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Has broadband become a necessity good immune to price changes? Using a 15-year panel of 33 European countries (2010--2024) and two-way fixed effects with Driscoll--Kraay standard errors, we document a fundamental transformation in broadband…

Physics and Society · Physics 2025-12-29 Samir Orujov , Ilgar Ismayilov , Jeyhun Huseynzade

Today, the economy is greatly influenced by Artificial General Intelligence (AGI). The purpose of this paper is to determine the impact of the quantitative relations of AGI on the country's economic parameters. The authors use the analysis…

General Finance · Quantitative Finance 2025-06-05 Davit Gondauri

The Index of Dissimilarity (ID), widely utilized in economic literature as a measure of segregation, is inadequate for cross-country or time series studies due to its failure to account for structural variations across countries' labor…

General Economics · Economics 2025-03-05 Ana Kujundzic , Janneke Pieters

The paper analyzes the current state of the world economy and offers a short-term forecast of its development. Our analysis of log-periodic oscillations in the DJIA dynamics suggests that in the second half of 2017 the United States and…

Statistical Finance · Quantitative Finance 2016-12-30 Askar Akaev , Andrey Korotayev

We propose two specifications of a real-time mixed-frequency semi-structural time series model for evaluating the output potential, output gap, Phillips curve, and Okun's law for the US. The baseline model uses minimal theory-based…

Econometrics · Economics 2023-04-03 Thomas Hasenzagl , Filippo Pellegrino , Lucrezia Reichlin , Giovanni Ricco

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

The climate change attribution problem is addressed using empirical decomposition. Cycles in solar motion and activity of 60 and 20 years were used to develop an empirical model of Earth temperature variations. The model was fit to the…

Geophysics · Physics 2012-06-27 Craig Loehle , Nicola Scafetta

The aim of this study is to investigate quantitatively whether share prices deviated from company fundamentals in the stock market crash of 2008. For this purpose, we use a large database containing the balance sheets and share prices of…

General Finance · Quantitative Finance 2018-08-07 Taisei Kaizoji , Michiko Miyano

We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed in [1,2]. Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease)…

Other Condensed Matter · Physics 2010-05-05 M. H. Jensen , A. Johansen , F. Petroni , I. Simonsen

The study and measurement of economic resilience is ruled by high level of complexity related to the diverse structure, functionality, spatiality, and dynamics describing economic systems. Towards serving the demand of integration, this…

General Economics · Economics 2022-02-18 Dimitrios Tsiotas

This paper develops a methodology for tracking in real time the impact of shocks (such as natural disasters, financial crises or pandemics) on gross domestic product (GDP) by analyzing high-frequency electricity market data. As an…

General Economics · Economics 2020-12-09 Carlo Fezzi , Valeria Fanghella

Long-range climate forecasts use integrated assessment models to link the global economy to greenhouse gas emissions. This paper evaluates an alternative economic framework outlined in part 1 of this study (Garrett, 2014) that approaches…

General Finance · Quantitative Finance 2016-01-05 Timothy J. Garrett

This paper uses new and recently introduced mathematical techniques to undertake a data-driven study on the systemic nature of global inflation. We start by investigating country CPI inflation over the past 70 years. There, we highlight the…

Mathematical Finance · Quantitative Finance 2022-03-02 Nick James , Kevin Chin

This study downscales the population and gross domestic product (GDP) scenarios given under Shared Socioeconomic Pathways (SSPs) into 0.5-degree grids. Our downscale approach has the following features: (i) it explicitly considers spatial…

Applications · Statistics 2017-04-14 Daisuke Murakami , Yoshiki Yamagata

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

The highly detailed international trade data among all countries in the world during 1971-2000 shows that the kinds of export goods and the logarithmic GDP (gross domestic production) of a country has an S-shaped relationship. This…

General Finance · Quantitative Finance 2015-05-28 Lunchao Hu , Kailan Tian , Xin Wang , Jiang Zhang

We study the global probability distribution of energy consumption per capita around the world using data from the U.S. Energy Information Administration (EIA) for 1980-2010. We find that the Lorenz curves have moved up during this time…

Data Analysis, Statistics and Probability · Physics 2014-03-11 Scott Lawrence , Qin Liu , Victor M. Yakovenko

In economic literature, economic complexity is typically approximated on the basis of an economy's gross export structure. However, in times of ever increasingly integrated global value chains, gross exports may convey an inaccurate image…

General Economics · Economics 2020-12-11 Philipp Koch

Broadband connectivity is a key metric in today's economy. In an era of rapid expansion of the digital economy, it directly impacts GDP. Furthermore, with the COVID-19 guidelines of social distancing, internet connectivity became necessary…

Cryptography and Security · Computer Science 2021-04-02 Mayana Pereira , Allen Kim , Joshua Allen , Kevin White , Juan Lavista Ferres , Rahul Dodhia

In April 2009, we introduced a model representing the evolution of motor fuel price (a subcategory of the consumer price index of transportation) relative to the overall CPI as a linear function of time. Under our framework, all price…

General Finance · Quantitative Finance 2010-05-04 Ivan O. Kitov , Oleg I. Kitov