-Douglas 型生産関数の起源 と技術(TFP)の分布2010

    • Author(s)
      石川温
    • Organizer
      キヤノングローバル戦略研究所
    • Year and Date
      2010-10-22
  • [Presentation] Non-Gibrat's Law Observed in Sales Data of Japanese Firms2009

    • Author(s)
      石川温
    • Organizer
      ECONOPHYSICS COLLOQUIUM 2009 Centro Ettore Maiorana Erice
    • Place of Presentation
      (TP) Italy OCTOBER
    • Year and Date
      20091025-1031
  • [Presentation] Detailed quasi-balance and non-Gibrat's law in Japanese land prices2009

    • Author(s)
      石川温
    • Organizer
      The Dynamics Days Asia-Pacific5, the Fifth International Conference
    • Place of Presentation
      Nonlinear Science Nara-Japan
    • Year and Date
      20090908-0912
  • [Presentation] 企業サイズデータにおける成長 率分布のテールと非ジブラ則との関係2009

    • Author(s)
      石川温
    • Organizer
      経済物理学2009
    • Place of Presentation
      京都大学 基礎物理学研究所
    • Year and Date
      20090908-0909
  • [Presentation] A stochastic model for Pareto's law and the log-normal distribution under the detailed balance and extended-Gibrat's law2009

    • Author(s)
      石川温
    • Organizer
      First KESInternational Symposium onIntelligent Decision
    • Place of Presentation
      TechnologiesIDT'09 Himeji
    • Year and Date
      20090423-0424
  • [Presentation] The difference of growth rate distributions between sales and profits、APFA7 & Tokyo Tech - Hitotsubashi Interdisciplinary Conference ``New Approach to the Analysis of Large-Scale Business and Economic Data''2009

    • Author(s)
      石川温
    • Organizer
      2009/ Ookayama Campus (Tokyo Institute of Technology)
    • Place of Presentation
      Josui Kaikan (Hitotsubashi University)
    • Year and Date
      20090301-0305
  • [Remarks]

    • URL

      http://www2.kanazawa-gu.ac.jp/~ishikawa/ishikawa.html

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Published: 2014-08-29  

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