Search Results - subject:"asymmetric fluctuations"

The good, the bad, and the ugly: An inquiry into the causes and nature of credit cycles

Matsuyama, Kiminori - In: Theoretical Economics 8 (2013) 3, pp. 623-651

random-looking behaviors. Along these cycles, the economy exhibits asymmetric fluctuations; it experiences a slow process of …

Persistent link: https://www.econbiz.de/10011599494

An Index of Growth Rate Volatility: Methodology and an Application to European Regions

Brunetti, Irene; fiaschi, Davide; Gianmoena, Lisa - Dipartimento di Economia e Management, Università … - 2013

A novel methodology, inspired by the literature on mobility, based on Markov matrices, to measure growth rate volatility by a synthetic in- dex is proposed. An asymmetric version of the index allows to identify how much volatility can be ascribe to negative or positive fluctuations around trend....

Persistent link: https://www.econbiz.de/10010933003

The good, the bad, and the ugly: An inquiry into the causes and nature of credit cycles

Matsuyama, Kiminori - In: Theoretical Economics 8 (2013) 3

random-looking behaviors. Along these cycles, the economy exhibits asymmetric fluctuations; it experiences a slow process of …

Persistent link: https://www.econbiz.de/10011019206

The good, the bad, and the ugly: An inquiry into the causes and nature of credit cycles

Matsuyama, Kiminori - In: Theoretical economics : TE ; an open access journal in … 8 (2013) 3, pp. 623-651

random-looking behaviors. Along these cycles, the economy exhibits asymmetric fluctuations; it experiences a slow process of …

Persistent link: https://www.econbiz.de/10011685313

The Good, the bad, and the ugly: an inquiry into the causes and nature of credit cycles

Matsuyama, Kiminori - 2004

random-looking behaviors. Along these cycles, the economy exhibits asymmetric fluctuations; it experiences a long and slow …

Persistent link: https://www.econbiz.de/10010266314

The Good, The Bad, and The Ugly: An Inquiry into the Causes and Nature of Credit Cycles

Matsuyama, Kiminori - Center for Mathematical Studies in Economics and … - 2004

random-looking behaviors. Along these cycles, the economy exhibits asymmetric fluctuations; it experiences a long and slow … intermittently by seemingly random-looking behaviors. Along these cycles, the economy exhibits asymmetric fluctuations; it … tangent bifurcations, homoclinic orbits, intermittency, asymmetric fluctuations …

Persistent link: https://www.econbiz.de/10005252306