Cargando…
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...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
|
| Materias: | |
| 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 |