Recurrence quantification analysis of business cycles

2018/03/18 by Giuseppe Orlando, Giovanna Zimatore · 3 citations
Economics, Econometrics and Finance · Psychology · #Business cycle #Chaotic #Classical economics #Complex Systems and Time Series Analysis #Computer science #Dynamics (music) #Econometrics #Economic analysis #Economic theories and models #Economics #Laminar flow #Macroeconomics #Management #Mechanics #Monetary Policy and Economic Impact #Nonlinear system #Physics #Psychology #Recurrence quantification analysis #Statistical physics

paper · doi:10.1016/j.chaos.2018.02.032

openalex publication_date 2018/03/18 · crossref created 2018/03/18 · crossref issued 2018/05/01 · crossref published 2018/05/01 · crossref published-print 2018/05/01 · openalex created_date 2025/10/10 · crossref deposited 2025/10/18 · crossref indexed 2026/07/07 · openalex updated_date 2026/07/23

Citations

• Recurrence Quantification Analysis of Financial Market Crashes and Crises
• Expectations and the neutrality of money
• Time to Build and Aggregate Fluctuations
• Correlations, risk and crisis: From physiology to finance
• RQA correlations on real business cycles time series
• The Debt-Deflation Theory of Great Depressions

Cited by

• Business cycle modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model
• Chaos theory [wikipedia]
• Complexity economics [wikipedia]