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This study investigates shifts in acceptable tax rate for reducing inequality during the COVID-19 pandemic using Japanese data. We find a transition from norm-based, unconditional support for redistribution to conditional altruism. Before…

General Economics · Economics 2026-03-09 Eiji Yamamura , Fumio Ohtake

The universal prevalence of cooperation is puzzling, as defection typically yields higher payoffs than cooperation, motivating searches for hidden pathways to cooperation. Here we study a game-theoretic model on a lattice structured…

Physics and Society · Physics 2026-03-12 Hyun Gyu Lee , Hyeong-Chai Jeong , Deok-Sun Lee

While the benefits of common and public goods are shared, they tend to be scarce when contributions are provided voluntarily. Failure to cooperate in the provision or preservation of these goods is fundamental to sustainability challenges,…

General Economics · Economics 2025-08-05 Vítor V. Vasconcelos , Phillip M. Hannam , Simon A. Levin , Jorge M. Pacheco

This paper describes a discrete-time model of regularly-issued sovereign debt dynamics under a deficit-driven nominal debt growth regime that explicitly accounts for granular maturity. New issuance follows fixed allocations across a finite…

Mathematical Finance · Quantitative Finance 2026-02-24 Christopher Cameron

Systemic risk in banking systems remains a crucial issue that it has not been completely understood. In our toy model, banks are exposed to two sources of risks, namely, market risk from their investments in assets external to the banking…

Risk Management · Quantitative Finance 2017-02-24 Aki-Hiro Sato , Paolo Tasca , Takashi Isogai

We discuss the effect of quantum stress tensor fluctuations in deSitter spacetime upon the expansion of a congruence of timelike geodesics. We treat a model in which the expansion fluctuations begin on a given hypersurface in deSitter…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Chun-Hsien Wu , Kin-Wang Ng , L. H. Ford

We contrast Arbitrage Pricing Theory (APT), the theoretical basis for the development of financial instruments, with a dynamical picture of an interacting market, in a simple setting. The proliferation of financial instruments apparently…

Trading and Market Microstructure · Quantitative Finance 2009-10-08 Fabio Caccioli , Matteo Marsili , Pierpaolo Vivo

Post-pandemic world has thrown up several challenges, such as, high inflation, low growth, high debt, collapse of economies, political instability, job losses, lowering of income in addition to damages caused natural disasters, more…

Computers and Society · Computer Science 2023-02-21 Dibakar Das

We report the first ex post study of the economic impact of sea level rise. We apply two econometric approaches to estimate the past effects of sea level rise on the economy of the USA, viz. Barro type growth regressions adjusted for…

Economics · Quantitative Finance 2018-01-16 Monika Novackova , Richard S. J. Tol

The main purpose of this paper is to generalize some recent results obtained by Chilarescu and Manuel Gomez. Essentially, we are trying to study the effect of elasticity of substitution on the parameters of economic growth, based on its two…

Theoretical Economics · Economics 2025-06-04 Constantin Chilarescu

What predicts the evolution over time of subjective well-being? We correlate the trends of subjective well-being with the trends of social capital and/or GDP. We find that in the long and medium run social capital largely predicts the…

Economics · Quantitative Finance 2014-11-11 Stefano Bartolini , Francesco Sarracino

We find that factors explaining bank loan recovery rates vary depending on the state of the economic cycle. Our modeling approach incorporates a two-state Markov switching mechanism as a proxy for the latent credit cycle, helping to explain…

Risk Management · Quantitative Finance 2018-04-20 Hong Wang , Catherine S. Forbes , Jean-Pierre Fenech , John Vaz

Following findings by Ormerod and Mounfield, Wright rises the problem whether a power or an exponential law describes the distribution of occurrences of economic recession periods. In order to clarify the controversy a different set of GDP…

Statistical Mechanics · Physics 2009-11-10 Marcel Ausloos , Janusz Miskiewicz , Michele Sanglier

Using a semi-structural approach, the paper identifies how heterogeneity and financial frictions affect the transmission of aggregate shocks. Approximating a heterogeneous agent model around the representative agent allocation can…

General Economics · Economics 2020-07-29 Andreas Tryphonides

This paper aims to study the impact of public and private investments on the economic growth of developing countries. The study uses the panel data of 39 developing countries covering the periods 1990-2019. The study was based on the…

General Economics · Economics 2021-06-01 Faruque Ahamed

This paper considers a simple model where a social planner can influence the spread-intensity of an infection wave, and, consequently, also the economic activity and population health, through a single parameter. Population health is…

Theoretical Economics · Economics 2020-05-18 Tommy Andersson , Albin Erlanson , Daniel Spiro , Robert Östling

We consider a network of bank holdings, where every holding has two subsidiaries of different types. A subsidiary can trade with another holding's subsidiary of the same type. Holdings support their subsidiaries up to a certain level when…

Risk Management · Quantitative Finance 2024-03-11 Maxim Bichuch , Nils Detering

In our multi-agent model agents generate wealth from repeated interactions for which a prisoner's dilemma payoff matrix is assumed. Their gains are taxed by a government at a rate $\alpha$. The resulting budget is spent to cover…

Physics and Society · Physics 2021-06-30 Frank Schweitzer , Luca Verginer , Giacomo Vaccario

Throughout history, many countries have repeatedly experienced large swings in asset prices, which are usually accompanied by large fluctuations in macroeconomic activity. One of the characteristics of the period before major economic…

Theoretical Economics · Economics 2024-08-12 Tomohiro Hirano

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition,…

Risk Management · Quantitative Finance 2015-05-13 Paweł Sieczka , Janusz A. Hołyst