RQA correlations on real business cycles time series

2017/12/13 by Giuseppe Orlando, Giovanna Zimatore · 3 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Monetary Policy and Economic Impact #Market Dynamics and Volatility

paper · pdf · doi:10.29195/iascs.01.01.0009

openalex publication_date 2017/12/13 · openalex created_date 2017/12/22 · openalex updated_date 2026/07/29

Abstract

Trade cycles are complex phenomena which oscillate because of economic downturns and expansions. Recurrence quantification analysis (RQA) detects state changes without necessitating any a priori mathematical assumption and highlights hidden features of the dynamics both at equilibrium and near transition phases. This paper aims to understand some potential application of recurrence quantification analysis in detecting recessions.

Cited by

• Recurrence quantification analysis of business cycles
• Chaos theory [wikipedia]
• Complexity economics [wikipedia]

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