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This paper examines the spatial agglomeration of workers and income in a continuous space-time framework. Local markets feature spatial spillovers and both exogenous and endogenous amenities. Workers relocate to maximise their instantaneous…

Theoretical Economics · Economics 2025-02-21 Davide Fiaschi , Cristiano Ricci

Deploying an algorithmically informed policy is a significant intervention in society. Prominent methods for algorithmic fairness focus on the distribution of predictions at the time of training, rather than the distribution of social goods…

Computers and Society · Computer Science 2024-06-18 Sebastian Zezulka , Konstantin Genin

The distribution of household income is a central concern of modern economic policy due to its strong influence on life quality. Yet, non-expert audiences are unaware of the relationship between these two factors. To effectively communicate…

General Economics · Economics 2021-08-10 Sang Truong , Humberto Barreto

This paper presents a general solution for a recent model by Keen for endogenous money creation. The solution provides an analytic framework that explains all significant dynamical features of Keen's model and their parametric dependence,…

Computational Finance · Quantitative Finance 2013-06-28 Glenn Ierley

This paper is concerned with a model in econophysics, the subfield of statistical physics that applies concepts from traditional physics to economics. In our model, economical agents are represented by the vertices of a connected graph and…

Probability · Mathematics 2017-04-25 Nicolas Lanchier , Stephanie Reed

Central banks are actively exploring retail central bank digital currencies (CBDCs), with the Bank of England currently in the design phase for a potential UK retail CBDC, the digital pound. In a previous paper, we defined and explored the…

Computers and Society · Computer Science 2024-09-16 Lee Braine , Shreepad Shukla , Piyush Agrawal , Shrirang Khedekar , Aishwarya Nair

Can cost-reducing technical change lead to a fall in the long run rate of profit if class struggle manages to keep the rate of exploitation constant? In a general circulating capital model, we derive sufficient conditions for cost-reducing…

Theoretical Economics · Economics 2022-05-31 Deepankar Basu , Oscar Orellana

In this paper, we develop a theory of common decomposition for two correlated Brownian motions, in which, by using change of time method, the correlated Brownian motions are represented by a triplet of processes, $(X,Y,T)$, where $X$ and…

Mathematical Finance · Quantitative Finance 2020-11-10 Tianyao Chen , Xue Cheng , Jingping Yang

Urban scaling analysis, the study of how aggregated urban features vary with the population of an urban area, provides a promising framework for discovering commonalities across cities and uncovering dynamics shared by cities across time…

We analyse financial stability and welfare impacts associated with the introduction of a Central Bank Digital Currency (CBDC) in a macroeconomic agent-based model. The model considers firms, banks, and households interacting on labour,…

General Economics · Economics 2025-10-29 Emilio Barucci , Andrea Gurgone , Giulia Iori , Michele Azzone

Digital currencies represent a new method for exchange and investment that differs strongly from any other fiat money seen throughout history. A digital currency makes it possible to perform all financial transactions without the…

Computers and Society · Computer Science 2015-03-11 Xianyi Gao , Gradeigh D. Clark , Janne Lindqvist

This paper develops a new generation of the Keynesian Intertemporal Synthesis (KIS) Model, a macroeconomic framework designed to reconcile the empirical strengths of the Post-Keynesian (PK) and New Keynesian (NK) traditions. The central…

Theoretical Economics · Economics 2025-08-04 Ricardo Alonzo Fernández Salguero

Interbank lending and borrowing occur when financial institutions seek to settle and refinance their mutual positions over time and circumstances. This interactive process involves money creation at the aggregate level. Coordination…

General Finance · Quantitative Finance 2021-09-27 Yuri Biondi , Feng Zhou

This paper explores whether unconventional monetary policy operations have redistributive effects on household wealth. Drawing on household balance sheet data from the Wealth and Asset Survey, we construct monthly time series indicators on…

General Economics · Economics 2019-12-23 Anastasios Evgenidis , Apostolos Fasianos

Lifetime distributions of social entities, such as enterprises, products, and media contents, are one of the fundamental statistics characterizing the social dynamics. To investigate the lifetime distribution of mutually interacting…

Physics and Society · Physics 2015-08-20 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

In mainstream neoclassical economics, utility maximization is the only engine of individual action, and the other or the social, if it is modeled for decisions deemed fundamental, it is done as a tacit externality parameter affecting an…

Theoretical Economics · Economics 2026-02-24 Alfio Giarlotta , M. Ali Khan , Angelo Enrico Petralia , Francesco Reito

This paper examines the impact of increasing minimum wages, focusing primarily on their effect on employment. Our research involved analyzing the statistics of panel data, testing fixed effects and stationary, conducting linear regression,…

General Economics · Economics 2025-03-26 Junhan Lyu , Tianle Zhai , Zicheng Peng , Xuhang Huang

A money transfer involves a buyer and a seller. A buyer buys goods or services from a seller. The money the buyer decreases is the same as that the seller increases. At each time step, a pair of socially connected agents are selected and…

Mathematical Finance · Quantitative Finance 2023-07-07 Hsin-Lun Li

This paper proceeds an approximate calculation of ultimate time survival probability for bi-seasonal discrete time risk model when premium rate equals two. The same model with income rate equal to one was investigated in 2014 by Damarackas…

Probability · Mathematics 2023-02-08 Alina Alencenovič , Andrius Grigutis

We consider first-passage percolation (FPP) on the triangular lattice with vertex weights $(t_v)$ whose common distribution function $F$ satisfies $F(0)=1/2$. This is known as the critical case of FPP because large (critical) zero-weight…

Probability · Mathematics 2019-04-30 Michael Damron , Jack Hanson , Wai-Kit Lam