Copertina

A Solow-Swan framework for economic growth with memory effect

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Aibinu, M. O., Duffy, K. J., Moyo, S.
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	General Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Analysis of Solow-Swan model with nonlocal fractional derivative operator
di: Aibinu, MO, et al.
Pubblicazione: (2025)

Forking paths in financial economics
di: Coqueret, Guillaume
Pubblicazione: (2023)

Analyzing population dynamics models via Sumudu transform
di: Aibinu, M. O., et al.
Pubblicazione: (2021)

EIB Working Papers 2020/02 - Impact of FDI on economic growth
di: Baiashvili, Tamar, et al.
Pubblicazione: (2020)

FDI versus R\&D in an endogenous growth model
di: Nguyen-Huu, Thanh Tam, et al.
Pubblicazione: (2025)

Financial markets as a Le Bonian crowd during boom-and-bust episodes: A complementary theoretical framework in behavioural finance
di: Barraud, Claire
Pubblicazione: (2025)

Corporate transparency and the disposition effect
di: Chen, Siliu, et al.
Pubblicazione: (2026)

A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
di: Fialkowski, Jan, et al.
Pubblicazione: (2025)

Inventory record inaccuracy in grocery retailing: Impact of promotions and product perishability, and targeted effect of audits
di: Rekik, Yacine, et al.
Pubblicazione: (2025)

Does social media information affect individual investor disposition effect? Evidence from Xueqiu
di: Chen, Siliu, et al.
Pubblicazione: (2026)

An effective interest rate cap: a clarification
di: Sokolov, Mikhail V.
Pubblicazione: (2023)

Auction theory and demography
di: Malafeyev, O. A., et al.
Pubblicazione: (2024)

The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States
di: Ren, Fei, et al.
Pubblicazione: (2026)

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
di: Kikuchi, Tatsuru
Pubblicazione: (2024)

A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
di: Siemiatkowski, Adam L., et al.
Pubblicazione: (2026)

Shift in house price estimates during COVID-19 reveals effect of crisis on collective speculation
di: Petersen, Alexander M.
Pubblicazione: (2022)

Budget Forecasting and Integrated Strategic Planning for Leaders
di: Salehi, Matt
Pubblicazione: (2025)

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
di: Sovbetov, Yhlas, et al.
Pubblicazione: (2025)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
di: Zhang, Weikang, et al.
Pubblicazione: (2025)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
di: Hirayama, Kenichi, et al.
Pubblicazione: (2019)

On the Convergence of Credit Risk in Current Consumer Automobile Loans
di: Lautier, Jackson P., et al.
Pubblicazione: (2022)

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
di: Olkhov, Victor
Pubblicazione: (2024)

SoK of RWA Tokenization: A Systematization of Concepts, Architectures, and Legal Interoperability
di: Luo, Junliang, et al.
Pubblicazione: (2026)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
di: Lopez-Lira, Alejandro, et al.
Pubblicazione: (2025)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
di: Bianchi, Sergio, et al.
Pubblicazione: (2025)

Systemic Risk in the European Insurance Sector
di: Bonaccolto, Giovanni, et al.
Pubblicazione: (2025)

The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
di: Neupane, Krishna
Pubblicazione: (2026)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
di: Shin, Useong
Pubblicazione: (2026)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
di: Yang, Yan-Hong, et al.
Pubblicazione: (2023)

Reference-dependent asset pricing with a stochastic consumption-dividend ratio
di: Aquino, Luca De Gennaro, et al.
Pubblicazione: (2024)

Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo
di: Huo, Jiawei
Pubblicazione: (2023)

Three-Currency HJM for Brazilian Credit Markets
di: Coelho, Raphael
Pubblicazione: (2026)

Do Activists Align with Larger Mutual Funds?
di: Jha, Manish
Pubblicazione: (2024)

Money as a Tensor
di: Pinheiro, Mario R., et al.
Pubblicazione: (2025)

Applying the Nash Bargaining Solution for a Reasonable Royalty II
di: Kryskowski, David M., et al.
Pubblicazione: (2024)

Anti-correlation network among China A-shares
di: Liu, Peng
Pubblicazione: (2024)

A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
di: Nie, Yuqi, et al.
Pubblicazione: (2024)

FinAI-BERT: A Transformer-Based Model for Sentence-Level Detection of AI Disclosures in Financial Reports
di: Zafar, Muhammad Bilal
Pubblicazione: (2025)

IntraLayer: A Platform of Digital Finance Platforms
di: Abgaryan, Arman, et al.
Pubblicazione: (2024)

Proof of Efficient Liquidity: A Staking Mechanism for Capital Efficient Liquidity
di: Abgaryan, Arman, et al.
Pubblicazione: (2024)