• RQA correlations on real business cycles time series

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      Permanent link:
      https://www.ias.ac.in/article/fulltext/conf/001/01/0035-0041

    • Keywords

       

      Determinism; numerical chaos; applications to economics; economic dynamics

    • Abstract

       

      Trade cycles are complex phenomena which oscillate because of economic downturns and expansions. Recurrence quantification analysis (RQA) detects state changes without necessitating any a priori mathematical assumption and highlights hidden features of the dynamics both at equilibrium and near transition phases. This paper aims to understand some potential application of recurrence quantification analysis in detecting recessions.

      PACS Nos 05.10.-a; 05.45.Tp; 05.45.-a

    • Author Affiliations

       

      GIUSEPPE ORLANDO1 2 GIOVANNA ZIMATORE3

      1. Università degli Studi di Bari “Aldo Moro” - Department of Economics and Finance, Via C. Rosalba 53, Bari, I-70124 Italy
      2. Università degli Studi di Camerino - School of Science and Technologies, Via M. delle Carceri 9, Camerino, I-62032 Italy
      3. CNR-IDASC, Institute of Acoustics and Sensors “O. M. Corbino”, Via del Fosso del Cavaliere 100, Roma, I-00133 Italy
    • Dates

       
  • Indian Academy of Sciences
    Conference Series | News

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