This research reexamines the relations between production, money and income and arrives at a need for reform, through a contemporary money theory, with the same foundations that endow the system of the numerical entity that measures the economy. The analysis undertaken began from the "Econophysics" observation that wealth is unequally distributed among agents in an economic system. The literature has consolidated the concept of 'systemic entropy' as the degree of endogenous 'disorder' that occurs with the succession of interactions/transactions among its elements, leading to a stabilization in equilibrium that is no longer modifiable by spontaneous perturbations, even though there is clear evidence of profound inequality in individual wealth. The contribution offered here is an in-depth investigation into the causes that have led and continue to lead to the genesis and exacerbation of these socioeconomic differences, which also convey an exclusion of the less wealthy sectors of the population from the most significant transactions. This ordains the impossibility, at the current state of the art, of achieving a neg-entropic practice, which is fundamental to the evolution of organisms. The point of arrival is in the negation of the monetary structure as currently perceived and organized.

There is an intrinsic and mutualistic dependence between the bio-economic performance of banks and that of enterprises. This supposition is supported by correlations identified in a comprehensive analysis of the Italian banking sector, which reveal particularly strong relations between financial intermediaries and smaller enterprises. Concentrating on developments within the bank-enterprise system (and by extension, in households), we discuss the positive effects, including on macroeconomics, generated when the banking sector supplies funding to productive infrastructure to understand how the industry remains healthy and efficient. The negative effects produced by the disappearance of such a cycle are also considered. This paper thus presents a mathematical argument through dynamic modelling to evaluate the structural trends in bank and company populations that result from more and less expansive credit strategies assumed by banks. Empirical observations of this data also reflect the critical stress factor of the (micro)enterprise population that allows it to generate positive economic variations as financial leverage decreases. The ensuing assessment of stable and unstable points of equilibrium as well as bifurcations and their irreversibility (hysteresis) reveals that banks have stagnating profits and increasing numbers of non-performing loans. Finally, we investigate the possibility of an optimal minimum level of credit leverage and how to improve the stabilizing measures that are conferred to the system itself, especially given the uncertainty caused by the COVID-19 pandemic.

Starting from empirical observations of macroeconomic data from emerging market economies recorded in the second decade of the 2000s, an economic analysis was conducted on these economies' prerogatives and prospects, with special attention given to possible risks of systemic instability and the general soundness of their social and socio-economic structures. These assessments seem particularly relevant, not only for the countries in question, but because of their growing influence in determining international economic balance in the network of relations with developed countries at large. Indeed, alongside good performance trends in production growth, distribution of new wealth that has exacerbated inequalities can be discerned. Moreover, emerging countries' economic policies often show a general accommodation to the sole objective of production growth, whilst neglecting to maintain equilibrium within the combined arrangement of all (other) macroeconomic variables. Hence, at first we investigated the constitutive dynamics of these phenomena, using an income diffusion model based on a Pareto probability distribution, then on rheology for the analysis of the peculiar new wealth flows distributed over these countries' populations as well as any spontaneous redistribution effects induced by transactions among resident agents. At that point, applying the Dynamic New Keynesian model, we represented the system and studied solutions. Finally, we offer a proposal for constant government monitoring of each system, adopting control procedures capable of interveningby way of economic and monetary policy instrumentswhere trends showed certain critical levels of instability in the economic system, which are observable from the trajectory diagrams.

In the last five years, Italy has seen a noticeable and steady increase in the supply of trade credit, granting of extensions, and general systemic business-to-business financial support. Focusing on system entanglement, this paper examines the impact in Italy of bank valuations of creditworthiness and credit intermediation on intra-firm trade portfolio dynamics. We further consider the impacts of exogenous shocks to the economy and other disruptive events on payment regularity and risks of insolvency in intra-firm transactions. Mapping portfolio dynamics to a quantum super-system with a Hamiltonian space of phases, we demonstrate that the performance of intra-firm portfolios depends concurrently on bank valuations and that system entanglement allows us to examine the extent to which economic disruptions shift portfolio dynamics from their state of equilibrium.

Starting from the examination of the main macroeconomic parameters that have characterized the structure of the Eurozone in the last decade and their systemization our aim was to apply a model suitable for describing its dynamics. In particular, the Kolmogorov-Arnold-Moser theorem was adapted to the question, up to low level perturbations caused by negative economic conditions, the first symptoms of financial or exogenous crises, and other turbulence affecting the economy. We then applied Nekhoroshev's theorem to represent the phenomena characterized by the occurrence of stronger resonance as well as the reactions of the system to the control and recovery measures implemented by the ECB Governing Council. The goal of the paper is to propose the adoption of a systemic stability planning and control dashboard also suitable for the support and stimulation of growth cycles with attention to optimal performance, which can be identified in compliance with (or restoration of) the macroeconomic trajectories determined in the model by the Hénon Attractor. The proposed scheme may find useful application both for evaluation and operational purposes in the current period, characterized by the complex and compromised scenario brought about by the SARS-COVID2 pandemic emergency, which has obviously imposed structured measures to support the economy.