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Cryptocurrencies are a digital medium of exchange with decentralized control that renders the community operating the cryptocurrency its sovereign. Leading cryptocurrencies use proof-of-work or proof-of-stake to reach consensus, thus are…

General Finance · Quantitative Finance 2020-07-07 Gal Shahaf , Ehud Shapiro , Nimrod Talmon

A clear articulation of Method of Moments (MOM) Histograms is instructive and has waited 121 years since 1895. Also of interest are enabling uniform bin width (UBW) shape level sets. Mean-variance MOM uniform bin width frequency and density…

Methodology · Statistics 2016-06-16 James S. Weber

The essential interactive capacity of a discrete memoryless channel is defined in this paper as the maximal rate at which the transcript of any interactive protocol can be reliably simulated over the channel, using a deterministic coding…

Information Theory · Computer Science 2021-08-13 Assaf Ben-Yishai , Young-Han Kim , Or Ordentlich , Ofer Shayevitz

In the late 90's, after severe financial and economic crisis, accompanied by inflation and exchange rate instability, Eastern Europe emerged into two groups of countries with radically contrasting monetary regimes (Currency Boards and…

General Finance · Quantitative Finance 2013-03-26 Muhammad Khan , Mazen Kebewar , Nikolay Nenovsky

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

A dynamic model of collective consumption and saving decisions made by a finite number of agents with constant but different discount rates is developed. Collective utility is a weighted sum of individual utilities with time-varying utility…

Optimization and Control · Mathematics 2018-07-18 Luis A. Alcala

Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount…

Statistical Finance · Quantitative Finance 2015-05-13 A. Chakraborti , M. Patriarca , M. S. Santhanam

Economic indicators such as Consumer Price Index (CPI) have frequently used in predicting future economic wealth for financial policy makers of respective country. Most central banks, on guidelines of research studies, have recently adopted…

Computers and Society · Computer Science 2017-10-18 Godwin Ambukege , Godfrey Justo , Joseph Mushi

It was found in the paper that the time frames of the studied system operation depend on the research objective. In cases when it comes to problems, related to the physical movement of the input and output products, limits of the study are…

Optimization and Control · Mathematics 2015-10-15 Igor Lutsenko

This study analyzes public debts and deficits between European countries. The statistical evidence here seems in general to reveal that sovereign debts and government deficits of countries within European Monetary Unification-in average-…

General Economics · Economics 2018-07-23 Mario Coccia

We introduce EA-MD-QD, a new publicly available dataset comprising 1136 macroeconomic time series for the euro area (EA) and its ten largest member countries observed at monthly or quarterly frequency. Since January 2024, EA-MD-QD has been…

Econometrics · Economics 2025-11-21 Matteo Barigozzi , Claudio Lissona , Lorenzo Tonni

The `15-minute city' has emerged as a central paradigm in urban planning, promoting universal access to work and essential services within short travel times. Its feasibility-particularly for commuting to work-has however rarely been…

Physics and Society · Physics 2026-03-17 Marc Barthelemy

This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

Optimization and Control · Mathematics 2020-10-22 Hongwei Mei

We develop a monetary macro accounting theory (MoMaT) and its software specification for a consistent national accounting. In our money theory money functions primarily as a medium of payment for obligations and debts, not as a medium of…

General Economics · Economics 2025-06-30 Renéee Menéndez , Viktor Winschel

The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…

Computation · Statistics 2017-05-12 Youhan Fang , Yudong Cao , Robert D. Skeel

We investigate the structure of the currencies (systems of coins) for which the greedy change-making algorithm always finds an optimal solution (that is, a one with minimum number of coins). We present a series of necessary conditions that…

Combinatorics · Mathematics 2010-07-26 Michal Adamaszek , Anna Niewiarowska

The study analyzed the impact of financial inclusion on the effectiveness of monetary policy in developing countries. By using a panel data set of 10 developing countries during 2004-2020, the study revealed that the financial inclusion…

General Economics · Economics 2023-08-25 Gautam Kumar Biswas , Faruque Ahamed

This paper takes the development of China's Central bank digital currencies as a perspective, theoretically analyses the impact mechanism of the issuance and circulation of Central bank digital currencies on China's monetary policy and…

General Economics · Economics 2023-10-12 Ruimin Song , TIntian Zhao , Chunhui Zhou

We suggest employing log-ergodic processes to simulate the velocity of money in an ergodic manner. Our approach sheds light on economic behavior, policy implications, and financial dynamics by maintaining long-term stability. By bridging…

General Finance · Quantitative Finance 2024-12-13 Kiarash Firouzi , Mohammad Jelodari Mamaghani

The accumulation of knowledge required to produce economic value is a process that often relates to nations economic growth. Such a relationship, however, is misleading when the proxy of such accumulation is the average years of education.…

Econometrics · Economics 2018-07-19 Henry Laverde , Juan C. Correa , Klaus Jaffe
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