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Existence of stochastic financial equilibria giving rise to semimartingale asset prices is established under a general class of assumptions. These equilibria are expressed in real terms and span complete markets or markets with withdrawal…

Pricing of Securities · Quantitative Finance 2008-12-02 Gordan Zitkovic

This paper presents a general solution for a recent model by Keen for endogenous money creation. The solution provides an analytic framework that explains all significant dynamical features of Keen's model and their parametric dependence,…

Computational Finance · Quantitative Finance 2013-06-28 Glenn Ierley

We investigate the dynamics of wealth inequality in an economy where households have positional preferences, with the strength of the positional concern determined endogenously by inequality of wealth distribution in the society. We…

Theoretical Economics · Economics 2021-07-02 Kirill Borissov , Nigar Hashimzade

Although very large wars remain an enduring threat in global politics, we lack a clear understanding of how some wars become large and costly, while most do not. There are three possibilities: large conflicts start with and maintain intense…

Physics and Society · Physics 2025-03-07 Aaron Clauset , Barbara F. Walter , Lars-Erik Cederman , Kristian Skrede Gleditsch

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

Preferences often change -- even in short time intervals -- due to either the mere passage of time (present-biased preferences) or changes in environmental conditions (state-dependent preferences). On the basis of the empirical findings in…

General Economics · Economics 2021-02-01 Sebastian Krügel , Matthias Uhl

To battle with economic challenges during the COVID-19 pandemic, the US government implemented various measures to mitigate economic loss. From issuance of stimulus checks to reopening businesses, consumers had to constantly alter their…

Applications · Statistics 2024-01-29 Zhiqing Yang , Youngjun Choe , Matthew Martell

We note a simple mechanism that may at least partially resolve several outstanding economic puzzles, including why the cyclically adjusted price to earnings ratio of the S&P 500 index has been oddly high for the past two decades, why gains…

Economics · Quantitative Finance 2018-02-14 Bruce Knuteson

The decision process requires information about the present state of the system, but in economy acquiring data and processing them is an expensive and time consuming process. Therefore the state of the system is measured and announced at…

Physics and Society · Physics 2007-09-21 Janusz Miskiewicz

A non-Bayesian time-varying model is developed by introducing the concept of the degree of market efficiency that varies over time. This model may be seen as a reflection of the idea that continuous technological progress alters the trading…

Statistical Finance · Quantitative Finance 2016-10-18 Mikio Ito , Akihiko Noda , Tatsuma Wada

Nowadays, it is thought that there are only two approaches to political economy: public finance and public choice; however, this research aims to introduce a new insight by investigating scholastic sources. We study the relevant classic…

General Economics · Economics 2023-06-21 Mohammadhosein Bahmanpour-Khalesi , Mohammadjavad Sharifzadeh

This paper investigates Minsky's cycles by extending the paper of stockhammer et al. (2019) with a nonlinear model to capture possible local real-financial endogenous cycles. We trace nonlinear regime changes and check the presence of…

General Economics · Economics 2025-11-07 Domenico delli Gatti , Filippo Gusella , Giorgio Ricchiuti

Economic growth depends on capital investments and on investments in education and innovation. The model introduced here will specifiy aggregate output as determined by aggregate supply of capital and education investment. After formulating…

Dynamical Systems · Mathematics 2025-12-10 Ferdinand Verhulst

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

We study the effects of financial shocks on the United States economy by using a Bayesian structural vector autoregressive (SVAR) model that exploits the non-normalities in the data. We use this method to uniquely identify the model and…

Econometrics · Economics 2020-06-08 Olli Palmén

In the pursuit of ever increasing efficiency and growth, our economies have evolved to remarkable degrees of complexity, with nested production processes feeding each other in order to create products of greater sophistication from less…

Economics · Quantitative Finance 2017-04-05 Marco Bardoscia , Giacomo Livan , Matteo Marsili

The economy in the modern world is greatly influenced by artificial intelligence (AI). This paper aims to determine the impact of AI quantitative relationships on the country's economic parameters, including GDP per Capita. Historical data…

General Economics · Economics 2025-05-20 Davit Gondauri

We use the logistic equation to model the dynamics of the GDP and the trade of the six countries with the highest GDP in the world, namely, USA, China, Japan, Germany, UK and India. From the modelling of the economic data, which are made…

Physics and Society · Physics 2022-09-27 Abhin Kakkad , Arnab K. Ray

Data describing historical economic growth are analysed. Included in the analysis is the world and regional economic growth. The analysis demonstrates that historical economic growth had a natural tendency to follow hyperbolic…

Economics · Quantitative Finance 2016-05-03 Ron W. Nielsen

We report the first ex post study of the economic impact of sea level rise. We apply two econometric approaches to estimate the past effects of sea level rise on the economy of the USA, viz. Barro type growth regressions adjusted for…

Economics · Quantitative Finance 2018-01-16 Monika Novackova , Richard S. J. Tol
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