Zipf’s law, Gibrat’s law and Cointegration
Aurélie Lalanne and
Martin Zumpe
Cahiers du GREThA (2007-2019) from Groupe de Recherche en Economie Théorique et Appliquée (GREThA)
Abstract:
This paper examines the methods to detect the nature of the urban growth processes. It seems that cointegration testing enables to disentangle two versions of Gibrat’s law: a first one with growth shocks that are iid across time and cities (implying convergence of the city-size distribution towards Zipf’s law), and an alternative one with growth shocks that are only iid over time (implying conservation of the initial structure of the city size distribution).
Keywords: Zipf’s law; Gibrat’s law; Cointegration tests; unit root tests; urban growth; urban system (search for similar items in EconPapers)
JEL-codes: C41 O40 R00 R11 (search for similar items in EconPapers)
Date: 2015
New Economics Papers: this item is included in nep-ure
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://cahiersdugretha.u-bordeaux.fr/2015/2015-27.pdf (application/pdf)
Related works:
Working Paper: Zipf's law, Gibrat's law and Cointegration (2015)
Working Paper: Gibrat’s law, Zipf’s law and Cointegration (2015) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:grt:wpegrt:2015-27
Access Statistics for this paper
More papers in Cahiers du GREThA (2007-2019) from Groupe de Recherche en Economie Théorique et Appliquée (GREThA) Contact information at EDIRC.
Bibliographic data for series maintained by Ernest Miguelez ().