相关论文: A general methodology to measure labour market dyn…

This paper proposes a novel empirical strategy to measure cultural justifications of domestic violence within households, with direct implications for demographic behavior and gender inequality. Leveraging survey data on individual…

Researchers are often interested in examining between-individual differences in within-individual processes. If the process under investigation is tracked for a long time, its trajectory may show a certain degree of nonlinearity, so that…

The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase…

Machine learning systems deployed in the real world must operate under dynamic and often unpredictable distribution shifts. This challenges the validity of statistical safety assurances on the system's risk established beforehand. Common…

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Economists often rely on estimates of linear fixed effects models produced by other teams of researchers. Assessing the uncertainty in these estimates can be challenging. I propose a form of sample splitting for networks that partitions the…

During the last decades particular effort has been directed towards understanding and predicting the relevant state of the business cycle with the objective of decomposing permanent shocks from those having only a transitory impact on real…

In this paper, we introduce a general framework to quantify dissimilarities between generalized Lotka-Volterra dynamical processes, ranging from classical predator-prey systems to multispecies communities interacting on networks. The…

In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment,…

Structural change consists of industrial diversification towards more productive, knowledge intensive activities. However, changes in the productive structure bear inherent links with job creation and income distribution. In this paper, we…

We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…

We show how random matrix theory can be applied to develop new algorithms to extract dynamic factors from macroeconomic time series. In particular, we consider a limit where the number of random variables N and the number of consecutive…

This extended abstract describes an ongoing project that attempts to blend publicly available organic, real time behavioral data, event data, and traditional migration data to determine when and where people will move during times of…

Motivated by the challenge of analyzing the dynamics of weekly sea border crossings in the Mediterranean (2015-2025) and the English Channel (2018-2025), we develop a Bayesian dynamic framework for modeling heteroskedastic count time…

Labor productivity in Turkey, Spain, Belgium, Austria, Switzerland, and New Zealand has been analyzed and modeled. These counties extend the previously analyzed set of the US, UK, Japan, France, Italy, and Canada. Modelling is based on the…

We analyze the European transition economies and show that time series for most of major indices exhibit (i) power-law correlations in their values, power-law correlations in their magnitudes, and (iii) asymmetric probability distribution.…

In terminology work, natural language processing, and digital humanities, several studies address the analysis of variations in context and meaning of terms in order to detect semantic change and the evolution of terms. We distinguish three…

The emergence of distributed generation and the electrification of demand have opened the possibility for prosumers to participate in electricity markets, receiving economic benefits on their bills and contributing to the reduction of…

This paper introduces a novel framework for designing fair and sustainable unemployment benefits, grounded in cooperative game theory and real-time fiscal policy. The labor market is modeled as a coalitional game, where a random subset of…

Working on different aspects of algorithmic trading we empirically discovered a new market invariant. It links together the volatility of the instrument with its traded volume, the average spread and the volume in the order book. The…