Related papers: Interest Rates and Inflation
Picking out DBI scalar field as inflation, the slow-rolling inflationary scenario is studied by attributing an exponential time function to scale factor; known as intermediate inflation. The perturbation parameters of the model are…
The aim of this thesis is to analyze and renovate few main-stream models on inflation derivatives. In the first chapter of the thesis, concepts of financial instruments and fundamental terms are introduced, such as coupon bond,…
The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic differential equations of the successive…
We propose a class of inflation models in which the coefficient of the inflaton kinetic term rapidly changes with energy scale. This may occur especially if the inflaton moves over a long distance during inflation as in the case of…
We generalize Integration-By-Parts (IBP) and differential equations methods to de Sitter correlators related to inflation. While massive correlators in de Sitter spacetime are usually regarded as highly intricate, we find they have…
Both inflation and unemployment inflict social losses. When a tradeoff exists between the two, what would be the best combination of inflation and unemployment? A well known approach in economics to address this question consists to write…
This article presents evidence based on a panel of 35 countries over the past 30 years that the Phillips curve relation holds for food inflation. That is, broader economic overheating does push up the food component of the CPI in a…
We study a class of generalized inflation models in which the inflaton is coupled to the Ricci scalar by a general $f(\phi, R)$ term. The scalar power spectrum, the spectral index, the running of the spectral index, the tensor mode spectrum…
The expansion rate of `Intermediate inflation' lies between the exponential and power law expansion but corresponding accelerated expansion does not start at the onset of cosmological evolution. Present study of `Intermediate inflation'…
By applying a particular kind of modified gravity, we study the inflation. Precisely, we extend our investigations beyond the Einstein's gravity to explore the Natural inflation model via the term $F(\phi)T$. We compute the inflation…
The paper uses functional auto-regression to predict the dynamics of interest rate curve. It estimates the auto-regressive operator by extending methods of the reduced-rank auto-regression to the functional data. Such an estimation…
We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…
We study inflationary models where the kinetic sector of the theory has a non-linearly realised symmetry which is broken by the inflationary potential. We distinguish between kinetic symmetries which non-linearly realise an internal or…
We analyze the forces that explain inflation using a panel of 122 countries from 1997 to 2015 with 37 regressors. 98 models motivated by economic theory are compared to a gradient boosting algorithm, non-linearities and structural breaks…
Assessing the contribution of various risk factors to future inflation risks was crucial for guiding monetary policy during the recent high inflation period. However, existing methodologies often provide limited insights by focusing solely…
In this paper, we study a realistic model of quintessential inflation with radiation and matter. By the analysis of the dynamical system and numerical work about the evolution of the equation of state and cosmic density parameter, we show…
An innovative method is proposed to construct a quantile dependence system for inflation and money growth. By considering all quantiles and leveraging a novel notion of quantile sensitivity, the method allows the assessment of changes in…
We analyze two possible vector-field models using the techniques of dynamical systems. The first model involves a U(1)-vector field and the second a triad of SU(2)-vector fields. Both models include a gauge-fixing term and a power-law…
The Journal Impact Factor (IF), as a core indicator of academic evaluation, has not been systematically studied in relation to its historical evolution and global macroeconomic environment. This paper employs a period-based regression…
A pressing problem in comparing inflationary models with observation is the accurate calculation of correlation functions. One approach is to evolve them using ordinary differential equations ("transport equations"), analogous to the…