Skip to content
DraconiticResearch
Search Sources API
186,625 studies31 sourcesUpdated 54 min ago
PreprintarXiv licencearXiv

Intermittency in firm bankruptcies from register data

Abstract

By analysing the clustering of bankruptcy activity from administrative register data in the Netherlands over time, the intermittency of this process is investigated. Using methodology from survival analysis a statistical characterization of bursts is obtained: short active periods alternating with quieter periods. Using Statistics Netherlands microdata on Dutch business bankruptcies declared on court hearing-days from 2009 to 2024, combined with input-output tables from the Dutch national accounts, it is studied whether this clustering can be explained by differences between sectors, years, and inter-sectoral exposure. Sector differences explain most of the heterogeneity in the data, while year effects matter to a lesser extent and the inter-sectoral exposure variables constructed from the input-output tables further improve model fit.

Related

  1. Anisotropy and intermittency in drift-wave turbulence with zonal flows: a two-dimensional continuous wavelet analysis
    Katsunori Yoshimatsu, Zetao Lin, Hideaki Miura +1
    Physics of PlasmasPeer-reviewedCC BY 4.0Full textFluid dynamicsPlasma physicsHAL
  2. Intermittency in Wind-Driven Fires
    Laurent Hébert-Dufresne, Aanjaneya Kumar, S. Redner
    arXivPreprintCC BY 4.0Full textStatistical & nonlinear physicsarXiv
  3. Is Vorticity Amplification Essential for Anomalous Dissipation and Intermittency in Turbulence?
    Alessandro Chiarini
    arXivPreprintCC BY-NC-ND 4.0Full textFluid dynamicsarXiv
  4. Intermittency-induced transitions in fast-slow dynamical systems
    Alessandro Barone, Alberto Carrassi, Jonathan Demaeyer +1
    arXivPreprintarXiv licenceFull textStatistical & nonlinear physicsarXiv
  5. Grand minima and intermittency in near-critical convection-driven dynamos
    P. J. Käpylä
    arXivPreprintCC BY 4.0Full textSolar & stellar physicsFluid dynamicsarXiv
BibTeX
@misc{pijpers2026intermittency,
  title = {{Intermittency in firm bankruptcies from register data}},
  author = {F. P. Pijpers and D. Diemer},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.32376},
  eprint = {2610.32376},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.32376},
}
RIS
TY  - UNPB
TI  - Intermittency in firm bankruptcies from register data
AU  - F. P. Pijpers
AU  - D. Diemer
PY  - 2026
DA  - 2026/10/23
PB  - arXiv
DO  - 10.48550/arxiv.2610.32376
UR  - https://arxiv.org/abs/2610.32376
AB  - By analysing the clustering of bankruptcy activity from administrative register data in the Netherlands over time, the intermittency of this process is investigated. Using methodology from survival analysis a statistical characterization of bursts is obtained: short active periods alternating with quieter periods. Using Statistics Netherlands microdata on Dutch business bankruptcies declared on court hearing-days from 2009 to 2024, combined with input-output tables from the Dutch national accounts, it is studied whether this clustering can be explained by differences between sectors, years, and inter-sectoral exposure. Sector differences explain most of the heterogeneity in the data, while year effects matter to a lesser extent and the inter-sectoral exposure variables constructed from the input-output tables further improve model fit.
ER  -