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Strong empirical evidence from laboratory experiments, and more recently from population surveys, shows that individuals, when evaluating their situations, pay attention to whether they experience gains or losses, with losses weighing more…

Theoretical Economics · Economics 2025-10-17 Martyna Kobus , Radosław Kurek , Thomas Parker

We propose a stylized model of a complex economy to explore the economic tradeoffs imposed by the so called "green transition" -- the shift towards more sustainable production paradigms -- using tools from the Statistical Mechanics of…

Physics and Society · Physics 2025-08-06 Filippo Marcuccini , Giacomo Livan

Studies of micro-level price datasets find more frequent small price increases than decreases, which can be explained by consumer inattention because time-constrained shoppers might ignore small price changes. Recent empirical studies of…

General Economics · Economics 2025-06-27 Daniel Levy , Haipeng , Chen , Sourav Ray , Elliot Charette , Xiao Ling , Weihong Zhao , Mark Bergen , Avichai Snir

The COVID-19 pandemic has forced changes in production and especially in human interaction, with "social distancing" a standard prescription for slowing transmission of the disease. This paper examines the economic effects of social…

Theoretical Economics · Economics 2021-06-18 Alfredo D. Garcia , Christopher A. Hartwell , Martín Andrés Szybisz

We revisit the effects of short-ranged random quenched disorder on the universal scaling properties of the classical $N$-vector model with cubic anisotropy. We set up the nonconserved relaxational dynamics of the model, and study the…

Statistical Mechanics · Physics 2020-09-22 Sudip Mukherjee , Abhik Basu

Standard macroeconomic models assume that households are rational in the sense that they are perfect utility maximizers, and explain economic dynamics in terms of shocks that drive the economy away from the stead-state. Here we build on a…

General Economics · Economics 2019-07-05 Yuki M. Asano , Jakob J. Kolb , Jobst Heitzig , J. Doyne Farmer

Do workers always work more for more? We investigate how intertemporal and uncompensated labor supply decisions change across observational and experimental windows, within the same workers. Combining a real-effort emoji-counting experiment…

General Economics · Economics 2026-05-29 Mattia Adamo , Michele Cantarella

We consider stochastic electro-mechanical dynamics of an overdamped power system in the vicinity of the saddle-node bifurcation associated with the loss of global stability such as voltage collapse or phase angle instability. Fluctuations…

Physics and Society · Physics 2016-11-18 Dmitry Podolsky , Konstantin Turitsyn

The response threshold model explains the emergence of division of labor (i.e., task specialization) in an unstructured population by assuming that the individuals have different propensities to work on different tasks. The incentive to…

Populations and Evolution · Quantitative Biology 2024-04-29 José F. Fontanari , Viviane M. de Oliveira , Paulo R. A. Campos

Heteroscedasticity -- where the variance of a variable changes with other variables -- is pervasive in real data, and elucidating why it arises from the perspective of statistical moments is crucial in scientific knowledge discovery and…

Machine Learning · Statistics 2026-05-28 Yoichi Chikahara

This paper investigates the time-varying impacts of international macroeconomic uncertainty shocks. We use a global vector autoregressive specification with drifting coefficients and factor stochastic volatility in the errors to model six…

Econometrics · Economics 2019-12-18 Michael Pfarrhofer

There are numerous geo-climatic and human factors that contribute to the occurrence of natural disasters in the real-world scenario. Besides the study of causes and preconditions of such calamities, post-disaster analysis is essential for…

Numerical Analysis · Mathematics 2022-05-26 Sukeerthi Mandyam , Shanmuga Priya , Shalini Suresh , Kavitha Srinivasan

Eradicating extreme poverty and inequality are the key leverage points to achieve the seventeen Sustainable Development goals. Yet, the reduction in extreme poverty and inequality are vulnerable to shocks such as the pandemic and climate…

General Economics · Economics 2026-05-12 Charles Dupont , Debraj Roy

All economies require physical resource consumption to grow and maintain their structure. The modern economy is additionally characterized by private debt. The Human and Resources with MONEY (HARMONEY) economic growth model links these…

Theoretical Economics · Economics 2021-06-07 Carey W. King

I devise a novel approach to evaluate the effectiveness of fiscal policy in the short run with multi-category treatment effects and inverse probability weighting based on the potential outcome framework. This study's main contribution to…

Econometrics · Economics 2020-08-11 Koiti Yano

We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…

Statistical Mechanics · Physics 2013-10-29 Carlos P. Espigares , Pedro L. Garrido , Pablo I. Hurtado

This paper provides the first causal evidence that credit supply expansion caused the 1999-2010 U.S. business cycle mainly through the channel of household leverage (debt-to-income ratio). Specifically, induced by net export growth, credit…

General Finance · Quantitative Finance 2024-07-03 Bo Li

By borrowing methods from complex system analysis, in this paper we analyze the features of the complex relationship that links the development and the industrialization of a country to economic inequality. In order to do this, we identify…

General Economics · Economics 2019-09-10 Angelica Sbardella , Emanuele Pugliese , Luciano Pietronero

Several studies have established the predictive power of the yield curve in terms of real economic activity. In this paper we use data for a variety of E.U. countries: both EMU (Germany, France, Italy) and non-EMU members (Sweden and the…

General Finance · Quantitative Finance 2010-05-11 Periklis Gogas , Ioannis Pragidis

The financial markets are understood as complex dynamical systems whose dynamics is analysed mostly using nonstationary and brief data sets that usually come from stock markets. For such data sets, a reliable method of analysis is based on…

Statistical Finance · Quantitative Finance 2022-11-23 Krishnadas M. , K. P. Harikrishnan , G. Ambika