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We study the impact of climate volatility on economic growth exploiting data on 133 countries between 1960 and 2019. We show that the conditional (ex ante) volatility of annual temperatures increased steadily over time, rendering climate…

General Finance · Quantitative Finance 2022-02-23 Piergiorgio Alessandri , Haroon Mumtaz

Galor discovered many mysteries of the growth process. He lists them in his Unified Growth Theory and wonders how they can be explained. Close inspection of his mysteries reveals that they are of his own creation. They do not exist. He…

General Finance · Quantitative Finance 2016-04-21 Ron W Nielsen

The research and development (R&D) phase is essential for fostering innovation and aligns with long-term strategies in both public and private sectors. This study addresses two primary research questions: (1) assessing the relationship…

Econometrics · Economics 2024-11-14 Davit Gondauri , Ekaterine Mikautadze

Monetary inflation is a sustained increase in the money supply than can result in price inflation, which is a rise in the general level of prices of goods and services. The objectives of this paper were to develop economic models to (1)…

General Finance · Quantitative Finance 2021-09-28 Laurence Francis Lacey

In a recent study (Garrett, 2011), I described theoretical arguments and empirical evidence showing how civilization evolution might be considered from a purely physical basis. One implication is that civilization exhibits the property of…

Physics and Society · Physics 2011-02-01 Timothy J. Garrett

UK GDP data is published with a lag time of more than a month and it is often adjusted for prior periods. This paper contemplates breaking away from the historic GDP measure to a more dynamic method using Bank Account, Cheque and Credit…

Econometrics · Economics 2021-01-19 Arunav Das

The correlation between G7 countries has been analysed on the basis of Gross Domestic Product using different distance functions i.e. discrete, linear correlation and distribution distance. The distance matrics is analysed by various graph…

Physics and Society · Physics 2012-10-03 J. Miśkiewicz , M. Ausloos

We apply the concept of Rayleigh-Jeans thermalization of classical fields for a description of the world Gross Domestic Product (GDP) distribution over countries. The thermalization appears due to a variety of interactions between countries…

Statistical Mechanics · Physics 2025-12-09 Klaus M. Frahm , Dima L. Shepelyansky

We analyze the fluctuations in the gross domestic product (GDP) of 152 countries for the period 1950--1992. We find that (i) the distribution of annual growth rates for countries of a given GDP decays with ``fatter'' tails than for a…

Statistical Mechanics · Physics 2009-10-31 Youngki Lee , Luis A. N. Amaral , David Canning , Martin Meyer , H. Eugene Stanley

Each individual in society experiences an evolution of their income during their lifetime. Macroscopically, this dynamics creates a statistical relationship between age and income for each society. In this study, we investigate income…

General Economics · Economics 2022-02-01 Fatih Ozhamaratli , Oleg Kitov , Paolo Barucca

This paper considers an often forgotten relationship, the time delay between a cause and its effect in economies and finance. We treat the case of Foreign Direct Investment (FDI) and economic growth, - measured through a country Gross…

General Finance · Quantitative Finance 2019-05-07 Marcel Ausloos , Ali Eskandary , Parmjit Kaur , Gurjeet Dhesi

A practical statistical analysis on the regional populations and GDPs of China is conducted. The result shows that the distribution of the populations and that of the GDPs obeys the shifted power law, respectively. To understand these…

Physics and Society · Physics 2018-02-14 Jie Huo , Xu-Ming Wang , Rui Hao , Peng Wang

A standard growth model is modified in a straightforward way to incorporate what Keynes (1936) suggests in the "essence" of his general theory. The theoretical essence is the idea that exogenous changes in investment cause changes in…

Econometrics · Economics 2018-06-13 Mina Mahmoudi , Mark Pingle

Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR,…

General Economics · Economics 2019-08-20 Juehui Shi

Ormerod and Mounfield analysed GDP data of 17 leading capitalist economies from 1870 to 1994 and concluded that the frequency of the duration of recessions is consistent with a power-law. But in fact the data is consistent with an…

Condensed Matter · Physics 2011-03-24 Ian Wright

Economic growth and the growth of human population in the past 2,000,000 years are extensively examined. Data are found to be in a clear contradiction of the currently accepted explanations of the mechanism of growth, which revolve around…

Economics · Quantitative Finance 2017-10-06 Ron W. Nielsen

Data for many nations show a long-run increase, over many decades, of income, indexed by GDP per capita, and population health, indexed by mortality or life expectancy at birth (LEB). However, the short-run and long-run relationships…

General Economics · Economics 2025-06-24 José A. Tapia Granados , Edward L. Ionides

This paper develops a mixed frequency vector autoregressive (MF-VAR) model to produce nowcasts and historical estimates of monthly real state-level GDP for the 50 U.S. states, plus Washington DC, from 1964 through the present day. The…

Econometrics · Economics 2025-01-09 Gary Koop , Stuart McIntyre , James Mitchell , Aristeidis Raftapostolos

We extend the existing growth-at-risk (GaR) literature by examining a long time period of 130 years in a time-varying parameter regression model. We identify several important insights for policymakers. First, both the level as well as the…

General Economics · Economics 2023-02-20 Martin Gächter , Elias Hasler , Florian Huber

We study the relationship between foreign debt and GDP growth using a panel dataset of 50 countries from 1997 to 2015. We find that economic growth correlates positively with foreign debt and that the relationship is causal in nature by…

General Economics · Economics 2022-11-08 Tomoo Kikuchi , Satoshi Tobe
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