Andreadis, Ioannis; Fragkou, Athanasios D.; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-17
We construct recurrence plots (RPs) and conduct recurrence quantification analysis (RQA) to investigate the dynamic properties of the new Center for Financial Stability (CFS) Divisia monetary aggregates for the United States. In this study, we use the latest vintage of Divisia aggregates,...
