IDEAS home Printed from https://ideas.repec.org/a/eee/streco/v14y2003i2p159-183.html
   My bibliography  Save this article

Symbolic time series analysis and dynamic regimes

Author

Listed:
  • Brida, Juan G.
  • Punzo, Lionello F.

Abstract

No abstract is available for this item.

Suggested Citation

  • Brida, Juan G. & Punzo, Lionello F., 2003. "Symbolic time series analysis and dynamic regimes," Structural Change and Economic Dynamics, Elsevier, vol. 14(2), pages 159-183, June.
    • Handle: RePEc:eee:streco:v:14:y:2003:i:2:p:159-183
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0954-349X(02)00050-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Durlauf, Steven N & Johnson, Paul A, 1995. "Multiple Regimes and Cross-Country Growth Behaviour," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(4), pages 365-384, Oct.-Dec..
    2. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
    3. Lavezzi, Andrea, 2003. "Investment-productivity dynamics and distribution dynamics in a multisector economy: some theory and an application to Italian regions," Structural Change and Economic Dynamics, Elsevier, vol. 14(2), pages 185-211, June.
    4. Kiminori Matsuyama, 1999. "Growing Through Cycles," Econometrica, Econometric Society, vol. 67(2), pages 335-348, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Juan Gabriel Brida & Silvia London & Lionello Punzo & Wiston Adrian Risso, 2011. "An Alternative View of the Convergence Issue of Growth Empirics," Growth and Change, Wiley Blackwell, vol. 42(3), pages 320-350, September.
    2. Juan Gabriel Brida & Nicolás Garrido & Silvia London, 2013. "Estudio del desempeno económico regional: el caso argentino," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
    3. Wang, Xin & Sun, Mei, 2021. "A novel prediction model of multi-layer symbolic pattern network: Based on causation entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 575(C).
    4. Brida, Juan Gabriel & Gómez, David Matesanz & Seijas, Maria Nela, 2017. "Debt and growth: A non-parametric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 883-894.
    5. Bibiana Lanzilotta Mernies, 2016. "Taxonomia y Dinamica de las Expectativas Economicas de los Empresarios Industriales en Uruguay. Un Analisis de Conglomerados," Revista de Economía del Rosario, Universidad del Rosario, vol. 17(2), pages 229-256, February.
    6. Juan Gabriel Brida & Juan Pereyra & Martín Puchet Anyul & Wiston Adrián Risso, 2011. "Regímenes de desempeño económico y dualismo estructural en la dinámica de las entidades federativas de México, 1970 - 2006," Documentos de Trabajo (working papers) 1011, Department of Economics - dECON.
    7. Punzo, Lionello F., 2006. "Towards a disequilibrium theory of structural dynamics: Goodwin's contribution," Structural Change and Economic Dynamics, Elsevier, vol. 17(4), pages 382-399, December.
    8. Brida, Juan Gabriel & London, Silvia & Risso, Wilson Adrián, 2010. "Economic performance clubs in the Americas: 1955-2003," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    9. Tostes Lamonica, Marcos & Feijó, Carmem Aparecida & Punzo, Lionello Franco, 2021. "The growth trajectories of Argentina, Brazil, Chile and Mexico: a comparative view through the framework space lens," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    10. Azarnoosh, Mahdi & Motie Nasrabadi, Ali & Mohammadi, Mohammad Reza & Firoozabadi, Mohammad, 2011. "Investigation of mental fatigue through EEG signal processing based on nonlinear analysis: Symbolic dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 44(12), pages 1054-1062.
    11. Silvia London & Gastón Cayssials & Fernando Antonio Ignacio González, 2022. "Population growth and economic growth: a panel causality analysis," Asociación Argentina de Economía Política: Working Papers 4574, Asociación Argentina de Economía Política.
    12. Brida, Juan Gabriel & Carrera, Edgar J. Sanchez & Segarra, Verónica, 2020. "Clustering and regime dynamics for economic growth and income inequality," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 99-108.
    13. Pablo Juan Cárdenas-García & Juan Gabriel Brida & Verónica Segarra, 2024. "A qualitative dynamic analysis of the relationship between tourism and human development," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
