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," Research Discussion Papers 16/2010, Bank of Finland.
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More about this item
KeywordsEuro area; business cycles; growth cycles; recurrence plots; recurrence quantification analysis; non-stationarity; complex systems; surrogate analysis.;
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-17 (All new papers)
- NEP-CBA-2010-07-17 (Central Banking)
- NEP-EEC-2010-07-17 (European Economics)
- NEP-MAC-2010-07-17 (Macroeconomics)
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