Related papers: Optimal Inflation Target: Insights from an Agent-B…
We study constant roll inflation systematically. This is a regime, in which the slow roll approximation can be violated. It has long been thought that this approximation is necessary for agreement with observations. However, recently it was…
We present ABIDES-Economist, an agent-based simulator for economic systems that includes heterogeneous households, firms, a central bank, and a government. Agent behavior can be defined using domain-specific behavioral rules or learned…
The simplest single-field inflation models capture all the relevant contributions to the patterns in the Cosmic Microwave Background (CMB) observed today. A key assumption in these models is that the quantum inflationary fluctuations that…
This work is focused on the study of early time cosmology and in particular on the study of inflation. After an introduction on the standard Big Bang theory, we discuss the physics of CMB and we explain how its observations can be used to…
This study aims to identify the leading of inflation indicators of monetary policy in DRC. The results reveal that the most relevant inflation indicators usually come from the monetary origin than the real sector. Variance decomposition…
This paper uses predictive densities obtained via mixed causal-noncausal autoregressive models to evaluate the statistical sustainability of Brazilian inflation targeting system with the tolerance bounds. The probabilities give an…
We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…
We consider the relationship between economic activity and intervention, including monetary and fiscal policy, using a universal dynamic framework. Central bank policies are designed for growth without excess inflation. However,…
Recently researchers have been studying various conditions as swampland criteria in cosmological implications. They have studied many inflation models with different swampland conditions. Occasionally these conjectures are modified and lead…
With recent development of artificial intelligence, it is more common to adopt AI agents in economic activities. This paper explores the economic actions of agents, including human agents and AI agents, in an economic game of trading…
Electricity market modelling is often used by governments, industry and agencies to explore the development of scenarios over differing timeframes. For example, how would the reduction in cost of renewable energy impact investments in gas…
A novel approach to quintessential inflation model building is studied, within the framework of $\alpha$-attractors, motivated by supergravity theories. Inflationary observables are in excellent agreement with the latest CMB observations,…
Large language models (LLMs) are increasingly deployed in agentic frameworks, in which prompts trigger complex tool-based analysis in pursuit of a goal. While these frameworks have shown promise across multiple domains including in finance,…
A scenario with two subsequent periods of inflationary expansion in the very early universe is examined. The model is based on a potential motivated by symmetries being found in field theory at high energy. For various parameter sets of the…
We revisit arguments that simple models of inflation with a small red tilt in the scalar power spectrum generically yield an observable tensor spectrum. We show that criteria for fine-tuning based upon the algebraic simplicity of the…
A generic non-minimal coupling can push any higher-order terms of the scalar potential sufficiently far out in field space to yield observationally viable plateau inflation. We provide analytic and numerical evidence that this generically…
Keen's model describes the dynamics between wage share, employment rate and debt ratio. In literature, the model was extended to represent the effects of inflation and also the speculative money flow. Based on the inflationary model, we…
We present our Agent-Based Market Microstructure Simulation (ABMMS), an Agent-Based Financial Market (ABFM) that captures much of the complexity present in the US National Market System for equities (NMS). Agent-Based models are a natural…
Due to universality and attractor properties, $\alpha$-attractor quintessential inflation establishes direct relations between inflationary observables such as the scalar tilt $n_s$ and the tensor-to-scalar ratio $r$, and late-time dark…
Space-based missions studying the cosmic microwave background (CMB) have progressively refined the parameter space in conventional models of inflation shortly ($\sim 10^{-37}$ seconds) after the big bang. While most inflationary scenarios…