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A multiscale entropy approach for market efficiency

Alvarez-Ramirez, Jose; Rodriguez, Eduardo; Alvarez, Jesus - In: International Review of Financial Analysis 21 (2012) C, pp. 64-69

periods of about 4.5 and 22years. It is apparent that the 4.5-year cycle is related to inventory (Kitchin-type) effects, while … the 22-year cycle to structure inversion (Kondriatev-type) cycles. …

Persistent link: https://www.econbiz.de/10010582645

La modélisation en équilibre général dynamique et stochastique des cycles économiques en Afrique Sub-saharienne : une revue de la littérature

Naoussi, Claude Francis; Tripier, Fabien - HAL - 2012

Cet article propose une revue de la littérature sur les modèles d'équilibre général dynamique et stochastique appliqués aux pays d'Afrique Sub-saharienne. Cette littérature a pour double objectif (i) d'identifier les facteurs spécifiques à ces économies susceptibles d'expliquer leur...

Persistent link: https://www.econbiz.de/10010593610

Proprietorship Formations and U.S. Job Growth

Shrestha, Sundar S.; Goetz, Stephan J.; Rupasingha, Anil - In: The Review of Regional Studies 37 (2007) 2, pp. 146-68

. The relative magnitude of this effect varies with the business cycle, being stronger during economic expansions and weaker …

Persistent link: https://www.econbiz.de/10010547738

Analysis of the Evolution of the Gross Domestic Product by Means of Cyclic Regressions

Ioan, Catalin Angelo; Ioan, Gina - In: Acta Universitatis Danubius. OEconomica (2011) 4(4), pp. 114-126

variation of this rate, computed as a numerical derivative. The obtained results show a cycle for this indicator for 71 years …

Persistent link: https://www.econbiz.de/10010553417

In this article, we will carry out an analysis on the regularity of the Gross Domestic Product of a country, in our case the United States. The method of analysis is based on the c...

Ioan, Catalin Angelo; Ioan, Gina - In: Acta Universitatis Danubius. OEconomica (2011) 4(4), pp. 142-157

Persistent link: https://www.econbiz.de/10010553454

A Series of Unfortunate Events: Common Sequencing Patterns in Financial Crises

Reinhart, Carmen M. - In: Rivista di Politica Economica (2011) 4, pp. 11-36

boom-bust cycle. Recurring temporal patterns in the boom-bust cycle and their broad sequencing is analyzed. …

Persistent link: https://www.econbiz.de/10010575294

Rock–paper–scissors and cycle-based games

Bahel, Eric - In: Economics Letters 115 (2012) 3, pp. 401-403

The present work characterizes the unique Nash equilibrium for games that are based on a cyclic preference relation. In … the Nash equilibrium of these games, each player randomizes between three specific actions. In particular, an alternative … way of deriving the unique Nash equilibrium of the rock–paper–scissors game is proposed. …

Persistent link: https://www.econbiz.de/10010576437

Governing a Common-Pool Resource in a Directed Network

Richefort, Lionel; Point, Patrick - Fondazione ENI Enrico Mattei (FEEM) - 2010

wetlands. It is shown that in many (but not all) directed networks, there exists an equilibrium, sometimes socially desirable …

Persistent link: https://www.econbiz.de/10008828401

Fraud cycles

Gong, Jiong; McAfee, R. Preston; Williams, Michael - Volkswirtschaftliche Fakultät, … - 2011

Fraud is an ancient crime and one that annually causes hundreds of billions of dollars in losses. We examine the behavioral patterns over time of different types of frauds, which illustrate cyclical frequencies. We develop an evolutionary theory that suggests cyclic behavior in frauds should be...

Persistent link: https://www.econbiz.de/10008839498

U.S. Housing Price Boom–Busts In Historical Perspective

Bordo, Michael D. - Networks Financial Institute, Scott College of Business - 2005

There is present concern that housing prices in the U.S. are undergoing an unsustainable boom, which some refer to as a bubble, that will end in a bust with dire consequences for the real economy. This paper considers whether this dire scenario is likely to happen. My reading of the literature...

Persistent link: https://www.econbiz.de/10010895732