Random Matrix Theory and the Evolution of Business Cycle Synchronisation, 1886-2006
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- Paul Ormerod, 2008. "Random matrix theory and the evolution of business cycle synchronisation 1886-2006," Papers 0807.1771, arXiv.org.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Iyetomi, Hiroshi & Nakayama, Yasuhiro & Yoshikawa, Hiroshi & Aoyama, Hideaki & Fujiwara, Yoshi & Ikeda, Yuichi & Souma, Wataru, 2011. "What causes business cycles? Analysis of the Japanese industrial production data," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 246-272, September.
- Sandoval, Leonidas & Franca, Italo De Paula, 2012. "Correlation of financial markets in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 187-208.
- Leonidas Sandoval Junior & Italo De Paula Franca, 2011. "Correlation of financial markets in times of crisis," Papers 1102.1339, arXiv.org, revised Mar 2011.
More about this item
KeywordsInternational business cycle; synchronisation; random matrix theory;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
- N10 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - General, International, or Comparative
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-04-29 (All new papers)
- NEP-CBA-2008-04-29 (Central Banking)
- NEP-HIS-2008-04-29 (Business, Economic & Financial History)
- NEP-MAC-2008-04-29 (Macroeconomics)
- NEP-PKE-2008-04-29 (Post Keynesian Economics)
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