TE
科技回声
首页24小时热榜最新最佳问答展示工作
GitHubTwitter
首页

科技回声

基于 Next.js 构建的科技新闻平台,提供全球科技新闻和讨论内容。

GitHubTwitter

首页

首页最新最佳问答展示工作

资源链接

HackerNews API原版 HackerNewsNext.js

© 2025 科技回声. 版权所有。

Piketty, inequality and volatility: How can r exceed g?

41 点作者 zootar大约 11 年前

16 条评论

jfager大约 11 年前
I&#x27;m only through the introduction right now, but assuming that it&#x27;s representative of what&#x27;s coming later, Piketty isn&#x27;t saying &#x27;r &gt; g&#x27; as mathematical fact, he&#x27;s saying &#x27;<i>when</i> r &gt; g, divergence in the distribution of wealth happens&#x27; and &#x27;empirically r has frequently been and is again moving towards &gt; g&#x27;. And his concern with this is the same as the problem you state, that r &gt; g implies, eventually, r = g, which translated back to English means economic activity devolves into rent paying.<p>Quoting:<p>&quot;When the rate of return on capital significantly exceeds the growth rate of the economy (as it did through much of history until the nineteenth century and as is likely to be the case again in the twenty-first century), then it logically follows that inherited wealth grows faster than output and income... Under such conditions, it is almost inevitable that inherited wealth will dominate wealth amassed from a lifetime&#x27;s labor&quot;<p>&quot;Forces of convergence also exist, and in certain countries at certain times, these may prevail, but the forces of divergence can at any point regain the upper hand, as seems to be happening now, at the beginning of the twenty-first century&quot;<p>&quot;My conclusions are less apocalyptic than those implied by Marx&#x27;s principle of infinite accumulation and perpetual divergence... In the model I propose, divergence is not perpetual and is only one of several possible future directions for the distribution of wealth&quot;
themgt大约 11 年前
First off you&#x27;re I believe incorrectly using g rather than r in your &quot;how volatility changes things&quot; section. Secondly you seem to be assuming not only that r will be more volatile than g, but that it will be so much more volatile that medium&#x2F;long-term r will drop enough to match g.<p>And lastly you&#x27;re ignoring the actual history Piketty is describing, in which dynastic families very often tend to accumulate and pass on vast empires of wealth. When your speculative theory doesn&#x27;t match reality ... perhaps it&#x27;s time to reconsider the theory.
zygomega大约 11 年前
&gt; To begin, I’m going to illustrate a mathematical fact.<p>&#x27;growth&#x27; rate is likely to be a geometric constant, not an arithmetic one. A 0% growth rate followed by a 6% growth rate is not 3% geometric growth on average. 100% growth followed by -100% growth isn&#x27;t 0% growth on average.<p>Many a quant manager has gotten rich off of spruiking the reverse of this story.<p>The market price of capital is the discounted value of future production (which will be equal to consumption). If the discount rate declines, then the price of capital goes up and at least some of this effect finds its way into measures of capital growth (and capital return).<p>Windfalls accrue to the current generation of risk capital holders and, to some extent, the current generation of consumers. Losers are everyone else - current savers and future generations.
评论 #7620310 未加载
lifeisstillgood大约 11 年前
Is it just me or does the economics-mathematics remind anyone else of doing three or four decimal place calculations at school after measuring things with your hand because the ruler got broken.<p>It is an old argument but really came home in that article.
arghbleargh大约 11 年前
Disclaimer: I have not read the book either.<p>One thing I don&#x27;t understand about the r and g thing is how it makes sense to compare these two values at all. Isn&#x27;t capital a measure of accumulated wealth, while GDP is a measure of wealth produced in a certain unit of time? For example, what if we just maintained a perfectly steady GDP that exceeded our consumption needs; wouldn&#x27;t that yield a positive r and explain r &gt; g? Does someone who read the book have a better understanding of exactly what these two numbers mean?<p>P.S. I find it implausible that Piketty would make such an elementary mistake as the arithmetic mean vs. geometric mean issue discussed in the article. But again someone who has actually read the book should weigh in.
评论 #7620153 未加载
评论 #7620063 未加载
评论 #7620629 未加载
wazoox大约 11 年前
There is a very extensive (60 pages or so) analysis of the book in french here:<p><a href="http://www.les-crises.fr/piketty-le-capital-1/" rel="nofollow">http:&#x2F;&#x2F;www.les-crises.fr&#x2F;piketty-le-capital-1&#x2F;</a><p><a href="http://www.les-crises.fr/piketty-le-capital-2/" rel="nofollow">http:&#x2F;&#x2F;www.les-crises.fr&#x2F;piketty-le-capital-2&#x2F;</a><p><a href="http://www.les-crises.fr/piketty-capital-3/" rel="nofollow">http:&#x2F;&#x2F;www.les-crises.fr&#x2F;piketty-capital-3&#x2F;</a><p>Check the unforgiving and long conclusion here:<p><a href="http://www.les-crises.fr/piketty-capital-4/" rel="nofollow">http:&#x2F;&#x2F;www.les-crises.fr&#x2F;piketty-capital-4&#x2F;</a>
davidiach大约 11 年前
