Testing Piketty's Hypothesis on the Drivers of Income Inequality: Evidence from Panel VARs with Heterogeneous Dynamics

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Main Author: Góes, Carlos
Format: Preprint
Published: 2025
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author Góes, Carlos
author_facet Góes, Carlos
contents Thomas Piketty's Capital in the Twenty-First Century puts forth a logically consistent explanation for changes in income and wealth inequality patterns. However, while rich in data, the book provides no formal empirical testing for its theorized causal chain. This paper tests the hypothesis that the $r-g$ gap drives income inequality and the increasing capital share of national income. Using panel VAR models with data from 18 advanced economies over 30 years, I find no empirical support for Piketty's predictions. The results suggest that dynamics such as savings-rate adjustments and diminishing returns to capital play critical roles in offsetting the hypothesized effects. These findings challenge the theoretical underpinnings of the growth in inequality and call for alternative explanations.
format Preprint
id arxiv_https___arxiv_org_abs_2505_01521
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Testing Piketty's Hypothesis on the Drivers of Income Inequality: Evidence from Panel VARs with Heterogeneous Dynamics
Góes, Carlos
General Economics
Economics
Thomas Piketty's Capital in the Twenty-First Century puts forth a logically consistent explanation for changes in income and wealth inequality patterns. However, while rich in data, the book provides no formal empirical testing for its theorized causal chain. This paper tests the hypothesis that the $r-g$ gap drives income inequality and the increasing capital share of national income. Using panel VAR models with data from 18 advanced economies over 30 years, I find no empirical support for Piketty's predictions. The results suggest that dynamics such as savings-rate adjustments and diminishing returns to capital play critical roles in offsetting the hypothesized effects. These findings challenge the theoretical underpinnings of the growth in inequality and call for alternative explanations.
title Testing Piketty's Hypothesis on the Drivers of Income Inequality: Evidence from Panel VARs with Heterogeneous Dynamics
topic General Economics
Economics
url https://arxiv.org/abs/2505.01521