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We estimate the relationship between GDP per capita growth and the growth rate of the national savings rate using a panel of 130 countries over the period 1960-2017. We find that GDP per capita growth increases (decreases) the growth rate…

General Economics · Economics 2021-06-28 Markus Brueckner , Tomoo Kikuchi , George Vachadze

We consider the relationship between economic activity and intervention, including monetary and fiscal policy, using a universal dynamic framework. Central bank policies are designed for growth without excess inflation. However,…

Physics and Society · Physics 2018-01-01 Yaneer Bar-Yam , Jean Langlois-Meurinne , Mari Kawakatsu , Rodolfo Garcia

The importance of adequately modeling credit risk has once again been highlighted in the recent financial crisis. Defaults tend to cluster around times of economic stress due to poor macro-economic conditions, {\em but also} by directly…

Risk Management · Quantitative Finance 2015-06-04 Sebastian Heise , Reimer Kuehn

In dynamical framework the conflict between government and the central bank according to the exchange Rate of payment of fixed rates and fixed rates of fixed income (EMU) convergence criteria such that the public debt / GDP ratio The method…

Econometrics · Economics 2018-07-24 William Mackenzie

The purpose of this paper is to provide a micro-economic foundation for an argument that the direct employment by the government is more desirable than the government purchase of private goods to eliminate unemployment. A general…

Theoretical Economics · Economics 2025-04-01 Kensuke Ohtake

Many empirical studies have shown that government quality is a key determinant of vulnerability to natural disasters. Protection against natural disasters can be a public good -- flood protection, for example -- or a natural monopoly --…

General Economics · Economics 2021-04-29 Richard S. J. Tol

During the Great Recession, Democrats in the United States argued that government spending could be utilized to "grease the wheels" of the economy in order to create wealth and to increase employment; Republicans, on the other hand,…

General Economics · Economics 2021-04-06 Philip A. Ernst , Michael B. Imerman , Larry Shepp , Quan Zhou

Recent studies highlight economic complexity's role in mitigating fiscal crises, often measured via an economy's trade structure. Trade, however, is just one facet of an economy's structure and omits critical innovative activities like…

General Economics · Economics 2024-11-05 Goran Hristovski , Gjorgji Gockov , Viktor Stojkoski

Economic growth is measured as the rate of relative change in gross domestic product (GDP) per capita. Yet, when incomes follow random multiplicative growth, the ensemble-average (GDP per capita) growth rate is higher than the time-average…

General Economics · Economics 2020-09-23 Alexander Adamou , Yonatan Berman , Ole Peters

Historically, the banking multiplier has been in a range of 4 to 100, with 25% to 1% reserve ratios at most layers of the banking system encompassing the majority of its range in recent centuries. Here it is shown that multipliers over 1…

General Finance · Quantitative Finance 2014-01-30 Brian P. Hanley

We discuss the stationary states of a model economy in which $N$ heterogeneous adaptive consumers purchase commodity bundles repeatedly from $P$ sellers. The system undergoes a transition from an inefficient to an efficient state as the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Andrea De Martino , Matteo Marsili

Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series. In this study, we expand the scope of vector autoregression by incorporating…

Econometrics · Economics 2023-03-21 Yunyun Wang , Tatsushi Oka , Dan Zhu

For those concerned with the long-term value of their accounts, it can be a challenge to plan in the present for inflation-adjusted economic growth over coming decades. Here, I argue that there exists an economic constant that carries…

General Finance · Quantitative Finance 2012-11-14 Timothy J. Garrett

I develop a tractable adverse-selection model comparing secured bank loans and bonds when both pledge collateral but differ in effective liquidation efficiency. A small wedge in recovery rates generates coexistence, a sharp bank-bond…

Theoretical Economics · Economics 2025-12-01 Georgy Lukyanov

The main objective of this paper is to fill a critical gap in the literature by analyzing the effects of decentralization on the macroeconomic stability. A survey of the voluminous literature on decentralization suggests that the question…

General Economics · Economics 2020-01-13 Ahmad Zafarullah Abdul Jalil , Mukaramah Harun , Siti Hadijah Che Mat

We show that, in a market economy, the aggregate production level depends not only on the aggregate variables but also on the distribution of individual characteristics (e.g., productivity, credit limit, ...). We prove that, due to…

Computational Finance · Quantitative Finance 2025-09-03 Ngoc-Sang Pham

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

This short paper proposes a simple general equilibrium approach within a Markov-switching regime to explain how asymmetric information between lenders and speculators may lead to currency crises. The paper concludes by providing necessary…

Optimization and Control · Mathematics 2011-08-30 Angelique Herzberg , Frederik S Herzberg

This study suggests a new decomposition of the effect of Foreign Direct Investment (FDI) on long-term growth in developing countries. It reveals that FDI not only have a positive direct effect on growth, but also increase the latter by…

General Economics · Economics 2019-04-11 Brahim Gaies , Khaled Guesmi , Stéphane Goutte

Understanding the emergence and stability of cooperation in public goods games is important due to its applications in fields such as biology, economics, and social science. However, a gap remains in comprehending how mutations, both…

Dynamical Systems · Mathematics 2025-04-09 Nataliya A. Balabanova , Manh Hong Duong , The Anh Han