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This paper constructs internationally consistent measures of macroeconomic uncertainty. Our econometric framework extracts uncertainty from revisions in data obtained from standardized national accounts. Applying our model to post-WWII…

Econometrics · Economics 2021-01-01 Andreas Dibiasi , Samad Sarferaz

We extend in a minimal way the stylized model introduced in in "Tipping Points in Macroeconomic Agent Based Models" [JEDC 50, 29-61 (2015)], with the aim of investigating the role and efficacy of monetary policy of a `Central Bank' that…

Economics · Quantitative Finance 2020-04-20 Stanislao Gualdi , Marco Tarzia , Francesco Zamponi , Jean-Philippe Bouchaud

This paper reviews the research on the impacts of incarceration on crime. Where data availability permits, reviewed studies are replicated and reanalyzed. Among three dozen studies I reviewed, I obtained or reconstructed the data and code…

General Economics · Economics 2020-07-21 David Roodman

This paper proposes a model of tax compliance and fiscal capacity grounded in universalization reasoning. Citizens partially internalize the consequences of concealment by imagining a world in which everyone acted similarly, linking their…

General Economics · Economics 2026-04-23 Esteban Muñoz-Sobrado

This paper studies how a large increase in the price level is transmitted to the real economy through firm balance sheets. Using newly digitized macro- and micro-level data from the German inflation of 1919-1923, we show that inflation led…

General Economics · Economics 2025-09-17 Markus K. Brunnermeier , Sergio Correia , Stephan Luck , Emil Verner , Tom Zimmermann

This paper investigates the impact of decentralizing inventory decision-making in multi-establishment firms using data from a large retail chain. Analyzing two years of daily data, we find significant heterogeneity among the inventory…

Econometrics · Economics 2023-07-13 Victor Aguirregabiria , Francis Guiton

Recent results from cosmic microwave background (CMB) experiments verify several of the predictions of inflation, while ruling out a number of alternative structure-formation scenarios. Given the successes of the theory, the obvious next…

Astrophysics · Physics 2007-05-23 Marc Kamionkowski

The instability of the financial system as experienced in recent years and in previous periods is often linked to credit defaults, i.e., to the failure of obligors to make promised payments. Given the large number of credit contracts, this…

Risk Management · Quantitative Finance 2015-06-17 Thilo A. Schmitt , Desislava Chetalova , Rudi Schäfer , Thomas Guhr

As humanity is becoming increasingly confronted by Earth's finite biophysical limits, there is increasing interest in questions about the stability and equitability of a zero-growth capitalist economy, most notably: if one maintains a…

Economics · Quantitative Finance 2017-11-08 Adam B. Barrett

We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification and heterogeneous investments using a random matrix dynamical…

Risk Management · Quantitative Finance 2025-02-03 Preben Forer , Barak Budnick , Pierpaolo Vivo , Sabrina Aufiero , Silvia Bartolucci , Fabio Caccioli

This document offers a synthesis of recent economic literature on three interconnected areas of labor markets: informality, the effects of the minimum wage, and monopsony power. Through the consolidation and meta-analysis of findings from…

Theoretical Economics · Economics 2025-09-26 Ricardo Alonzo Fernandez Salguero

Novel blockchain technology provides the infrastructure layer for the creation of decentralized appli-cations. A rapidly growing ecosystem of applications is built around financial services, commonly referred to as decentralized finance.…

General Finance · Quantitative Finance 2021-02-25 Johannes Rude Jensen , Victor von Wachter , Omri Ross

In this review, we evaluate the mechanisms behind the decentralized finance protocols for generating stable, passive income. Currently, such savings interest rates can be as high as 20% annually, payable in traditional currency values such…

Computers and Society · Computer Science 2021-08-16 Hakwan Lau , Stephen Tse

Three traits of decentralized finance are studied. First, the market impact function is derived for optimal-growth liquidity providers. For a standard random walk, the classic square-root impact is recovered. An extension is then derived to…

Portfolio Management · Quantitative Finance 2026-01-19 B. K. Meister

In this paper, we construct an analytical model of the data economy with empirical evidence to explain the nexus between dataization and technological progress in general equilibrium. Data originates from the dataization of firm total…

Theoretical Economics · Economics 2026-05-22 Yongheng Hu

Financial markets are undergoing an unprecedented transformation. Technological advances have brought major improvements to the operations of financial services. While these advances promote improved accessibility and convenience,…

Trading and Market Microstructure · Quantitative Finance 2023-12-05 Agostino Capponi , Garud Iyengar , Jay Sethuraman

Decentralization is a fundamental design element of the Web3 economy. Blockchains and distributed consensus mechanisms are touted as fault-tolerant, attack-resistant, and collusion-proof because they are decentralized. Recent analyses,…

Networking and Internet Architecture · Computer Science 2026-04-15 Harang Ju , Madhav Kumar , Ehsan Valavi , Sinan Aral

We show that a large effective number of commodities can be a source of equilibrium stability and uniqueness: expanding substitution opportunities strengthens aggregate substitution effects. We study finite dated-commodity exchange…

Theoretical Economics · Economics 2026-05-05 Xinyang Wang

This paper investigates the evolving landscape of decentralized finance (DeFi) by examining its foundational concepts, research trends, and ecosystem. A bibliometric analysis was conducted to identify thematic clusters and track the…

Computational Engineering, Finance, and Science · Computer Science 2024-12-03 Carlos J. Costa

Inflation provides a unified paradigm for understanding the isotropy of the cosmic microwave background (CMB), the flatness problem, and the origin of large-scale structure. Although the physics responsible for inflation is not yet well…

Astrophysics · Physics 2015-06-24 Marc Kamionkowski