Nonlinear dynamics in Divisia monetary aggregates : an application of recurrence quantification analysis
Year of publication: |
2023
|
---|---|
Authors: | Andreadis, Ioannis ; Fragkou, Athanasios D. ; Karakasidis, Theodoros E. ; Serletis, Apostolos |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 9.2023, 1, Art.-No. 16, p. 1-17
|
Subject: | Deterministic dynamics | Divisia monetary aggregates | Moving windows | Recurrence plots | Stochastic structures | Theorie | Theory | Geldmenge | Money supply | Zeitreihenanalyse | Time series analysis | Aggregation | Index | Index number |
Description of contents: | Description [doi.org] |
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