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Related papers: Business Cycles explained by Instability

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We analyze the linear response of a market network to shocks based on the bipartite market model we introduced in an earlier paper, which we claimed to be able to identify the time-line of the 2009-2011 Eurozone crisis correctly. We show…

Risk Management · Quantitative Finance 2016-10-05 Nima Dehmamy , Sergey Buldyrev , Shlomo Havlin , Harry Eugene Stanley , Irena Vodenska

We design a novel, nonlinear single-source-of-error model for analysis of multiple business cycles. The model's specification is intended to capture key empirical characteristics of business cycle data by allowing for simultaneous cycles of…

Methodology · Statistics 2024-06-05 Łukasz Lenart , Łukasz Kwiatkowski , Justyna Wróblewska

With negative growth in real production in many countries and debt levels which become an increasing burden on developed societies, the calls for a change in economic policy and even the monetary system become louder and increasingly…

General Finance · Quantitative Finance 2012-06-08 Andreas Hula

The sectoral synchronization observed for the Japanese business cycle in the Indices of Industrial Production data is an example of synchronization. The stability of this synchronization under a shock, e.g., fluctuation of supply or demand,…

Statistical Finance · Quantitative Finance 2011-11-01 Y. Ikeda , H. Aoyama , Y. Fujiwara , H. Iyetomi , K. Ogimoto , W. Souma , H. Yoshikawa

The transient fluctuation of the prosperity of firms in a network economy is investigated with an abstract stochastic model. The model describes the profit which firms make when they sell materials to a firm which produces a product and the…

Molecular Networks · Quantitative Biology 2013-07-19 Yoshiharu Maeno

Both inflation and unemployment inflict social losses. When a tradeoff exists between the two, what would be the best combination of inflation and unemployment? A well known approach in economics to address this question consists to write…

Optimization and Control · Mathematics 2015-10-02 Monika Dryl , Agnieszka B. Malinowska , Delfim F. M. Torres

Network theory is rapidly changing our understanding of complex systems, but the relevance of topological features for the dynamic behavior of metabolic networks, food webs, production systems, information networks, or cascade failures of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Dirk Helbing , Ulrich Witt , Stefan Laemmer , Thomas Brenner

Economic and financial networks play a crucial role in various important processes, including economic integration, globalization, and financial crises. Of particular interest is understanding whether the temporal evolution of a real…

Physics and Society · Physics 2014-05-08 Tiziano Squartini , Diego Garlaschelli

The decision process requires information about the present state of the system, but in economy acquiring data and processing them is an expensive and time consuming process. Therefore the state of the system is measured and announced at…

Physics and Society · Physics 2007-09-21 Janusz Miskiewicz

The processes of ecological interactions, dispersal and mutations shape the dynamics of biological communities, and analogous eco-evolutionary processes acting upon economic entities have been proposed to explain economic change. This…

Econometrics · Economics 2023-01-24 Victor Boussange , Didier Sornette , Heike Lischke , Loïc Pellissier

Economic transformation -- change in what an economy produces -- is foundational to development and rising standards of living. Our understanding of this process has been propelled recently by two branches of work in the field of economic…

Physics and Society · Physics 2023-03-28 James McNerney , Yang Li , Andres Gomez-Lievano , Frank Neffke

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…

Physics and Society · Physics 2015-11-13 Felix Patzelt

We analyze the forces that explain inflation using a panel of 122 countries from 1997 to 2015 with 37 regressors. 98 models motivated by economic theory are compared to a gradient boosting algorithm, non-linearities and structural breaks…

Applications · Statistics 2022-09-01 Philipp F. M. Baumann , Enzo Rossi , Alexander Volkmann

Inflationary models are generally credited with explaining the large scale homogeneity, isotropy, and flatness of our universe as well as accounting for the origin of structure (i.e., the deviations from exact homogeneity) in our universe.…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Stefan Hollands , Robert M. Wald

Agents buy and sell services. All services are of equal quality. Buyers choose sellers at random. Monetary and fiscal policies are imposed by a central bank and a central government. Credit is supplied by a commercial banking system.…

General Finance · Quantitative Finance 2011-02-03 Robert W. Easton

The real monetary economy is grounded upon monetary flow equilibration or the activity of actualizing monetary flow continuity at each economic agent except for the central bank. Every update of monetary flow continuity at each agent…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Koichiro Matsuno

Inflation is painful, for firms, customers, employees, and society. But careful study of periods of hyperinflation point to ways that firms can adapt. In particular, companies need to think about how to change prices regularly and cheaply,…

General Economics · Economics 2022-12-02 Mark Bergen , Thomas Bergen , Daniel Levy , Rose Semenov

There are many natural, physical, and biological systems that exhibit multiple time scales. For example, the dynamics of a population of ticks can be described in continuous time during their individual life cycle yet discrete time is used…

Dynamical Systems · Mathematics 2009-07-10 Raquel M. Lopez , Sergei K. Suslov , Erika T. Camacho

This article examines how emerging economies use countercyclical monetary policies to manage economic crises and fluctuations in dominant currencies, such as the US dollar and the euro. Global economic cycles are marked by phases of…

Computational Finance · Quantitative Finance 2024-10-31 Hugo Spring-Ragain

One of the themes that have been approached more and more within the specialised literature is being represented by economic cycles. The analysis of these is very useful in the long term predictions, in finding solutions for the economic…

General Economics · Economics 2025-01-15 Cristina Tanasescu , Amelia Bucur , Camelia Oprean-Stan
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