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A new model that combines economic growth rate fluctuations at the microscopic and macroscopic level is presented. At the microscopic level, firms are growing at different rates while also being exposed to idiosyncratic shocks at the firm…

General Finance · Quantitative Finance 2018-02-07 Sandro Claudio Lera , Didier Sornette

Despite its paramount importance in the empirical growth literature, productivity convergence analysis has three problems that have yet to be resolved: (1) little attempt has been made to explore the hierarchical structure of industry-level…

Econometrics · Economics 2021-11-02 Guohua Feng , Jiti Gao , Bin Peng

In this paper the collective dynamics of $N$-coupled piecewise linear (PWL) systems with different number of scrolls and coupled in a master-slave sequence configuration is studied, i.e. a ring connection with unidirectional links.…

Chaotic Dynamics · Physics 2019-02-15 A. Anzo-Hernández , E. Campos-Cantón , Matthew Nicol

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

Statistical Mechanics · Physics 2007-05-23 M. Wilkinson , B. Mehlig

Synchronization phenomena on networks have attracted much attention in studies of neural, social, economic, and biological systems, yet we still lack a systematic understanding of how relative synchronizability relates to underlying network…

Social and Information Networks · Computer Science 2023-09-08 Joseph T. Lizier , Frank Bauer , Fatihcan M. Atay , Jürgen Jost

Distances in a network capture relations between nodes and are the basis of centrality, similarity, and influence measures. Often, however, the relevance of a node $u$ to a node $v$ is more precisely measured not by the magnitude of the…

Social and Information Networks · Computer Science 2016-02-25 Eliav Buchnik , Edith Cohen

We inspect a possible clustering structure of the corruption perception among 134 countries. Using the average linkage clustering, we uncover a well-defined hierarchy in the relationships among countries. Four main clusters are identified…

Economics · Quantitative Finance 2015-03-06 Michal Paulus , Ladislav Kristoufek

With globalization, countries are more connected than before by trading flows, which currently amount to at least 36 trillion dollars. Interestingly, approximately 30-60 percent of global exports consist of intermediate products. Therefore,…

General Finance · Quantitative Finance 2017-02-08 Peiteng Shi , Jiang Zhang , Bo Yang , Jingfei Luo

We study the scaling of (i) numbers of workers and aggregate incomes by occupational categories against city size, and (ii) total incomes against numbers of workers in different occupations, across the functional metropolitan areas of…

Physics and Society · Physics 2019-10-17 Somwrita Sarkar , Elsa Arcaute , Erez Hatna , Tooran Alizadeh , Glen Searle , Michael Batty

The correspondence between weighted undirected graphs and reversible Markov chains via vertex random walks is simple and well known. Leveraging this correspondence and ideas from the theory of dynamical systems, we study the structural…

Statistics Theory · Mathematics 2026-05-12 Yang Xiang , Kevin McGoff , Andrew B. Nobel

Studies which are based on Coe and Helpman (1995) and use weighted foreign R&D variables to estimate channel-specific R&D spillovers disregard the interaction between international R&D spillovers and other unobserved common spillovers and…

Economics · Quantitative Finance 2015-02-25 Diego-Ivan Ruge-Leiva

We investigate spatial and temporal cross-correlations between streamwise and normal velocity components in three shear flows: a low-dimensional model for vortex-streak interactions, direct numerical simulations for a nearly homogeneous…

Chaotic Dynamics · Physics 2009-11-11 A. Jachens , J. Schumacher , B. Eckhardt , K. Knobloch , H. H. Fernholz

The measured correlations of financial time series in subsequent epochs change considerably as a function of time. When studying the whole correlation matrices, quasi-stationary patterns, referred to as market states, are seen by applying…

Statistical Finance · Quantitative Finance 2020-11-03 Anton J. Heckens , Sebastian M. Krause , Thomas Guhr

We study interplay of electronic correlation, randomness and dimensionality effects in half-filled random Hubbard chains weakly coupled via an interchain one-particle hopping. Based on the two-loop renormalization-group approach, phase…

Strongly Correlated Electrons · Physics 2007-05-23 Jun-ichiro Kishine , Kenji Yonemitsu

Traditionally, manufacturers use past orders (received from some downstream supply chain level) to forecast future ones, before turning such forecasts into appropriate inventory and production optimization decisions. With recent advances in…

Applications · Statistics 2022-01-27 Mahdi Abolghasemi , Bahman Rostami-Tabar , Aris Syntetos

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

Empirical diagnosis of stability has received considerable attention, mostly focused on variance metrics for early warning signals of abrupt system change. Despite this, the theoretical foundation and application has been limited to…

Adaptation and Self-Organizing Systems · Physics 2020-09-11 Zachary C Williams , Dylan E McNamara

Degree ssortativity is the tendency for nodes of high degree (resp.low degree) in a graph to be connected to high degree nodes (resp. to low degree ones). It is sually quantified by the Pearson correlation coefficient of the degree-degree…

Physics and Society · Physics 2017-04-14 Alfonso Allen-Perkins , Juan Manuel Pastor , Ernesto Estrada

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

Labor market institutions are central for modern economies, and their polices can directly affect unemployment rates and economic growth. At the individual level, unemployment often has a detrimental impact on people's well-being and…

Social and Information Networks · Computer Science 2016-09-07 Abdullah Almaatouq