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Global Riemann-Zeta FPAS+ζ Inflation Forecasting: Layered Validation of a Hybrid Structural-Spectral Model for World Macroeconomic Pressure

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  • Gondauri, Davit

Abstract

This study develops and empirically audits a Global Riemann-Zeta FPAS+ζ inflation-forecasting framework for world aggregate inflation. The model augments a structural FPAS baseline with a normalized Riemann-zeta critical-line cyclical signal transformed into a signed and alpha-calibrated forecast correction. The Riemann-zeta function is used only as an analogical and computational cyclical signal, not as a proof, test, or verification of the Riemann Hypothesis. The empirical architecture is layered: the principal annual validation layer covers 1970-2024 (N = 55), the annual robustness layer covers 1980-2024 (N = 45), the compact crisis-era annual comparison layer covers 2005-2024 (N = 20), the quarterly dynamic-validation layer covers 2000Q1-2024Q4 (N = 100), and the monthly spectral-diagnostics layer covers 2005M1-2024M12 (N = 240). The methodology constructs a composite global inflation-pressure index, a nonlinear macro-financial tau argument, a normalized zeta-cycle, a zeta deviation from neutrality, and an alpha-weighted FPAS+ζ forecast. Forecast performance is evaluated against FPAS and ARIMA through RMSE, MAE, sMAPE, rolling no-look-ahead validation, Mincer-Zarnowitz calibration, forecast-encompassing tests, Diebold-Mariano and Clark-West comparisons, residual diagnostics, HMM/Markov-switching regimes, Fourier/wavelet coherence, and spectral-entropy screens. The corrected results show that FPAS+ζ improves the reported forecast hierarchy: in the N = 55 annual layer, RMSE is 0.421 compared with 0.612 for FPAS and 1.081 for ARIMA; in the N = 45 robustness layer, RMSE is 0.398 compared with 0.578 and 0.983; and in the N = 20 crisis-era layer, RMSE is 0.233 compared with 0.443 and 1.913. Zeta deviations, composite pressure, F_zeta, W_zeta, and regime diagnostics concentrate around the 2008 global financial crisis, the 2020 pandemic shock, and the 2022 energy-food-monetary tightening shock. The contribution is a bounded mathematical-econometric forecast-diagnostic architecture for global inflation modelling; it does not claim theorem proof, unrestricted causality, residual-problem elimination, or universal forecast dominance across all economies, samples, and horizons.

Suggested Citation

  • Gondauri, Davit, 2026. "Global Riemann-Zeta FPAS+ζ Inflation Forecasting: Layered Validation of a Hybrid Structural-Spectral Model for World Macroeconomic Pressure," EconStor Preprints 341672, ZBW - Leibniz Information Centre for Economics.
  • Handle: RePEc:zbw:esprep:341672
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    References listed on IDEAS

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    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
    • G01 - Financial Economics - - General - - - Financial Crises
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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