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Most of the analytical techniques used in the business cycle synchronisation literature rely upon the estimation of an empirical correlation matrix of time series data of macroeconomic aggregates, real GDP usually being the key variable.…

Statistical Finance · Quantitative Finance 2008-12-02 Paul Ormerod

There has been a long-running debate in Information Technology (IT) and economics literature about the contrary arguments of IT concerning digitalization and the economic growth of nations. While many empirical studies have shown a…

Computers and Society · Computer Science 2022-12-07 Mahikala Niranga , Darshana Sedera , Golam Sorwar

Macroeconomic factors have a critical impact on banking credit risk, which cannot be directly controlled by banks, and therefore, there is a need for an early credit risk warning system based on the macroeconomy. By comparing different…

Information Retrieval · Computer Science 2024-01-29 Hemlata Sharma , Aparna Andhalkar , Oluwaseun Ajao , Bayode Ogunleye

The European Union (EU) has long favored a risk-based approach to regulation. Such an approach is also used in recent cyber security legislation enacted in the EU. Risks are also inherently related to compliance with the new legislation.…

Cryptography and Security · Computer Science 2025-09-01 Jukka Ruohonen , Jesper Løffler Nielsen , Jakub Skórczynski

We recall the historically admitted prerequisites of Economic Freedom (EF). We have examined 908 data points for the Economic Freedom of the World (EFW) index and 1884 points for the Index of Economic Freedom (IEF); the studied periods are…

General Economics · Economics 2022-01-25 Marcel Ausloos , Philippe Bronlet

Did sovereign default risk affect macroeconomic activity through firms' access to credit during the European sovereign debt crisis? We investigate this question by a estimating a structural panel vector autoregressive model for Italy,…

General Economics · Economics 2020-09-17 Olli Palmén

This summarizes the study of the financial and economic crisis in Europe. The starting questions were: 1) Why do we have a crisis? Unde venis? 2) What will be the outcome? Quo vadis? Here is the reasoning which touches many areas, ranging…

General Finance · Quantitative Finance 2013-06-11 Peter Stallinga

The aim of this study is to contribute to the theory of exogenous economic shocks and their equivalents in an attempt to explain business cycle fluctuations, which still do not have a clear explanation. To this end the author has developed…

General Economics · Economics 2019-12-20 Shteryo Nozharov

Estimating the effects of climate on economic output is crucial for formulating climate policy, but current empirical findings remain ambiguous. Using annual panel model and panel long-difference model with global subnational data from…

General Economics · Economics 2025-05-26 Jinchi Dong , Richard S. J. Tol , Jinnan Wang

Development and growth are complex and tumultuous processes. Modern economic growth theories identify some key determinants of economic growth. However, the relative importance of the determinants remains unknown, and additional variables…

General Economics · Economics 2018-12-05 Angelica Sbardella , Emanuele Pugliese , Andrea Zaccaria , Pasquale Scaramozzino

The integration of Central and Eastern European (CEE) countries into the European Economic Area serves as a valuable experiment for the regional economic development theory. The long-lasting convergence of these economies with more advanced…

Statistical Finance · Quantitative Finance 2025-10-07 Lesya Kolinets , Vygintas Gontis

This study uses Vector Autoregression (VAR) Methodology as well as Vector Error Correction (VEC) Methodology to examine the existence and direction of causality between economic growth and IMF lending for Ukraine. The paper examines the IMF…

Economics · Quantitative Finance 2015-09-08 Roman Kononenko

This paper analyzes the relation between bank profit performance and business models. Using a machine learning-based approach, we propose a methodological strategy in which balance sheet components' contributions to profitability are the…

General Economics · Economics 2024-01-24 F. Bolivar , Miguel A. Duran , A. Lozano-Vivas

Enterprise financial risk analysis aims at predicting the future financial risk of enterprises. Due to its wide and significant application, enterprise financial risk analysis has always been the core research topic in the fields of Finance…

Risk Management · Quantitative Finance 2026-03-26 Huaming Du , Cancan Feng , Yuqian Lei , Chenyang Zhang , Guisong Liu , Gang Kou , Carl Yang , Yu Zhao

We analyse a multiplex of networks between OECD countries during the decade 2002-2010, which consists of five financial layers, given by foreign direct investment, equity securities, short-term, long-term and total debt securities, and five…

General Finance · Quantitative Finance 2016-02-17 Franco Ruzzenenti , Andreas Joseph , Elisa Ticci , Pietro Vozzella , Giampaolo Gabbi

The European Union and Eurozone present an inquisitive case of strongly interconnected network with high degree of dependence among nodes. This research focused on investment network of European Union and its major trading partners for…

General Finance · Quantitative Finance 2018-01-01 Muhammad Mohsin Hakeem , Ken-ichi Suzuki

This paper aims to review the different impacts of income inequality drivers on the Gini coefficient, depending on institutional specificities. In this context, we divided the European Union member states in two clusters (the cluster of…

We extend the existing growth-at-risk (GaR) literature by examining a long time period of 130 years in a time-varying parameter regression model. We identify several important insights for policymakers. First, both the level as well as the…

General Economics · Economics 2023-02-20 Martin Gächter , Elias Hasler , Florian Huber

We review economic research regarding the decision making processes of individuals in economics, with a particular focus on papers which tried analyzing factors that affect decision making with the evolution of the history of economic…

General Economics · Economics 2020-12-08 Amitesh Saha

Investment in research and development is a key factor in increasing countries' competitiveness. However, its impact can potentially be broader and include other socially relevant elements like job quality. In effect, the quantity of…

General Economics · Economics 2021-01-12 Fernando Almeida , Nelson Amoedo