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We empirically investigate the distributional effects of inflation on workers' unemployment tail risks using instrumental variable quantile regression. We find that supply-driven inflation disproportionately raises unemployment tail risks…

General Economics · Economics 2025-05-12 Hie Joo Ahn , Lam Nguyen

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

To the knowledge of the author, this is the first time it has been shown that interest rates that are extremely high by modern standards (100% and higher) are necessary within a zero-sum monetary system, and not just driven by greed.…

Computational Engineering, Finance, and Science · Computer Science 2018-10-02 Brian P. Hanley

Multilateral index numbers are often used to make claims about welfare, such as treating PPPs as cross-country costs of living or real incomes as indicators of living standards. However, such interpretations may not be consistent with the…

General Economics · Economics 2025-12-11 Hubert Wu

We provide investment advice for an individual who wishes to minimize her lifetime poverty, with a penalty for bankruptcy or ruin. We measure poverty via a non-negative, non-increasing function of (running) wealth. Thus, the lower wealth…

Portfolio Management · Quantitative Finance 2018-05-02 Asaf Cohen , Virginia R. Young

Automation is not a new phenomenon, and questions about its effects have long followed its advances. More than a half-century ago, US President Lyndon B. Johnson established a national commission to examine the impact of technology on the…

Robotics · Computer Science 2021-02-08 Miguel Arduengo , Luis Sentis

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…

Econometrics · Economics 2024-05-29 Maximilian Schröder

This paper investigates the optimal consumption, investment, and life insurance/annuity decisions for a family in an inflationary economy under money illusion. The family can invest in a financial market that consists of nominal bonds,…

Portfolio Management · Quantitative Finance 2024-10-29 Wenyuan Li , Pengyu Wei

General equilibrium equations in economics play the same role with many-body Newtonian equations in physics. Accordingly, each solution of the general equilibrium equations can be regarded as a possible microstate of the economic system.…

General Finance · Quantitative Finance 2015-06-18 Yong Tao

Unconventional monetary policy (UMP) may make the effective lower bound (ELB) on the short-term interest rate irrelevant. We develop a theoretical model that underpins our empirical test of this `irrelevance hypothesis' based on the simple…

General Economics · Economics 2023-11-17 Daisuke Ikeda , Shangshang Li , Sophocles Mavroeidis , Francesco Zanetti

This paper develops a sufficient-statistic formula for the unemployment gap -- the difference between the actual unemployment rate and the efficient unemployment rate. While lowering unemployment puts more people into work, it forces firms…

General Economics · Economics 2021-12-03 Pascal Michaillat , Emmanuel Saez

As AI adoption accelerates, research on its economic impacts becomes a salient source to consider for stakeholders of AI policy. Such research is however still in its infancy, and one in need of review. This paper aims to accomplish just…

General Economics · Economics 2024-12-09 Rafael Andersson Lipcsey

This is an exploration of Blockchain technology that is growing in popularity and it seems to be able to disrupt a plethora of industries. A research is being conducted to examine Blockchain potential to be adopted by enterprises from…

Computers and Society · Computer Science 2017-12-14 Theodosis Mourouzis , Chrysostomos Filipou

This paper revisits the classic instrument choice problem in a setting with consumption externalities, through the lens of robust mechanism design. A regulator can implement any incentive-compatible policy but is uncertain about how…

General Economics · Economics 2026-03-18 Zi Yang Kang

The purpose of this paper is to provide a micro-economic foundation for an argument that the direct employment by the government is more desirable than the government purchase of private goods to eliminate unemployment. A general…

Theoretical Economics · Economics 2025-04-01 Kensuke Ohtake

Money is a technology for promoting economic prosperity. Over history money has become increasingly abstract, it used to be hardware, gold coins and the like, now it is mostly software, data structures located in banks. Here I propose the…

General Finance · Quantitative Finance 2016-08-03 Ross D. King

A country's mix of products predicts its subsequent pattern of diversification and economic growth. But does this product mix also predict income inequality? Here we combine methods from econometrics, network science, and economic…

Economics · Quantitative Finance 2017-01-31 D. Hartmann , M. R. Guevara , C. Jara-Figueroa , M. Aristaran , C. A. Hidalgo

In the last decade, a large body of literature has been developed to explain the universal features of inequality in terms of income and wealth. By now, it is established that the distributions of income and wealth in various economies show…

General Finance · Quantitative Finance 2016-11-25 Anindya S. Chakrabarti , Bikas K. Chakrabarti

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…

Optimization and Control · Mathematics 2015-10-02 Monika Dryl , Agnieszka B. Malinowska , Delfim F. M. Torres

The notion that an independent central bank reduces a country's inflation is a controversial hypothesis. To date, it has not been possible to satisfactorily answer this question because the complex macroeconomic structure that gives rise to…

Econometrics · Economics 2021-05-17 Philipp F. M. Baumann , Michael Schomaker , Enzo Rossi