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In this work we employ the Recurrence Quantification Analysis (RQA) framework, effective in discovering evidence of non-linear determinism and complex dynamics in short, noisy and irregular signals. We apply RQA to a set of US macroeconomic time series and simulated sequences in order to provide...
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Complex systems are characterized by deterministic laws (which often may be hidden) and randomness. A tool to analyse those systems is recurrence quantification analysis (RQA). RQA does not rely on any sort of assumption of stationarity and is not sensitive to singularities and transitions. It...
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R.G. Goodwin mentioned that "economists will be led, as natural scientists have been led, to seek in nonlinearities an explanation of the maintenance of oscillation" (Goodwin, Econometrica 19(1), 1951); following this reasoning, we studied business cycles as if they were generated by nonlinear...
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This chapter is dedicated to describe RQA applications in detecting spatio-temporal recurrent patterns of dynamical regimes of economic time series. Here we investigate the nature of economic dynamics and specifically of business cycles Orlando and Zimatore (Chaos, Solitons Fractals 110:82–94,...
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