Nassim Nicholas Taleb has also debunked the math in Piketty&#x27;s book. Here is the paper: <a href="https://docs.google.com/file/d/0B8nhAlfIk3QIbzRrRkhhc1RNY0U/edit" rel="nofollow">https:&#x2F;&#x2F;docs.google.com&#x2F;file&#x2F;d&#x2F;0B8nhAlfIk3QIbzRrRkhhc1RNY0U&#x2F;...</a>
评论 #7620352 未加载
ivan_ah大约 11 年前
If I understood correctly (me too judging only from secondary sources) Piketty is concerned about uneven distributions---the relative share of the total pie of all that is measurable economically (GDP+capital) is becoming more concentrated in very few hands.<p>He&#x27;s an economist and I don&#x27;t generally trust economists&#x27; calculations[1], but the concern he raises relates more to the fact that the long-tail wealth people are better at hiding their revenue offshore. As more of the pie goes to them, there is less tax revenue for the state.<p>He proposes more International laws be put in place to prevent off-shore stashing (Hollande&#x27;s of the world unite!). Also, some of his research papers are about &quot;optimal&quot; inheritance taxation.<p>I find these to be interesting lines of thought---not so much as they will happen, but because it brings the 0.001 into the lime light, and I bet they don&#x27;t like that at all...<p>__________<p>[1] my reasons being that you can pretty much use <i>any</i> model and it <i>might</i> come out true ;)
评论 #7620143 未加载
igonvalue大约 11 年前
I think there are two flaws in your premise.<p>First, I think Piketty is merely making the claim that whenever r is greater than g, inequality tends to increase.<p>From the book:<p>&gt; When the rate of return on capital exceeds the rate of growth of output and income, as it did in the nineteenth century and seems quite likely to do again in the twenty-first, capitalism automatically generates arbitrary and unsustainable inequalities that radically undermine the meritocratic values on which democratic societies are based.<p>Second, r is actually the return to capital, not the &quot;growth rate&quot; of capital. That is, the owners of capital can (and will) choose to spend some of it rather than reinvesting all of it. You can imagine a steady state where the return to capital is tremendous but wealthy oligarchs are also profligate and reinvest only enough so that their investment keeps pace with g.
评论 #7620365 未加载
carlob大约 11 年前
I read this as an overly complicated statement of Jensen&#x27;s inequality [1]: if f is convex &lt;f(x)&gt; ≥ f(&lt;x&gt;). Where &lt;&gt; denotes the expected value.<p>This can be used to prove that the geometric mean is always smaller or equal than the arithmetic mean; obviously equality holds for x constant. So <i>volatility drag</i> is really just restating this very fundamental inequality.<p>[1] <a href="http://en.wikipedia.org/wiki/Jensen&#x27;s_inequality" rel="nofollow">http:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Jensen&#x27;s_inequality</a>
bhouston大约 11 年前
I am not sure I trust someone disproving a book that they didn&#x27;t read. I mean, come on.
jzila大约 11 年前
From the article, &quot;Suppose that r and g are both fixed quantities which do not change over time.&quot; This is a straw man that I didn&#x27;t get in the book. The idea I understood from Piketty is that whenever g is greater than r, _no matter how different_, inequality grows. Since you can have g &gt; r, with g approaching r with time (g = r at infinity), capital simply continually takes up a larger piece of the economic pie.
评论 #7620199 未加载
评论 #7620216 未加载
RivieraKid大约 11 年前
1. Of course that over the long term, r will become equal to g (well, it&#x27;s actually mathematically possible that r &gt; g forever). But the point is that we don&#x27;t want to live in a world where 90% of the GDP goes to people who own capital.<p>2. The volatility argument says, that even if r = g over the long-term, the per-year average of r can be bigger than the per-year average of g. What Piketty&#x27;s claim does it debunk?
bayesianhorse大约 11 年前
Maybe I am naive, but if g is the growth rate of an economy, and r the growth rate of a smaller part of it, doesn&#x27;t this mean that if r&gt;g the portion of capital growing at rate r increases? This would also mean that g increases.
评论 #7620704 未加载
评论 #7620354 未加载
apsec112大约 11 年前
In a fast-paced, industrial society, like the one we live in, long dynasties tend to get wiped out by high volatility. I don&#x27;t know exactly what happened to the aristocrats of Russia as of 1910, or the businessmen of Germany as of 1935, but it can&#x27;t have been good. Likewise for China, France, Poland, India...<p>In a stagnant, agricultural society, like medieval Europe, dynasties tend to get weighed down by the problem of reproduction. If you&#x27;ve inherited a fortune, there&#x27;s no reason not to have ten kids, especially before birth control. And those ten kids will then want to fight over or divide the family fortune, and so on with their kids, etc. Queen Elizabeth is a descendant of Charlemagne, but so are millions of others whose distant ancestors were slightly less lucky in the power game.
评论 #7620132 未加载
评论 #7620344 未加载
davidgerard大约 11 年前
tl;dr: &quot;I haven&#x27;t read the book, but I&#x27;ll disprove the headline from first principles without looking at the data.&quot;<p>Yay praxeology! Gives so much more pleasing results than the annoying &quot;look at the world&quot; step, doing the damned legwork with the data, as Piketty did.