Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis.
Year of publication: |
2012-04
|
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Authors: | Addo, Peter Martey ; Billio, Monica ; Guegan, Dominique |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | Business cycle | Delay Vector Variance (DVV) method | nonlinearity | surrogates wavelets |
Extent: | application/pdf |
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Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Notes: | 26 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C40 - Econometric and Statistical Methods: Special Topics. General ; E32 - Business Fluctuations; Cycles |
Source: |
-
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach.
Addo, Peter Martey, (2012)
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Nonlinear dynamics and recurrence plots for detecting financial crisis
Addo, Peter Martey, (2013)
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Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis.
Addo, Peter Martey, (2013)
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A test for a new modelling: The Univariate MT-STAR Model.
Addo, Peter Martey, (2011)
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Understanding Exchange Rates Dynamics.
Addo, Peter Martey, (2013)
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Turning point chronology for the Euro-Zone: A Distance Plot Approach.
Addo, Peter Martey, (2013)
- More ...