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We study a monetary version of the Keen model by merging two alternative extensions, namely the addition of a dynamic price level and the introduction of speculation. We recall and study old and new equilibria, together with their local…

General Finance · Quantitative Finance 2014-12-24 Matheus Grasselli , Adrien Nguyen Huu

I propose an approach to quantify attention to inflation in the data and show that the decrease in the volatility and persistence of U.S. inflation after the Great Inflation period was accompanied by a decline in the public's attention to…

General Economics · Economics 2023-10-24 Oliver Pfäuti

A guiding principle for data reduction in statistical inference is the sufficiency principle. This paper extends the classical sufficiency principle to decentralized inference, i.e., data reduction needs to be achieved in a decentralized…

Information Theory · Computer Science 2015-06-16 Ge Xu , Shengyu Zhu , Biao Chen

We study the distributional implications of uncertainty shocks by developing a model that links macroeconomic aggregates to the US distribution of earnings and consumption. We find that: initially, the fraction of low-earning workers…

General Economics · Economics 2024-11-20 Florian Huber , Massimiliano Marcellino , Tommaso Tornese

The adoption of a "makeup" strategy is one of the proposals in the ongoing review of the Fed's monetary policy framework. Another suggestion, to avoid the zero lower bound, is a more active role for fiscal policy. We put together these…

General Economics · Economics 2020-10-29 Guido Ascari , Anna Florio , Alessandro Gobbi

In a globalised world, inflation in a given country may be becoming less responsive to domestic economic activity, while being increasingly determined by international conditions. Consequently, understanding the international sources of…

Econometrics · Economics 2024-10-30 Ignacio Garrón , C. Vladimir Rodríguez-Caballero , Esther Ruiz

Decentralized finance (DeFi) lacks centralized oversight, often resulting in heightened volatility. In contrast, centralized finance (CeFi) offers a more stable environment with institutional safeguards. Institutional backing can play a…

Computational Finance · Quantitative Finance 2025-12-23 Ihlas Sovbetov

Growth-at-Risk has recently become a key measure of macroeconomic tail-risk, which has seen it be researched extensively. Surprisingly, the same cannot be said for Inflation-at-Risk where both tails, deflation and high inflation, are of key…

Econometrics · Economics 2024-08-23 Tibor Szendrei , Arnab Bhattacharjee

We use a controlled laboratory experiment to study the causal impact of income decreases within a time period on redistribution decisions at the end of that period, in an environment where we keep fixed the sum of incomes over the period.…

General Economics · Economics 2021-07-08 Nickolas Gagnon , Riccardo D. Saulle , Henrik W. Zaunbrecher

We propose data-driven decentralized control algorithms for stabilizing interconnected systems. We first derive a data-driven condition to synthesize a local controller that ensures the dissipativity of the local subsystems. Then, we…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Taiki Nakano , Ahmed Aboudonia , Jaap Eising , Andrea Martinelli , Florian Dörfler , John Lygeros

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

When agents' information is imperfect and dispersed, existing measures of macroeconomic uncertainty based on the forecast error variance have two distinct drivers: the variance of the economic shock and the variance of the information…

Econometrics · Economics 2023-02-06 Luca Gambetti , Dimitris Korobilis , John Tsoukalas , Francesco Zanetti

Slow-roll inflation generically makes several predictions: a flat Universe, primordial adiabatic density perturbations, and a stochastic gravity-wave background. Each inflation model will further predict specific relations between the…

Astrophysics · Physics 2007-05-23 Marc Kamionkowski

This paper aims to estimate the impact of economic and financial crises on the unemployment rate in the European Union, taking also into consideration the institutional specificities, since unemployment was the main channel through which…

General Economics · Economics 2020-07-24 Ionut Jianu

Soft colloids allow to explore high density states well beyond random close packing. An important open question is whether softness controls the dynamics under these dense conditions. While experimental works reported conflicting results,…

Soft Condensed Matter · Physics 2021-06-08 Nicoletta Gnan , Emanuela Zaccarelli

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…

Computational Finance · Quantitative Finance 2015-09-23 Henry Ngongo

Securitization has become prevalent in many countries, and has substantial impact on government monetary policy and fiscal policy which have not yet been adequately analyzed in the existing literature. This article develops optimal…

General Finance · Quantitative Finance 2020-05-05 Michael C. Nwogugu

We provide a theoretical framework to examine how carbon pricing policies influence inflation and to estimate the policy-driven impact on goods prices from achieving net-zero emissions. Firms control emissions by adjusting production,…

General Economics · Economics 2025-01-29 René Aïd , Maria Arduca , Sara Biagini , Luca Taschini

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 study explores the relationship between political stability and inflation in four South Asian countries, employing panel data spanning from 2001 to 2021. To analyze this relationship, the study utilizes the dynamic ordinary least…

General Economics · Economics 2023-10-13 Ummya Salma , Md. Fazlul Huq Khan