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The distribution of numbers in human documents is determined by a variety of diverse natural and human factors, whose relative significance can be evaluated by studying the numbers' frequency of occurrence. Although it has been studied…

Physics and Society · Physics 2009-11-11 S. N. Dorogovtsev , J. F. F. Mendes , J. G. Oliveira

We analyze the time series of the power loads of the 35 separated countries publicly sharing hourly data through ENTSO-E platform for more than 5 years. We apply the Multifractal Detrended Fluctuation Analysis for the demonstration of the…

Statistical Finance · Quantitative Finance 2017-06-05 Hynek Lavicka , Jiri Kracik

Growth rate of real GDP per capita is represented as a sum of two components -- a monotonically decreasing economic trend and fluctuations related to a specific age population change. The economic trend is modeled by an inverse function of…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov

Short-time human travel behaviour can be described by a power law with respect to distance. We incorporate this information in space-time models for infectious disease surveillance data to better capture the dynamics of disease spread. Two…

Methodology · Statistics 2014-11-25 Sebastian Meyer , Leonhard Held

This study investigates whether international equity markets systematically price global macroeconomic risks. The empirical analysis is conducted using monthly excess returns for ten G20 countries over the period 2000-2024. A Dynamic Factor…

Applications · Statistics 2026-04-30 Vivek Mishra

A new algorithm of the analysis of correlation among economy time series is proposed. The algorithm is based on the power law classification scheme (PLCS) followed by the analysis of the network on the percolation threshold (NPT). The…

Statistical Finance · Quantitative Finance 2023-07-19 Janusz Miśkiewicz

The goal of this research is to uncover the channels through which research and development (R&D) impacts economic growth in developing countries. The study employed nine variables from three broader categories in the World Economic Forum…

General Economics · Economics 2025-09-25 Ayusha Fayyaz , Zoltan Bartha

We use data on wealth of the richest persons taken from the "rich lists" provided by business magazines like Forbes to verify if upper tails of wealth distributions follow, as often claimed, a power-law behaviour. The data sets used cover…

Statistical Finance · Quantitative Finance 2015-06-15 Michal Brzezinski

We show that the amount of foreign exchange reserves (FER) in the world in a given currency is highly correlated with the GDP and military spending of that country for a set of western economies during the last 20 years. Taking into account…

General Economics · Economics 2025-07-09 Boris Podobnik , Dorian Wild , Dejan Kovac

Ethnic-based political inequality is widespread, yet its underlying drivers remain poorly understood. This paper shows that an ethnic group's relative size is a key correlate of its access to central executive power. Using data on 575…

General Economics · Economics 2026-02-10 Hector Galindo-Silva

The analysis of dollar inflation performed by the authors through the approximation of empirical data for 1913-2012 with a power-law function with an accelerating log-periodic oscillation superimposed over it has made it possible to detect…

Statistical Finance · Quantitative Finance 2012-07-18 Askar Akaev , Andrey Korotayev , Alexey Fomin

Envy-freeness up to any good (EFX) is a popular and important fairness property in the fair allocation of indivisible goods, of which its existence in general is still an open question. In this work, we investigate the problem of…

Computer Science and Game Theory · Computer Science 2025-04-08 Tzeh Yuan Neoh , Nicholas Teh

We propose a method of analyzing multivariate time series data that investigates lead-lag relationships among economic indicators during the COVID-19 era with a weighted directed network of lagged variables. The analysis includes a stock…

Social and Information Networks · Computer Science 2024-06-03 Amanda Goodrick , Hiroki Sayama

We study the co-movement of the 10-year sovereign bond yields of 11 EU countries. Our analysis is focused mainly on changes in co-movement during the financial crisis period, especially around two significant dates - the fall of Lehman…

Economics · Quantitative Finance 2016-03-25 Filip Smolik , Lukas Vacha

We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed in [1,2]. Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease)…

Other Condensed Matter · Physics 2010-05-05 M. H. Jensen , A. Johansen , F. Petroni , I. Simonsen

This study examines the relationship between globalization and income inequality, utilizing panel data spanning from 1992 to 2020. Globalization is measured by the World Bank global-link indicators such as FDI, Remittance, Trade Openness,…

General Economics · Economics 2023-02-21 Md Shah Naoaj

Based on the quarterly data from 26 advanced economies (AEs) and 18 emerging market economies (EMs) over the past two decades, this paper estimates the short- and medium-term impacts of financial cycles on the duration and amplitude of…

General Economics · Economics 2024-04-29 Tianbao Zhou , Zhixin Liu , Yingying Xu

The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and events can be easily amplified and turned into global events.…

Statistical Finance · Quantitative Finance 2021-04-22 Matthias Raddant , Dror Y. Kenett

We performed a large-scale crawl of the World Wide Web, covering 6.9 Million domains and 57 Million subdomains, including all high-traffic sites of the Internet. We present a study of the correlations found between quantities measuring the…

Physics and Society · Physics 2015-06-12 G. A. Luduena , H. Meixner , Gregor Kaczor , Claudius Gros

Economists' interests in growth theory have a very long history (Harrod, 1939; Domar, 1946; Solow, 1956; Swan 1956; Mankiw, Romer, and Weil, 1992). Recently, starting from the neoclassical growth model, Ertur and Koch (2007) developed the…

Econometrics · Economics 2022-09-14 Jieun Lee