English
Related papers

Related papers: Global recessions as a cascade phenomenon with het…

200 papers

Indeed, the global production (as a system of creating values) is eventually forming like a gigantic and complex network/web of value chains that explains the transitional structures of global trade and development of the global economy.…

General Economics · Economics 2021-03-03 Sourish Dutta

Economic growth is conventionally analyzed at the national level, yet cities generate the bulk of global output. Here we construct GDP trajectories for 8,808 functional urban areas (FUAs) across 165 countries over 1993-2019 using…

General Economics · Economics 2026-03-18 Isaak Mengesha , Debraj Roy

Post-pandemic world has thrown up several challenges, such as, high inflation, low growth, high debt, collapse of economies, political instability, job losses, lowering of income in addition to damages caused natural disasters, more…

Computers and Society · Computer Science 2023-02-21 Dibakar Das

We model the spreading of a crisis by constructing a global economic network and applying the Susceptible-Infected-Recovered (SIR) epidemic model with a variable probability of infection. The probability of infection depends on the strength…

Physics and Society · Physics 2010-11-29 Antonios Garas , Panos Argyrakis , Celine Rozenblat , Marco Tomassini , Shlomo Havlin

Information and individual activities often spread globally through the network of social ties. While social contagion phenomena have been extensively studied within the framework of threshold models, it is common to make an assumption that…

Physics and Society · Physics 2023-06-07 Teruyoshi Kobayashi

We live in a modern world supported by large, complex networks. Examples range from financial markets to communication and transportation systems. In many realistic situations the flow of physical quantities in the network, as characterized…

Disordered Systems and Neural Networks · Physics 2009-11-10 Adilson E. Motter , Ying-Cheng Lai

The threshold model has been widely adopted as a classic model for studying contagion processes on social networks. We consider asymmetric individual interactions in social networks and introduce a persuasion mechanism into the threshold…

Physics and Society · Physics 2016-05-17 Wei-Min Huang , Li-Jie Zhang , Xin-Jian Xu , Xinchu Fu

We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We…

Physics and Society · Physics 2019-11-22 Zdzislaw Burda , Pawel Wojcieszak , Konrad Zuchniak

The theorems we proved describe the structure of economic equilibrium in the exchange economy model. We have studied the structure of property vectors under given structure of demand vectors at which given price vector is equilibrium one.…

Economics · Quantitative Finance 2016-01-20 Nicholas S. Gonchar , Wolodymyr H. Kozyrski , Anatol S. Zhokhin

The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain…

Statistical Finance · Quantitative Finance 2015-05-13 Reginald D. Smith

Empirical distributions of wealth and income can be reproduced using simplified agent-based models of economic interactions, analogous to microscopic collisions of gas particles. Building upon these models of freely interacting agents, we…

Physics and Society · Physics 2020-03-10 Lennart Fernandes , Jacques Tempere

Socio-economic networks, from cities and firms to collaborative projects, often appear resilient for long periods before experiencing rapid, cascading decline as participation erodes. We explain such dynamics through a framework of…

Physics and Society · Physics 2026-05-25 Sandro Claudio Lera , Andreas Haupt

We show that a simple and intuitive three-parameter equation fits remarkably well the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during times of recession and recovery. We then argue that…

General Finance · Quantitative Finance 2009-08-22 Damien Challet , Sorin Solomon , Gur Yaari

It is discussed how the worldwide tourist arrivals, about 10% of world's domestic product, form a largely heterogeneous and directed complex network. Remarkably the random network of connectivity is converted into a scale-free network of…

Physics and Society · Physics 2009-11-13 J. I. L. Miguens , J. F. F. Mendes

For centuries, national economies created wealth by engaging in international trade and production. The resulting international supply networks not only increase wealth for countries, but also create systemic risk: economic shocks,…

General Economics · Economics 2021-12-02 Abhijit Chakraborty , Tobias Reisch , Christian Diem , Stefan Thurner

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…

Risk Management · Quantitative Finance 2018-04-11 Fabio Caccioli , Paolo Barucca , Teruyoshi Kobayashi

This paper employs a weighted network approach to study the empirical properties of the web of trade relationships among world countries, and its evolution over time. We show that most countries are characterized by weak trade links; yet,…

Social and Information Networks · Computer Science 2018-03-21 Maddalena D'Anna , Alfredo Petrosino

Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series. In this study, we expand the scope of vector autoregression by incorporating…

Econometrics · Economics 2023-03-21 Yunyun Wang , Tatsushi Oka , Dan Zhu

This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First,…

Physics and Society · Physics 2009-11-13 Yuichi Ikeda , Hideaki Aoyama , Hiroshi Iyetomi , Yoshi Fujiwara , Wataru Souma , Taisei Kaizoji

People often learn from other's actions when they make decisions while doing online shopping. This kind of observational learning may lead to information cascades, which means agents might ignore their own signals and follow the 'trend'…

Social and Information Networks · Computer Science 2024-02-08 Yuming Han