Recurrence quantification analysis on a Kaldorian business cycle model

被引：0
|
作者：
Giuseppe Orlando
Giovanna Zimatore
机构：
[1] Università degli Studi di Bari “Aldo Moro”,Department of Economics and Finance
[2] Università degli Studi di Camerino,School of Science and Technologies
[3] eCampus University,undefined
来源：
Nonlinear Dynamics | 2020年 / 100卷
关键词：
Determinism; Chaos; Applications to economics; Economic dynamics; 62P20; 65P20; 70K75; 91B55;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Business cycles denote oscillations in economy as a result of downturns and expansions. The macroeconomic variable under our investigation is income as derived by the dynamic interaction with capital, consumption and investment. In this paper, a Kaldorian business cycle model is used to simulate real dynamics so that nonlinear techniques such as recurrence quantification analysis, Poincaré Plot and related quantifiers can be applied. Analysis of chaos brings evidences on fractal dimension and entropy measures for both real data and model’s simulations. The final goal is to discover whether real and simulated business cycle dynamics have similar characteristics and validate the model as a suitable tool to simulate reality.
引用
收藏
页码：785 / 801
页数：16
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