刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
出版时间:15 February 2017
年:2017
卷:468
期:Complete
页码:750-758
全文大小:464 K
卷排序:468
文摘
We use global data to examine empirically the distribution of GDP growth rates. We use the data to test eight theoretical distributions with EDF statistics. The consensus finding in the literature supports the Laplace distribution. GDP growth rates are better fit by the Cauchy distribution, particularly for samples with fat tails.