Catálogo de publicaciones - libros
New Trends in Macroeconomics
Claude Diebolt ; Catherine Kyrtsou (eds.)
Resumen/Descripción – provisto por la editorial
No disponible.
Palabras clave – provistas por la editorial
Macroeconomics/Monetary Economics//Financial Economics; Economic Theory/Quantitative Economics/Mathematical Methods; Econometrics; Economic Growth
Disponibilidad
| Institución detectada | Año de publicación | Navegá | Descargá | Solicitá |
|---|---|---|---|---|
| No detectada | 2005 | SpringerLink |
Información
Tipo de recurso:
libros
ISBN impreso
978-3-540-21448-9
ISBN electrónico
978-3-540-28556-4
Editor responsable
Springer Nature
País de edición
Reino Unido
Fecha de publicación
2005
Información sobre derechos de publicación
© Springer-Verlag Berlin Heidelberg 2005
Cobertura temática
Tabla de contenidos
Complex Dynamics in Macroeconomics: A Novel Approach
Catherine Kyrtsou; Constantinos E. Vorlow
In this work we employ the Recurrence Quantification Analysis (RQA) framework, effective in discovering evidence of non-linear determinism and complex dynamics in short, noisy and irregular signals. We apply RQA to a set of US macroeconomic time series and simulated sequences in order to provide a classification based on topological aspects of their dynamics. Through RQA we can in general obtain useful information on the quality and complexity of the structure of the dynamics in an economy, as this is embedded in its macroeconomic time series.
Pp. 223-238