Spectral Regime Analysis of Economic Systems

The author presents a spectral framework for analyzing instability across economic systems, including macroeconomic indicators, financial markets, and policy regimes. Macroeconomic fluctuations exhibit nonlinear dynamics resembling spectral systems observed in turbulence and statistical physics. [1][2][3] This paper introduces Spectral Regime Analysis (SRA) and an Additive-Multiplicative (AM) regulator for measuring economic instability. The instability frequency parameter, λ= ∆X σ X Captures deviation relative to volatility; Sorting λ values across macroeconomic indicators produces a 100-point instability spectrum whose normalized spacing shows structural similarities with eigenvalue spacing patterns studied in the Riemann Hypothesis. [16][17][18] Using international macroeconomic data, the author constructs ten empirical tables covering growth, inflation, labor, debt, trade, monetary policy, markets, and financial risk. [6][8] An AM regulator, Ω λ = 1 1+ e (λ-1) Damps instability and generates regulated economic observables.