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The integration of Central and Eastern European (CEE) countries into the European Economic Area serves as a valuable experiment for the regional economic development theory. The long-lasting convergence of these economies with more advanced…

统计金融 · 定量金融 2025-10-07 Lesya Kolinets , Vygintas Gontis

The paper applies some recent developments of network analysis in order to perform a comparative study of EU countries in relation with the fluctuations of some macroeconomic indicators. The statistical distances between countries,…

物理与社会 · 物理学 2007-05-23 Mircea Gligor , Marcel Ausloos

Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI),…

统计金融 · 定量金融 2022-09-22 Nick James , Max Menzies , Kevin Chin

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,…

应用统计 · 统计学 2024-03-08 Mikkel Bennedsen , Eric Hillebrand , Jingying Zhou Lykke

Recent strides in economic complexity have shown that the future economic development of nations can be predicted with a single "economic fitness" variable, which captures countries' competitiveness in international trade. The predictions…

物理与社会 · 物理学 2022-06-03 Yucheng Ye , Shuqi Xu , Manuel Sebastian Mariani , Linyuan Lü

Economic forecasting is concerned with the estimation of some variable like gross domestic product (GDP) in the next period given a set of variables that describes the current situation or state of the economy, including industrial…

计量经济学 · 经济学 2024-04-08 Pedro Afonso Fernandes

We consider a government that aims at reducing the debt-to-gross domestic product (GDP) ratio of a country. The government observes the level of the debt-to-GDP ratio and an indicator of the state of the economy, but does not directly…

最优化与控制 · 数学 2019-01-29 Giorgia Callegaro , Claudia Ceci , Giorgio Ferrari

State-space mixed-frequency vector autoregressions are now widely used for nowcasting. Despite their popularity, estimating such models can be computationally intensive, especially for large systems with stochastic volatility. To tackle the…

计量经济学 · 经济学 2021-12-22 Joshua C. C. Chan , Aubrey Poon , Dan Zhu

We study the drivers and spatial diffusion of U.S. state population growth using a dynamic spatial model for 49 states, 1965-2017. Methodologically, we recover the spatial network structure from the data, rather than imposing it a priori…

计量经济学 · 经济学 2026-01-16 Sebastian Kripfganz , Vasilis Sarafidis

GDP is a vital measure of a country's economic health, reflecting the total value of goods and services produced. Forecasting GDP growth is essential for economic planning, as it helps governments, businesses, and investors anticipate…

综合经济学 · 经济学 2024-09-05 Huaqing Xie , Xingcheng Xu , Fangjia Yan , Xun Qian , Yanqing Yang

The study and measurement of economic resilience is ruled by high level of complexity related to the diverse structure, functionality, spatiality, and dynamics describing economic systems. Towards serving the demand of integration, this…

综合经济学 · 经济学 2022-02-18 Dimitrios Tsiotas

This study simulates the evolution of artificial economies in order to understand the tax relevance of administrative boundaries in the quality of life of its citizens. The modeling involves the construction of a computational algorithm,…

多智能体系统 · 计算机科学 2016-10-10 Bernardo Alves Furtado , Isaque Daniel Rocha Eberhardt

Gross domestic product (GDP) is an important economic indicator that aggregates useful information to assist economic agents and policymakers in their decision-making process. In this context, GDP forecasting becomes a powerful decision…

The optimal (`equilibrium') macroscopic properties of an economy with $N$ industries endowed with different technologies, $P$ commodities and one consumer are derived in the limit $N\to\infty$ with $n=N/P$ fixed using the replica method.…

无序系统与神经网络 · 物理学 2008-12-02 A. De Martino , M. Marsili , I. Perez Castillo

The gross domestic product (GDP) is the most widely used indicator in macroeconomics and the main tool for measuring a country's economic output. Due to the diversity and complexity of the world economy, a wide range of models have been…

机器学习 · 计算机科学 2024-10-18 Tianyi Wang , Rodney Beard , John Hawkins , Rohitash Chandra

Different distance matrices are defined and applied to look for correlations between the gross domestic product of G7 countries. Results are illustrated through displays obtained from various graph methods. Significant similarities between…

物理与社会 · 物理学 2012-10-03 Janusz Miskiewicz , Marcel Ausloos

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…

综合金融 · 定量金融 2008-12-02 Ivan O. Kitov

Can we use data on the biographies of historical figures to estimate the GDP per capita of countries and regions? Here we introduce a machine learning method to estimate the GDP per capita of dozens of countries and hundreds of regions in…

综合经济学 · 经济学 2025-05-15 Philipp Koch , Viktor Stojkoski , César A. Hidalgo

Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…

计量经济学 · 经济学 2019-03-20 Guohua Feng , Jiti Gao , Bin Peng

This study investigates the impact of a fiscal policy spending shock on the economy of the Visegrad 4 countries. The impact is estimated with an SVAR model, and the calculations are based on 84 quarterly observations (1999Q1-2019Q4). The…

综合经济学 · 经济学 2025-09-29 Zoltan Bartha , Marco M. Matarrese
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