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The paper is related to the identification of firm's features which serve as determinants for firm's total factor productivity through unsupervised learning techniques (principal component analysis, self organizing maps, clustering). This…

General Economics · Economics 2025-11-26 Paolo Pedotti

This paper critically investigates standard total factor productivity (TFP) measurement in the public sector, where output information is often incomplete or distorted. The analysis reveals fundamental paradoxes under three common output…

General Economics · Economics 2025-10-09 Timo Kuosmanen , Xun Zhou

The long-run convergence of developing economies toward advanced countries exhibits robust empirical regularities, yet the mechanisms underlying technological diffusion remain insufficiently specified in standard growth models. In this…

Statistical Finance · Quantitative Finance 2026-04-14 Vygintas Gontis , Lesya Kolinets

Information and Communication Technology (ICT) affects to a great extent the output and productivity growth. Evidence suggests that investment growth in ICT has rapidly accelerated the TFP (total factor productivity) growth within the…

Other Computer Science · Computer Science 2013-10-31 Pece Mitrevski , Olivera Kostoska , Marjan Angeleski

Firms in denser areas are more productive, a pattern attributed to agglomeration economies and firm selection. To disentangle these two channels, the popular approach of Combes et al. (2012, ECTA) critically assumes that total factor…

Econometrics · Economics 2026-04-16 Vladislav Morozov , Andrea Sy

We consider a simple variant of the von Neumann model of an expanding economy, in which multiple producers make goods according to their production function. The players trade their goods at the market and then use the bundles acquired for…

Computer Science and Game Theory · Computer Science 2019-09-27 Simina Brânzei , Ruta Mehta , Noam Nisan

The purpose of this study is to measure the Total Factor Productivity (TFP) growth and determine the share of each of the economic growth sources in the mining sector of Iran. The time period of this study is 1355-1385 of the Solar Hijri…

General Finance · Quantitative Finance 2016-12-05 Mahmood Mahmoudzadeh , Seyyed Ali Zeytoon Nejad Moosavian

We introduce heterogeneous R&D productivities into an endogenous R&D network formation model, generalizing the framework of Goyal and Moraga-Gonz\'alez (2001). Heterogeneous productivities endogenously create asymmetric gains from…

General Economics · Economics 2026-02-03 M. Sadra Heydari , Zafer Kanik , Santiago Montoya-Blandón

Sector specific multifactor CES elasticity of substitution and the corresponding productivity growths are jointly measured by regressing the growths of factor-wise cost shares against the growths of factor prices. We use linked input-output…

Applications · Statistics 2024-10-21 Jiyoung Kim , Satoshi Nakano , Kazuhiko Nishimura

Factor models characterize the joint behavior of large sets of financial assets through a smaller number of underlying drivers. We develop a network-based framework in which factors emerge naturally from the structure of interactions among…

Computational Finance · Quantitative Finance 2026-04-15 Jose Negrete , Jaime Joel Ramos

We propose a disaggregated representation of production through an agent-based fund-flow model (NGR-ADAPT) within which inefficiencies, such as factor idleness and production instability, emerge from endogenous frictions. The model…

Physics and Society · Physics 2025-02-18 Patrick Llerena , Corentin Lobet , André Lorentz

This paper studies inter-firm heterogeneity in production. Unlike much of the existing research, which primarily addresses heterogeneous production through unobserved fixed effects, our approach also focuses on differences in factors'…

General Economics · Economics 2024-11-26 Michele Battisti , Valentino Dardanoni , Stefano Demichelis

We consider tit-for-tat dynamics in production markets, where there is a set of $n$ players connected via a weighted graph. Each player $i$ can produce an eponymous good using its linear production function, given as input various amounts…

Computer Science and Game Theory · Computer Science 2024-01-17 Simina Brânzei

We present a new approach to estimating the interdependence of industries in an economy by applying data science solutions. By exploiting interfirm buyer--seller network data, we show that the problem of estimating the interdependence of…

Machine Learning · Statistics 2016-05-31 Ryohei Hisano

We study the forward investment performance process (FIPP) in an incomplete semimartingale market model with closed and convex portfolio constraints, when the investor's risk preferences are of the power form. We provide necessary and…

Portfolio Management · Quantitative Finance 2022-01-27 Lijun Bo , Agostino Capponi , Chao Zhou

Central to understanding the nonpertubative, intrinsic partonic nature of hadron structure are the concepts of transverse momentum dependent (TMD) parton distribution and fragmentation functions. A TMD factorization approach to the…

High Energy Physics - Phenomenology · Physics 2022-08-17 J. O. Gonzalez-Hernandez , T. C. Rogers , N. Sato

Many financial and economic variables, including financial returns, exhibit nonlinear dependence, heterogeneity and heavy-tailedness. These properties may make problematic the analysis of (non-)efficiency and volatility clustering in…

Econometrics · Economics 2023-12-01 Rustam Ibragimov , Rasmus Pedersen , Anton Skrobotov

Workers separate from jobs, search for jobs, accept jobs, and fund consumption with their wages. Firms recruit workers to fill vacancies. Search frictions prevent firms from instantly hiring available workers. Unemployment persists. These…

General Economics · Economics 2023-11-13 Rich Ryan

Heterogeneity of economic agents is emphasized in a new trend of macroeconomics. Accordingly the new emerging discipline requires one to replace the production function, one of key ideas in the conventional economics, by an alternative…

General Finance · Quantitative Finance 2010-11-23 H. Iyetomi , H. Aoyama , Y. Fujiwara , Y. Ikeda , W. Souma

We study several models of growth driven by innovation and imitation by a continuum of firms, focusing on the interaction between the two. We first investigate a model on a technology ladder where innovation and imitation combine to…

Theoretical Economics · Economics 2020-08-27 Jess Benhabib , Éric Brunet , Mildred Hager
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