This will be part of the early series in "Data and Measurement".

One of the interesting features of econ is that the major cross-sectional distributions (income, wealth, firm sizes) have heavy tails.

The lecture will take the easy parts from https://python.quantecon.org/heavy_tails.html that describe heavy tails vs light tails through simulation and examples (but not maths).

Then it will examine the major cross-sectional distributions --- @shlff already has helped with these figures, which can be extracted from sections 2.1.6.4 and 4.3 of https://github.com/jstac/macro_dynamics_text/