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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 follow up on the study of correlations between GDP's of rich countries. We analyze web-downloaded data on GDP that we use as individual wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP.…

Physics and Society · Physics 2012-09-25 M. Ausloos , R. Lambiotte

Several studies have established the predictive power of the yield curve in terms of real economic activity. In this paper we use data for a variety of E.U. countries: both EMU (Germany, France, Italy) and non-EMU members (Sweden and the…

General Finance · Quantitative Finance 2010-05-11 Periklis Gogas , Ioannis Pragidis

I examine global recessions as a cascade phenomenon. In other words, how recessions arising in one or more countries might percolate across a network of connected economies. A heterogeneous agent based model is set up in which the agents…

General Finance · Quantitative Finance 2008-12-02 Paul Ormerod

The evolution of inflation, p(t), and unemployment, UE(t), in Japan has been modeled. Both variables were represented as linear functions of the change rate of labor force, dLF/LF. These models provide an accurate description of…

General Finance · Quantitative Finance 2010-02-02 Ivan O. Kitov

The Ward et al. (2016) Plos-One paper is an important, heavily-cited paper in the decoupling literature. The authors present evidence of 1990-2015 growth in material and energy consumption and GDP at a world level, and for selected…

General Economics · Economics 2024-01-23 Hervé Bercegol , Paul E. Brockway

In order to investigate whether government regulations against corruption can affect the economic growth of a country, we analyze the dependence between Gross Domestic Product (GDP) per capita growth rates and changes in the Corruption…

General Finance · Quantitative Finance 2009-11-13 Boris Podobnik , Jia Shao , Djuro Njavro , Plamen Ch. Ivanov , H. Eugene Stanley

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

We re-estimate statistical properties and predictive power of a set of Phillips curves, which are expressed as linear and lagged relationships between the rates of inflation, unemployment, and change in labour force. For France, several…

General Finance · Quantitative Finance 2013-11-06 Ivan Kitov , Oleg Kitov

The transition of several East and Central European countries and the countries of the Former Soviet Union from the socialist economic system to the capitalist one is studied. A recently developed microeconomic model for the personal income…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov

During the last decades particular effort has been directed towards understanding and predicting the relevant state of the business cycle with the objective of decomposing permanent shocks from those having only a transitory impact on real…

Applications · Statistics 2014-11-19 Mauro Bernardi , Antonio Di Ruggiero

The gross domestic product (GDP) is the most widely used indicator in macroeconomics and the main tool for measuring a country's economic output. Due to the diversity and complexity of the world economy, a wide range of models have been…

Machine Learning · Computer Science 2024-10-18 Tianyi Wang , Rodney Beard , John Hawkins , Rohitash Chandra

The original SCR theory proposed that inflation has two distinct expressions: circulation inflation, measured by rising transaction prices, and reservation inflation, measured by the rising real weight of monetary symbols, debt contracts,…

General Economics · Economics 2026-04-30 Ran Huang

GDP is a vital measure of a country's economic health, reflecting the total value of goods and services produced. Forecasting GDP growth is essential for economic planning, as it helps governments, businesses, and investors anticipate…

General Economics · Economics 2024-09-05 Huaqing Xie , Xingcheng Xu , Fangjia Yan , Xun Qian , Yanqing Yang

We develop a medium-size semi-structural time series model of inflation dynamics that is consistent with the view - often expressed by central banks - that three components are important: a trend anchored by long-run expectations, a…

Econometrics · Economics 2025-03-12 Thomas Hasenzagl , Filippo Pellegrino , Lucrezia Reichlin , Giovanni Ricco

This paper examines the monetary policies the Federal Reserve implemented in response to the Global Financial Crisis. More specifically, it analyzes the Federal Reserve's quantitative easing (QE) programs, liquidity facilities, and forward…

General Economics · Economics 2023-05-23 Arnaud Cedric Kamkoum

For those concerned with the long-term value of their accounts, it can be a challenge to plan in the present for inflation-adjusted economic growth over coming decades. Here, I argue that there exists an economic constant that carries…

General Finance · Quantitative Finance 2012-11-14 Timothy J. Garrett

The dependence of world GDP on current energy consumption and total energy produced over the previous period and materialized in the form of production infrastructure is studied. The dependence describes empirical data with high accuracy…

General Economics · Economics 2020-06-16 Boris M. Dolgonosov

This paper examines the drivers of CPI inflation through the lens of a simple, but computationally intensive machine learning technique. More specifically, it predicts inflation across 20 advanced countries between 2000 and 2021, relying on…

General Economics · Economics 2023-01-03 Emanuel Kohlscheen

The disaggregated time-series for the Consumer Price Index (CPI) often exhibits exact zero price changes, stemming from structural features of the data collection process. However, the currently prominent stochastic volatility model of…

Methodology · Statistics 2026-03-04 Geonhee Han , Kaoru Irie