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

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, maintained...

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Detalles Bibliográficos
Autores principales: Andreadis, Ioannis, Fragkou, Athanasios D., Karakasidis, Theodoros E., Serletis, Apostolos
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9829528/
https://www.ncbi.nlm.nih.gov/pubmed/36643683
http://dx.doi.org/10.1186/s40854-022-00419-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9829528/
https://www.ncbi.nlm.nih.gov/pubmed/36643683
http://dx.doi.org/10.1186/s40854-022-00419-5

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