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In economic literature, economic complexity is typically approximated on the basis of an economy's gross export structure. However, in times of ever increasingly integrated global value chains, gross exports may convey an inaccurate image…

General Economics · Economics 2020-12-11 Philipp Koch

We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These are reconstructed based on information about market member…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Esteban Moro , Javier Vicente , Luis G. Moyano , Austin Gerig , J. Doyne Farmer , Gabriella Vaglica , Fabrizio Lillo , Rosario N. Mantegna

We review the "production approach" to estimating markups, the ratio of price to marginal cost. The approach is uniquely scalable: it requires no model of consumer demand or market structure and applies broadly across firms, industries, and…

General Economics · Economics 2026-04-16 John Fernald , Amit Gandhi , Dimitrije Ruzic , James Traina

To describe international trade flows, we propose the coulomb force formulation, in which the magnitude of the charge represents gross domestic product (GDP) and the distance between countries is the bilateral distance, the product of…

General Finance · Quantitative Finance 2023-01-16 Mikrajuddin Abdullah

This paper examines the relationship between changes in the cost of imported inputs and export performance using a novel dataset from Argentina which identifies domestic firms' network of foreign suppliers. To guide my empirical strategy, I…

General Economics · Economics 2022-02-28 Santiago Camara

Do low corporate taxes always favor multinational production over economic integration? We propose a two-country model in which multinationals choose the locations of production plants and foreign distribution affiliates and shift profits…

General Economics · Economics 2022-02-09 Hayato Kato , Hirofumi Okoshi

We consider continuous-time mean-field stochastic games with strategic complementarities. The interaction between the representative productive firm and the population of rivals comes through the price at which the produced good is sold and…

Optimization and Control · Mathematics 2024-02-13 Jodi Dianetti , Salvatore Federico , Giorgio Ferrari , Giuseppe Floccari

The aim of this paper is threefold. First, we provide a unified framework, by means of non-trivial examples, to compare the results obtained in simultaneous-move and sequential-move versions of bilateral oligopoly with the Cournot model and…

Computer Science and Game Theory · Computer Science 2018-03-28 Alex Dickson , Simone Tonin

We introduce pricing formulas for competition and collusion models of two-sided markets with an outside option. For the competition model, we find conditions under which prices and consumer surplus may increase or decrease if the outside…

General Economics · Economics 2025-05-12 Cristian Chica , Yinglong Guo , Gilad Lerman

Economic growth results from countries' accumulation of organizational and technological capabilities. The Economic and Product Complexity Indices, introduced as an attempt to measure these capabilities from a country's basket of exported…

General Economics · Economics 2024-06-25 Carlo Bottai , Jacopo Di Iorio , Martina Iori

This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm is a mapping from the competitor's price to own price. Once set, algorithms respond quickly. Customers arrive randomly…

Theoretical Economics · Economics 2022-07-04 Rohit Lamba , Sergey Zhuk

This paper explores the gain maximization problem of two nations engaging in non-cooperative bilateral trade. Probabilistic model of an exchange of commodities under different price systems is considered. Volume of commodities exchanged…

Theoretical Economics · Economics 2020-01-09 Tsotne Kutalia , Revaz Tevzadze

Any-order autoregressive models (AO-ARMs) offer a promising path toward efficient masked diffusion by enabling native key-value caching, but competitive performance has so far required two-stream attention, typically motivated as a means of…

Machine Learning · Computer Science 2026-02-19 Patrick Pynadath , Ruqi Zhang

This paper presents a continuous-time model of intraday trading, pricing, and liquidity with dynamic TWAP and VWAP benchmarks. The model is solved in closed-form for the competitive equilibrium and also for non-price-taking equilibria. The…

Mathematical Finance · Quantitative Finance 2020-03-31 Jin Hyuk Choi , Kasper Larsen , Duane J. Seppi

What impact does import competition have on firms' production organizational choices? Existing literature has predominantly focused on the relationship between import competition and firms' global production networks, with less attention…

General Economics · Economics 2024-08-27 Xin Du , Xiaoxia Shi

Can trade integration induce product innovation? I document that countries that joined the European Union (EU) started producing more product varieties, investing more in R&D, and trading more compared to candidate countries that did not…

General Economics · Economics 2024-06-14 Carlos Góes

In this paper we analyse the bipartite Colombian firms-products network, throughout a period of five years, from 2010 to 2014. Our analysis depicts a strongly modular system, with several groups of firms specializing in the export of…

Physics and Society · Physics 2018-10-31 Matteo Bruno , Fabio Saracco , Tiziano Squartini , Marco Dueñas

It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I develop a quantitative theory for the…

Statistical Finance · Quantitative Finance 2008-12-02 Austin Gerig

We develop a theoretical framework to investigate the link between rising scale economies and stagnating productivity. Our model features heterogeneous firms, imperfect competition, and firm selection. We demonstrate that scale economies…

General Economics · Economics 2026-02-04 Joel Kariel , Anthony Savagar

Two kinetic exchange models are proposed to explore the dynamics of closed economic markets characterized by random exchanges, saving propensities, and collective transactions. Model I simulates a system where individual transactions occur…

Cellular Automata and Lattice Gases · Physics 2025-02-20 Chuandong Lin , Lijie Cui