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~subject:"Konjunkturzusammenhang"
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Konjunkturzusammenhang
Random matrix theory
81
random matrix theory
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Guerini, Mattia
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1
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
- In:
Applied economics
55
(
2023
)
18
,
pp. 2038-2059
Persistent link: https://www.econbiz.de/10014294856
Saved in:
2
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
-
2019
exploits
Random
Matrix
Theory
and extracts the latent information contained in a balanced panel data by cleaning it from …
Persistent link: https://www.econbiz.de/10012111550
Saved in:
3
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
-
2019
Persistent link: https://www.econbiz.de/10012233615
Saved in:
4
Random
Matrix
Theory
and the Evolution of Business Cycle Synchronisation, 1886-2006
Ormerod, Paul
-
2008
matrix may be dominated by noise rather than by true information.
Random
matrix
theory
was developed in physics to overcome … in the analysis of financial data. Using a very similar data set to Bordo and Helbing, I use
random
matrix
theory
, and …
Persistent link: https://www.econbiz.de/10010295268
Saved in:
5
Random
Matrix
Theory
and Macro-Economic Time-Series: An Illustration Using the Evolution of Business Cycle Synchronisation, 1886-2006
Ormerod, Paul
- In:
Economics: The Open-Access, Open-Assessment E-Journal
2
(
2008
)
2008-26
,
pp. 1-10
The aim of this paper is to show that
random
matrix
theory
(RMT) can be a useful addition to the economist?s tool … may be dominated by noise rather than by true information.
Random
matrix
theory
was developed in physics to overcome this …
Persistent link: https://www.econbiz.de/10010295323
Saved in:
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