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The development of theories and techniques for big data analytics offers tremendous flexibility for investigating large-scale events and patterns that emerge over space and time. In this research, we utilize a unique open-access dataset…

Applications · Statistics 2016-04-14 Yihong Yuan

The transition of several East and Central European countries and the countries of the Former Soviet Union from the socialist economic system to the capitalist one is studied. A recently developed microeconomic model for the personal income…

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

We propose a non-linear state-space model to examine the relationship between CO$_2$ emissions, energy sources, and macroeconomic activity, using data from 1971 to 2019. CO$_2$ emissions are modeled as a weighted sum of fossil fuel use,…

Applications · Statistics 2024-03-08 Mikkel Bennedsen , Eric Hillebrand , Jingying Zhou Lykke

Urban land growth presents a major sustainability challenge, yet its growth patterns and dynamics remain unclear. We quantified urban land evolution by analyzing its statistical distribution in 14 regions and countries over 29 years. The…

When a dangerous international crisis begins, leaders need to know whether their next move is going to resolve the dispute or amplify it out of control. Theories of conflict have mainly served to deepen the confusion, revealing fighting,…

Physics and Society · Physics 2024-02-07 Rex W. Douglass , Erik Gartzke , Jon R. Lindsay , J. Andrés Gannon , Thomas Leo Scherer

We have considered the statistical distributions of the volumes of the different products exported by 148 countries. We have found that the form of these distributions is not unique but heavily depends on the level of development of the…

Economics · Quantitative Finance 2016-11-23 Mario Alberto Annunziata , Alberto Petri , Giorgio Pontuale , Andrea Zaccaria

In this paper, we introduce a new comprehensive data set on educational attainment and inequality measures of education for 142 countries over the period 1970 to 2010. Most of the previous attempts to measure educational attainment have…

Applications · Statistics 2016-06-08 Vanesa Jorda , Jose M. Alonso

In Kenya, interest payments on external debt have been increasing from 2010 to 2015, while GDP growth experienced a slight decline over the same period. Policymakers are concerned that the rapid increase in external debt in developing…

General Economics · Economics 2024-05-28 Sammy Kemboi Chepkilot

The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance…

Data Analysis, Statistics and Probability · Physics 2012-09-04 Janusz Miskiewicz , Marcel Ausloos

Labor productivity in developed countries is analyzed and modeled. Modeling is based on our previous finding that the rate of labor force participation is a unique function of GDP per capita. Therefore, labor productivity is fully…

General Finance · Quantitative Finance 2008-12-02 Ivan O. Kitov , Oleg I. kitov

This study investigates the long-term economic impact of sea-level rise (SLR) on coastal regions in Europe, focusing on Gross Domestic Product (GDP). Using a novel dataset covering regional SLR and economic growth from 1900 to 2020, we…

This study examines the effects of de-globalization trends on international trade networks and their role in improving forecasts for economic growth. Using section-level trade data from nearly 200 countries from 2010 to 2022, we identify…

General Economics · Economics 2024-04-16 Thiago C. Silva , Paulo V. B. Wilhelm , Diego R. Amancio

Assessing world-wide financial integration constitutes a recurrent challenge in macroeconometrics, often addressed by visual inspections searching for data patterns. Econophysics literature enables us to build complementary, data-driven…

General Finance · Quantitative Finance 2020-01-08 Cécile Bastidon , Antoine Parent , Pablo Jensen , Patrice Abry , Pierre Borgnat

Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series. In this study, we expand the scope of vector autoregression by incorporating…

Econometrics · Economics 2023-03-21 Yunyun Wang , Tatsushi Oka , Dan Zhu

The initial Climate-Extended Risk Model (CERM) addresses the estimate of climate-related financial risk embedded within a bank loan portfolio, through a climatic extension of the Basel II IRB model. It uses a Gaussian copula model…

Risk Management · Quantitative Finance 2022-05-06 Jean-Baptiste Gaudemet , Jules Deschamps , Olivier Vinciguerra

The research and development (R&D) phase is essential for fostering innovation and aligns with long-term strategies in both public and private sectors. This study addresses two primary research questions: (1) assessing the relationship…

Econometrics · Economics 2024-11-14 Davit Gondauri , Ekaterine Mikautadze

We present a new approach to description of national economies. For this we use the state space viewpoint, which is used mostly in the theory of dynamical systems and in the control theory. Gross domestic product, inflation, and…

Statistics Theory · Mathematics 2007-10-16 Ivo Petras , Igor Podlubny

Research has highlighted relationships between size and scaled growth across a large variety of biological and social organisms, ranging from bacteria, through animals and plants, to cities an companies. Yet, heretofore, identifying a…

General Economics · Economics 2018-11-01 Ore Koren , Laura Mann

Policy makers often make decisions based on parameters such as GDP, unemployment rate, industrial output, etc. The primary methods to obtain or even estimate such information are resource intensive and time consuming. In order to make…

Machine Learning · Computer Science 2022-01-20 Rushabh Musthyala , Rudrajit Kargupta , Hritish Jain , Dipanjan Chakraborty

When comparing the citation impact of nations, departments or other groups of researchers within individual fields, three approaches have been proposed: arithmetic means, geometric means, and percentage in the top X%. This article compares…

Digital Libraries · Computer Science 2016-01-11 Mike Thelwall