  We study productivity dispersions across workers, firms and industrial
sectors. Empirical study of the Japanese data shows that they all obey the
Pareto law, and also that the Pareto index decreases with the level of
aggregation. In order to explain these two stylized facts, we propose a
theoretical framework built upon the basic principle of statistical physics. In
this framework, we employ the concept of superstatistics which accommodates
fluctuations of aggregate demand.
