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Recessions are periods in which the least productive firms in the economy exit, and as the economy recovers, they are replaced by new and more productive entrants. These cleansing effects improve the average firm productivity. At the same…

General Economics · Economics 2026-02-16 Igli Bajo , Frederik H. Bennhoff , Alessandro Ferrari

Data from national accounts show no effect of change in net saving or consumption, in ratio to market-value capital, on change in growth rate of market-value capital (capital acceleration). Thus it appears that capital growth and…

General Economics · Economics 2026-03-31 Gordon Getty , Nikita Tkachenko

Currency crises are frequently discussed retrospectively as a necessary and deterministic outcome of a finite sequence of fiscal decisions, monetary manoeuvres, and limited exogenous inputs. Parallelly, the Twin Deficits Hypothesis (TDH)…

General Economics · Economics 2025-10-09 Shaunak Kulkarni , Rohan Ajay Dubey

The interest rates (or nominal yields) can be negative, this is an unavoidable fact which has already been visible during the Great Depression (1929-39). Nowadays we can find negative rates easily by e.g. auditing. Several theoretical and…

Pricing of Securities · Quantitative Finance 2016-01-12 Jozef Kiselak , Philipp Hermann , Milan Stehlik

Due to the variety of corporate risks in turmoil markets and the consequent financial distress especially in COVID-19 time, this paper investigates corporate resilience and compares different types of resilience that can be potential…

Risk Management · Quantitative Finance 2024-03-26 Elham Daadmehr

The public debt and deficit ceilings of the Maastricht Treaty are the subject of recurring controversy. First, there is debate about the role and impact of these criteria in the initial phase of the introduction of the single currency.…

Econometrics · Economics 2018-07-23 Theo Peeters

We analyze the forces that explain inflation using a panel of 122 countries from 1997 to 2015 with 37 regressors. 98 models motivated by economic theory are compared to a gradient boosting algorithm, non-linearities and structural breaks…

Applications · Statistics 2022-09-01 Philipp F. M. Baumann , Enzo Rossi , Alexander Volkmann

We develop a mathematical model to describe the persistence of rule-breaking behaviors in societies, such as traffic violations, disregard for legal restrictions and other forms of noncompliance. Using a replicator-type dynamics with…

Physics and Society · Physics 2026-05-27 Nuno Crokidakis

It is commonly believed that financial crises "lead to" lower growth of a country during the two-year recession period, which can be reflected by their post-crisis GDP growth. However, by contrasting a causal model with a standard…

Econometrics · Economics 2022-11-14 Kaiwen Hou , David Hou , Yang Ouyang , Lulu Zhang , Aster Liu

We study a credit risk model which captures effects of economic interactions on a firm's default probability. Economic interactions are represented as a functionally defined graph, and the existence of both cooperative, and competitive,…

Physics and Society · Physics 2009-11-11 J. P. L. Hatchett , R. Kuehn

Inequality and its consequences are the subject of intense recent debate. Using a simplified model of the economy, we address the relation between inequality and liquidity, the latter understood as the frequency of economic exchanges.…

Economics · Quantitative Finance 2016-08-03 João Pedro Jerico , François P. Landes , Matteo Marsili , Isaac Pérez Castillo , Valerio Volpati

An interbank market lets participants pool the risk arising from the combination of illiquid investments and random withdrawals by depositors. But it also creates the potential for one bank's failure to trigger off avalanches of further…

Disordered Systems and Neural Networks · Physics 2009-11-07 Giulia Iori , Saqib Jafarey

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

Product diversity, which is highly important in economic systems, has been highlighted by recent studies on international trade. We found an empirical pattern, designated as the "S-shaped curve", that models the relationship between…

Physics and Society · Physics 2015-06-15 Hongmei Lei , Jiang Zhang

The transient fluctuation of the prosperity of firms in a network economy is investigated with an abstract stochastic model. The model describes the profit which firms make when they sell materials to a firm which produces a product and the…

Molecular Networks · Quantitative Biology 2013-07-19 Yoshiharu Maeno

Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI),…

Statistical Finance · Quantitative Finance 2022-09-22 Nick James , Max Menzies , Kevin Chin

In Japan, the increase in the consumption tax rate, a measure of balanced public finance, reduces the inequality of fiscal burden between the present and future generations. This study estimates the effect of grandchildren on an older…

General Economics · Economics 2021-02-10 Eiji Yamamura

The continual production of gravitons during inflation endows loop corrections with secular logarithms which grow nonperturbatively large during a prolonged period of inflation. The physics behind these effects is reviewed, along with a…

General Relativity and Quantum Cosmology · Physics 2025-01-10 R. P. Woodard

Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological…

Physics and Society · Physics 2010-11-16 Sitabhra Sinha

We develop a theory of demand economics for an era of material abundance. The binding constraint on growth has shifted from insufficient aggregate demand to inadequate demand-tier upgrading. Our result is that, the new engine of growth lies…

General Economics · Economics 2025-10-21 Fenghua Wen , Xieyu Yin , Chufu Wen
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