Search Results - subject:"recurrence plots"

Nonlinear dynamics in Divisia monetary aggregates : an application of recurrence quantification analysis

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 …

Persistent link: https://www.econbiz.de/10014288913

Turning point chronology for the Euro-Zone: A Distance Plot Approach.

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013

is achieve by exploiting the concept of recurrence plots, in this case distance plot, to characterize and detect turning … points in the business cycle for any economic system. Firstly, we exploit the concept of recurrence plots on the US …

Persistent link: https://www.econbiz.de/10010628505

Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis.

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013

differential entropy based method using wavelet-based surrogates. We exploit the concept of recurrence plots to study the stock …. In particular, the recurrence plots are employed to detect and characterize financial cycles. A comprehensive analysis of …

Persistent link: https://www.econbiz.de/10010628506

Turning point chronology for the Euro-Zone: A Distance Plot Approach

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - HAL - 2013

Persistent link: https://www.econbiz.de/10010635040

Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - HAL - 2013

Persistent link: https://www.econbiz.de/10010635221

Turning point chronology for the Euro-Zone: A Distance Plot Approach.

Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013

is achieved by exploiting the concept of recurrence plots, in particular distance plots, to characterize and detect … turning points of the business cycle. Firstly, we apply the concept of recurrence plots on the US Industrial Production Index …

Persistent link: https://www.econbiz.de/10010711870

A new approach to analyzing convergence and synchronicity in growth and business cycles: Cross recurrence plots and quantification analysis

Crowley, Patrick M.; Schultz, Aaron - 2010

Convergence and synchronisation of business and growth cycles are important issues in the efficient formulation of euro area economic policies, and in particular European Central Bank (ECB) monetary policy. Although several studies in the economics literature address the issue of synchronicity...

Persistent link: https://www.econbiz.de/10012148104

A New Approach to Analyzing Convergence and Synchronicity in Growth and Business Cycles: Cross Recurrence Plots and Quantification Analysis

Crowley, Patrick; Aaron, Schultz - Volkswirtschaftliche Fakultät, … - 2010

Persistent link: https://www.econbiz.de/10008534250

A new approach to analyzing convergence and synchronicity in growth and business cycles: cross recurrence plots and quantification analysis

Crowley, Patrick M; Schultz, Aaron - Suomen Pankki - 2010

Persistent link: https://www.econbiz.de/10008643872

Visitando vizinhos: uma análise da série histórica de produção de bens de capital no Brasil utilizando diagramas de recorrência

Bueno, Newton Paulo - In: Revista Economia e Sociedade 37 (2009) 8, pp. 18-18

-January/2002. Using the techniques of recurrence plots diagrams and nearest neighbors forecasting, we found evidences that …

Persistent link: https://www.econbiz.de/10004985703