A New Approach to Analyzing Convergence and Synchronicity in Growth and Business Cycles: Cross Recurrence Plots and Quantification Analysis
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- Crowley, Patrick M. & Schultz, Aaron, 2010. "A new approach to analyzing convergence and synchronicity in growth and business cycles: Cross recurrence plots and quantification analysis," Bank of Finland Research Discussion Papers 16/2010, Bank of Finland.
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Cited by:
- Ashe, Sinéad & Egan, Paul, 2023. "Examining financial and business cycle interaction using cross recurrence plot analysis," Finance Research Letters, Elsevier, vol. 51(C).
- de Lucas-Santos, Sonia & Delgado-Rodríguez, María Jesús & Cabezas-Ares, Alfredo, 2021. "Cyclical convergence in per capita carbon dioxide emission in US states: A dynamic unobserved component approach," Energy, Elsevier, vol. 217(C).
- Giuseppe Orlando & Giovanna Zimatore, 2021.
"Recurrence Quantification Analysis of Business Cycles,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Giuseppe Orlando & Alexander N. Pisarchik & Ruedi Stoop (ed.), Nonlinearities in Economics, chapter 0, pages 269-282,
Springer.
- Orlando, Giuseppe & Zimatore, Giovanna, 2018. "Recurrence quantification analysis of business cycles," Chaos, Solitons & Fractals, Elsevier, vol. 110(C), pages 82-94.
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More about this item
Keywords
Euro area; business cycles; growth cycles; recurrence plots; recurrence quantification analysis; non-stationarity; complex systems; surrogate analysis.;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-07-17 (Central Banking)
- NEP-EEC-2010-07-17 (European Economics)
- NEP-MAC-2010-07-17 (Macroeconomics)
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