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We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…

Statistics Theory · Mathematics 2015-03-17 Lajos Horváth , Marie Hušková , Gregory Rice , Jia Wang

This research studies the relation between money and prices and its practical implications analyzing quarterly data from United States (1959-2022), Canada (1961-2022), United Kingdom (1986-2022), and Brazil (1996-2022). The historical,…

Econometrics · Economics 2025-01-27 Jose Mauricio Gomez Julian

The electron magnetic moment,$-\mu/\mu_B = g/2 = 1.001 \, 159 \, 652 \, 180 \, 59 \, (13) \, [0.13\, \rm{ppt}]$, is determined 2.2 times more accurately than the value that stood for 14 years. The most precisely determined property of an…

Atomic Physics · Physics 2023-11-14 X. Fan , T. G. Myers , B. A. D. Sukra , G. Gabrielse

The capacity per unit cost, or equivalently minimum cost to transmit one bit, is a well-studied quantity. It has been studied under the assumption of full synchrony between the transmitter and the receiver. In many applications, such as…

Information Theory · Computer Science 2012-10-25 Venkat Chandar , Aslan Tchamkerten , David Tse

Growth rate of real GDP per capita, GDPpc, is represented as a sum of two components, a monotonically decreasing economic trend and fluctuations related to population change. The economic trend is modelled by an inverse function of GDPpc…

General Economics · Economics 2021-03-23 Ivan Kitov

The properties of money commonly referenced in the economics literature were originally identified by Jevons (1876) and Menger (1892) in the late 1800s and were intended to describe physical currencies, such as commodity money, metallic…

General Economics · Economics 2021-11-10 Isaiah Hull , Or Sattath

Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…

Statistics Theory · Mathematics 2010-11-24 Paul Rochet

We examine weak anticipations in discrete-time and continuous-time financial markets consisting of one risk-free asset and multiple risky assets, defining a minimal probability measure associated with the anticipation that does not depend…

Probability · Mathematics 2022-05-12 Geoff Lindsell

We study time-consistency questions for processes of monetary risk measures that depend on bounded discrete-time processes describing the evolution of financial values. The time horizon can be finite or infinite. We call a process of…

Probability · Mathematics 2008-12-10 Patrick Cheridito , Freddy Delbaen , Michael Kupper

Mismatch cost (MMC) is a universally applicable lower bound on the entropy production (EP) of any fixed physical process across a given time interval. In the first part of the paper, we establish results concerning MMC to prove that it…

Statistical Mechanics · Physics 2026-04-27 Abhishek Yadav , Francesco Caravelli , David Wolpert

The paper discusses the role of monetary policy when potential output depends on the inflation rate. If the intention of the central bank is to maximize actual output growth, then it has to be credibly committed to a strict inflation…

General Finance · Quantitative Finance 2014-03-26 Dominique Pepin

In this report we propose 50+ metrics which can be measured by organizations in order to identify improvements in various areas such as meeting efficiency, capacity planning or leadership skills, just to new a few. The notion of calendar…

Other Computer Science · Computer Science 2016-01-26 Zádor Dániel Kelemen , Dániel Miglász

The long-term dependence of Bitcoin (BTC), manifesting itself through a Hurst exponent $H>0.5$, is exploited in order to predict future BTC/USD price. A Monte Carlo simulation with $10^4$ geometric fractional Brownian motion realisations is…

Computational Finance · Quantitative Finance 2017-08-04 Mariusz Tarnopolski

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

In this paper, we use a variety of machine learning methods to quantify the extent to which economic and technological factors are predictive of the progression of Central Bank Digital Currencies (CBDC) within a country, using as our…

Machine Learning · Computer Science 2021-02-24 Toshiko Matsui , Daniel Perez

The estimation of project completion time is to be repeated several times in the project planning phase to reach the optimal tradeoff between time, cost, and quality. Estimation procedures provide either an interval or a point estimate. The…

Other Computer Science · Computer Science 2017-07-07 Maurizio Naldi , Marta Flamini

Bitcoin is a "crypto currency", a decentralized electronic payment scheme based on cryptography which has recently gained excessive popularity. Scientific research on bitcoin is less abundant. A paper at Financial Cryptography 2012…

Cryptography and Security · Computer Science 2014-04-11 Nicolas T. Courtois , Marek Grajek , Rahul Naik

A new idea for a binary clock is presented. It displays the time using a triangular array of 15 bits. It is shown that such a geometric, triangular arrangement is only possible because our system of time divisions is based on a sexagesimal…

History and Overview · Mathematics 2010-06-09 Joerg Pretz

A general theory of resource-bounded measurability and measure is developed. Starting from any feasible probability measure $\nu$ on the Cantor space $\C$ and any suitable complexity class $C \subseteq \C$, the theory identifies the subsets…

Computational Complexity · Computer Science 2012-02-01 Jack Lutz

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