R. Adler, R. Feldman, and M. Taqqu, A Practical Guide to Heavy Tailed Data, 1998.

G. Agrò, Maximum likelihood estimation for the exponential power function parameters, Communications in Statistics - Simulation and Computation, vol.17, issue.2, pp.523-536, 1995.
DOI : 10.1080/03610919508813255

L. A. Amaral, S. V. Buldyrev, S. Havlin, M. A. Salinger, H. E. Stanley et al., Scaling behavior in economics: The problem of quantifying company growth, Physica A: Statistical Mechanics and its Applications, vol.244, issue.1-4, pp.1-24, 1997.
DOI : 10.1016/S0378-4371(97)00301-4

F. Anscombe and W. Glynn, Distribution of kurtosis statistic for normal statistics, Biometrika, vol.70, pp.227-234, 1983.

N. Balke and T. Fomby, Shifting trends, segmented trends, and infrequent permanent shocks, Journal of Monetary Economics, vol.28, issue.1, p.6185, 1991.
DOI : 10.1016/0304-3932(91)90025-J

R. Barro and X. Sala-i-martin, Convergence, Journal of Political Economy, vol.100, issue.2, pp.223-251, 1992.
DOI : 10.1086/261816

G. Bottazzi, Subbotools user's manual. Working Paper, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, 2004.

G. Bottazzi and A. Secchi, Common Properties and Sectoral Specificities in the Dynamics of U.S. Manufacturing Companies, Review of Industrial Organization, vol.23, issue.3/4, pp.217-249, 2003.
DOI : 10.1023/B:REIO.0000031366.28559.c1

G. Bottazzi and A. Secchi, Why are distributions of firm growth rates tent-shaped?, Economics Letters, vol.80, issue.3, pp.415-435, 2003.
DOI : 10.1016/S0165-1765(03)00142-3

G. Bottazzi and A. Secchi, Explaining the distribution of firm growth rates, The RAND Journal of Economics, vol.37, issue.2, 2006.
DOI : 10.1111/j.1756-2171.2006.tb00014.x

G. Bottazzi and A. Secchi, Maximum likelihood estimation of the symmetric and asymmetric exponential power distribution. Working Paper, Sant'Anna School of Advanced Studies, 2006.

W. Brock, Scaling in economics: a reader's guide, Industrial and Corporate Change, vol.8, issue.3, pp.409-455, 1999.
DOI : 10.1093/icc/8.3.409

W. A. Brock and C. L. Sayers, Is the business cycle characterized by deterministic chaos?, Journal of Monetary Economics, vol.22, issue.1, pp.71-90, 1988.
DOI : 10.1016/0304-3932(88)90170-5

D. Canning, L. A. Amaral, Y. Lee, M. Meyer, and H. E. Stanley, Scaling the volatility of GDP growth rates, Economics Letters, vol.60, issue.3, pp.335-376, 1998.
DOI : 10.1016/S0165-1765(98)00121-9

F. Canova, Detrending and business cycle facts, Journal of Monetary Economics, vol.41, issue.3, pp.472-512, 1998.
DOI : 10.1016/S0304-3932(98)00006-3

C. Castaldi and G. Dosi, Income levels and income growth. some new cross-country evidence and some interpretative puzzles. Working Paper, Sant'Anna School of Advanced Studies, 2004.

C. Chen and L. Liu, Joint estimation of model parameters and outlier effects in time series, Journal of the American Statistical Association, vol.88, pp.284-297, 1993.

J. Cochrane, How Big Is the Random Walk in GNP?, Journal of Political Economy, vol.96, issue.5, pp.893-920, 1988.
DOI : 10.1086/261569

J. Cochrane, Permanent and Transitory Components of GNP and Stock Prices, The Quarterly Journal of Economics, vol.109, issue.1, pp.241-265, 1994.
DOI : 10.2307/2118434

D. Agostino and R. , Transformation to normality of the null distribution of g1, Biometrika, vol.57, pp.679-681, 1970.

D. Agostino, R. Stephens, and M. , Goodness-of-Fit Techniques, 1986.

P. Embrechts, C. P. Kluppelberg, and T. Mikosh, Modelling Extremal Events, 1997.
DOI : 10.1007/978-3-642-33483-2

D. Fu, F. Pammolli, S. Buldyrev, M. Riccaboni, K. Matia et al., The growth of business firms: Theoretical framework and empirical evidence, Proceedings of the National Academy of Sciences, vol.102, issue.52, pp.18801-18807, 2005.
DOI : 10.1073/pnas.0509543102

E. Gaffeo, M. Gallegati, and M. Gallegati, Requiem for the unit root in per capita real GDP? Additional evidence from historical data, Empirical Economics, vol.30, issue.1, pp.37-63, 2005.
DOI : 10.1007/s00181-004-0211-y

V. Gómez and A. Maravall, Automatic Modeling Methods for Univariate Series, A Course in Time Series Analysis, 2001.
DOI : 10.1002/9781118032978.ch7

R. Ibragimov, On the robustness of economic models to heavy-taildness assumptions . Bundesbank, Conference, 2005.

R. King and S. Rebelo, Resuscitating real business cycles, 1999.
DOI : 10.3386/w7534

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.336.4909

Y. Lee, L. A. Amaral, D. Canning, M. Meyer, and H. E. Stanley, Universal Features in the Growth Dynamics of Complex Organizations, Physical Review Letters, vol.81, issue.15, pp.3275-3283, 1998.
DOI : 10.1103/PhysRevLett.81.3275

A. Mckay and R. Reis, The brevity and violence of contractions and expansions. Working Paper 12400, 2006.

C. J. Murray and C. R. Nelson, The uncertain trend in U.S. GDP, Journal of Monetary Economics, vol.46, issue.1, pp.79-95, 2000.
DOI : 10.1016/S0304-3932(00)00018-0

C. R. Nelson and C. O. Plosser, Trends and random walks in macroeconmic time series, Journal of Monetary Economics, vol.10, issue.2, pp.139-62, 1982.
DOI : 10.1016/0304-3932(82)90012-5

J. Nolan, Stable Distributions. Models for Heavy Tailed Data, Birkhäuser, 2006.

S. M. Potter, Nonlinear Time Series Modelling: An Introduction, Journal of Economic Surveys, vol.13, issue.5, pp.505-533, 1999.
DOI : 10.1111/1467-6419.00096

R. G. Rudebusch, The uncertain unit root in real GNP, American Economic Review, vol.83, pp.264-272, 1993.

S. Sapio and G. Thoma, The growth of industrial sectors: Theoretical insights and empirical evidence from U.S. manufacturing. Working Paper, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, 2006.

A. Silva, R. Prange, and V. Yakovenko, Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact, Physica A: Statistical Mechanics and its Applications, vol.344, issue.1-2, pp.227-235, 2004.
DOI : 10.1016/j.physa.2004.06.122

M. H. Stanley, L. A. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn et al., Scaling behaviour in the growth of companies, Nature, vol.379, issue.6568, pp.804-810, 1996.
DOI : 10.1038/379804a0

M. Subbotin, On the law of frequency of errors, Matematicheskii Sbornik, vol.31, pp.296-301, 1923.

J. Sutton, Gibrat's legacy, Journal of Economic Literature, vol.35, issue.1, pp.40-59, 1997.