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Assessing the contribution of various risk factors to future inflation risks was crucial for guiding monetary policy during the recent high inflation period. However, existing methodologies often provide limited insights by focusing solely…

Econometrics · Economics 2024-05-29 Maximilian Schröder

Lacking lifetime income data, most intergenerational mobility estimates are subject to lifecycle bias. Using long income series from Sweden and the US, we illustrate that standard correction methods struggle to account for one important…

General Economics · Economics 2025-12-18 Ursula Mello , Martin Nybom , Jan Stuhler

Empirical researchers often estimate spillover effects by fitting linear or non-linear regression models to sampled network data. We show that common sampling schemes bias these estimates, potentially upwards, and derive biased-corrected…

General Economics · Economics 2025-09-23 Kieran Marray

How a shock to an individual sector propagates to the prices of other sectors and aggregates to GDP depends on how easily sectoral goods can be substituted in production, which is determined by the intermediate input substitution…

General Economics · Economics 2026-02-03 Jacob Toner Gosselin

We study the effects of introducing information inefficiency in a model for a random linear economy with a representative consumer. This is done by considering statistical, instead of classical, economic general equilibria. Employing two…

General Finance · Quantitative Finance 2016-10-11 Joao Pedro Jerico , Renato Vicente

Financial instability has become a significant issue in today's society. While research typically focuses on financial aspects, there is a tendency to overlook time-related aspects of unstable work schedules. The inability to rely on…

Machine Learning · Computer Science 2025-04-11 Pegah Nokhiz , Aravinda Kanchana Ruwanpathirana , Aditya Bhaskara , Suresh Venkatasubramanian

Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating…

Physics and Society · Physics 2008-12-02 Arnab Chatterjee , Sitabhra Sinha , Bikas K. Chakrabarti

A common assumption in the literature is that the level of income inequality shapes individuals' beliefs about whether the income distribution is fair (``fairness views,'' for short). However, individuals do not directly observe income…

General Economics · Economics 2022-11-01 Leonardo Gasparini , Germán Reyes

Each individual in society experiences an evolution of their income during their lifetime. Macroscopically, this dynamics creates a statistical relationship between age and income for each society. In this study, we investigate income…

General Economics · Economics 2022-02-01 Fatih Ozhamaratli , Oleg Kitov , Paolo Barucca

Using a modified damped harmonic oscillator model equivalent to a model of market dynamics with price expectations, we analyze the reaction of financial markets to shocks. In order to do this, we gather data from indices of a variety of…

General Finance · Quantitative Finance 2011-09-27 Leonidas Sandoval Junior , Italo De Paula Franca

Smart meter data analysis can provide insights into residential electricity consumption behaviors. Seasonal variation in consumption is not well understood but yet important to utilities for energy pricing and services. This paper aims to…

Applications · Statistics 2021-12-03 Zhenyu Wang , Hao Wang

We investigate how crises alter societies by analyzing the timing and channels of change using a longitudinal multi-wave survey of a representative sample of Americans throughout 2020. This methodology allows us to overcome some of the…

General Economics · Economics 2023-02-16 Guglielmo Briscese , Maddalena Grignani , Stephen Stapleton

Social network research has begun to take advantage of fine-grained communications regarding coordination, decision-making, and knowledge sharing. These studies, however, have not generally analyzed how external events are associated with a…

Social and Information Networks · Computer Science 2016-02-02 Daniel M. Romero , Brian Uzzi , Jon Kleinberg

We study the effect of localized housing price hikes on renters' mobility, consumption, and credit outcomes. Consistent with a spatial equilibrium model, we find that the consumption responses vary greatly for movers and stayers. While…

General Economics · Economics 2024-07-10 Giacomo De Giorgi , Enrico Moretti , Harrison Wheeler

Social interactions and personal tastes shape our consumption behavior of cultural products. In this study, we present a computational model of a cultural market and we aim to analyze the behavior of the consumer population as an emergent…

General Finance · Quantitative Finance 2008-12-02 Amac Herdagdelen , Haluk Bingol

The main goal of the paper is to extract the aggregate demand and aggregate supply shocks in Greece, Ireland, Italy and Portugal, as well as to examine the correlation among the two types of shocks. The decomposition of the shocks was…

General Economics · Economics 2020-07-23 Ionut Jianu

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

Increasingly, a huge amount of statistics have been gathered which clearly indicates that income and wealth distributions in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas…

General Finance · Quantitative Finance 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

The increasing integration of world economies, which organize in complex multilayer networks of interactions, is one of the critical factors for the global propagation of economic crises. We adopt the network science approach to quantify…

Physics and Society · Physics 2019-01-09 Michele Starnini , Marián Boguñá , M. Ángeles Serrano

In this paper, we design indices of economic fluctuation narratives derived from economic surveys. Companies, governments, and investors rely on key metrics like GDP and industrial production indices to predict economic trends. However,…

Computation and Language · Computer Science 2025-01-22 Eriko Shigetsugu , Hiroki Sakaji , Itsuki Noda