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Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

  • Chen, Wei-Shing
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    The aim of the article is to answer the question if the Taiwan unemployment rate dynamics is generated by a non-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of non-stationary hidden transition patterns of the unemployment rate of Taiwan. The case study uses the time series data of the Taiwan’s unemployment rate during the period from 1978/01 to 2010/06. The results show that recurrence techniques are able to identify various phases in the evolution of unemployment transition in Taiwan.

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    File URL: http://www.sciencedirect.com/science/article/pii/S0378437110010526
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    Article provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.

    Volume (Year): 390 (2011)
    Issue (Month): 7 ()
    Pages: 1332-1342

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    Handle: RePEc:eee:phsmap:v:390:y:2011:i:7:p:1332-1342
    Contact details of provider: Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/

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    7. Rothman, Philip, 1991. "Further evidence on the asymmetric behavior of unemployment rates over the business cycle," Journal of Macroeconomics, Elsevier, vol. 13(2), pages 291-298.
    8. Dimitris Kugiumtzis & Alkiviadis Tsimpiris, . "Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases," Journal of Statistical Software, American Statistical Association, vol. 33(i05).
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