    14. Juan Brida & Wiston Risso, 2010. "Dynamics and Structure of the 30 Largest North American Companies," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 85-99, January.
    15. Emiliano Alvarez & Juan Gabriel Brida & Gaston Cayssials & Erick Limas, 2022. "A dynamical explanation about price formation in illegal markets," Economics Bulletin, AccessEcon, vol. 42(2), pages 971-978.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Elvio Accinelli & Juan Gabriel Brida, 2007. "Modelos económicos con múltiples regímenes," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 1(2), pages 96-115.
    2. Domowitz, Ian & El-Gamal, Mahmoud A., 2001. "A consistent nonparametric test of ergodicity for time series with applications," Journal of Econometrics, Elsevier, vol. 102(2), pages 365-398, June.
    3. Graciela L. Kaminsky, 2003. "Varieties of Currency Crises," NBER Working Papers 10193, National Bureau of Economic Research, Inc.
    4. Punzo, Lionello F., 2003. "Some new tools for the qualitative analysis of dynamic economic data: symbolic and distribution analyses for multi-regime dynamics," Structural Change and Economic Dynamics, Elsevier, vol. 14(2), pages 121-131, June.
    5. Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002. "Estimation and model selection based inference in single and multiple threshold models," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October.
    6. Kerekes, Monika, 2009. "Growth miracles and failures in a Markov switching classification model of growth," Discussion Papers 2009/11, Free University Berlin, School of Business & Economics.
    7. Jerzmanowski, Michal, 2006. "Empirics of hills, plateaus, mountains and plains: A Markov-switching approach to growth," Journal of Development Economics, Elsevier, vol. 81(2), pages 357-385, December.
    8. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(1), pages 235-322.
    9. repec:cuf:journl:y:2013:v:14:i:3:kaminsky is not listed on IDEAS
    10. Iyigun, Murat F. & Owen, Ann L., 2006. "Experiencing change and the evolution of adaptive skills: Implications for economic growth," European Economic Review, Elsevier, vol. 50(3), pages 565-579, April.
    11. Kaminsky, Graciela L., 2006. "Currency crises: Are they all the same?," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 503-527, April.
    12. Chen, Haiqiang & Li, Yingxing & Lin, Ming & Zhu, Yanli, 2018. "A Regime Shift Model with Nonparametric Switching Mechanism," IRTG 1792 Discussion Papers 2018-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    13. Bloom, David E & Canning, David & Sevilla, Jaypee, 2003. "Geography and Poverty Traps," Journal of Economic Growth, Springer, vol. 8(4), pages 355-378, December.
    14. Yokoo, Masanori & Ishida, Junichiro, 2008. "Misperception-driven chaos: Theory and policy implications," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1732-1753, June.
    15. E Andreou & A Pelloni & M Sensier, 2003. "The effect of nominal shock uncertainty on output growth," Centre for Growth and Business Cycle Research Discussion Paper Series 40, Economics, The University of Manchester.
    16. Milan Kumar Das & Anindya Goswami, 2019. "Testing of binary regime switching models using squeeze duration analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-20, March.
    17. Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model," International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
    18. Chkili, Walid & Nguyen, Duc Khuong, 2014. "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, vol. 31(C), pages 46-56.
    19. Manuela Goretti, 2005. "The Brazilian currency turmoil of 2002: a nonlinear analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 289-306.
    20. David Andolfatto & Paul Gomme, 2003. "Monetary Policy Regimes and Beliefs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 1-30, February.
    21. Valentina Aprigliano & Danilo Liberati, 2021. "Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time," Manchester School, University of Manchester, vol. 89(S1), pages 76-96, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:streco:v:14:y:2003:i:2:p:159-183. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/525148 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.