Recurrence quantification analysis on a Kaldorian business cycle model

DOI10.1007/S11071-020-05511-YMaRDI QIDQ2183419zbMATH OpenOpenAlexFDO

Authors Giuseppe Orlando, Giovanna Zimatore

Publication date 27 May 2020

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11071-020-05511-y

zbMATH Keywords

chaosdeterminismeconomic dynamicsapplications to economics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical chaos (65P20) Economic dynamics (91B55) Nonlinear modes (70K75)

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Cites work

• Title not available (Why is no real title available?)
• scientific article; zbMATH DE number 789394 (Why is no real title available?)
• A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle
• A linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets
• A mathematical approach to Harrod's open economy dynamics
• Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
• Dynamic complexity in a Keynesian growth-cycle model involving Harrod's instability
• High level chaos in the exchange and index markets
• Measuring complexity in a business cycle model of the Kaldor type
• Nonlinear dynamical systems with self-excited and hidden attractors
• On the characterization of the deterministic/stochastic and linear/nonlinear nature of time series
• Prospect Theory: An Analysis of Decision under Risk
• RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME.
• Testing for nonlinearity in time series: the method of surrogate data
• The Kaldor-Kalecki stochastic model of business cycle

Cited in

(10)

• An empirical test of Harrod's model
• Recurrence quantification analysis: theory and applications
• On extensive dynamics of a Cournot heterogeneous model with optimal response
• Analysis of stochastic effects in Kaldor-type business cycle discrete model
• The KaldorKalecki Model of Business Cycle as a Two-Dimensional Dynamical System
• Endogenous economic resilience, loss of resilience, persistent cycles, multiple attractors, and disruptive contractions
• Complex dynamics of a Kaldor model of business cycle with discrete-time
• A non-linear approach to Kalecki's investment cycle
• scientific article; zbMATH DE number 1774532 (Why is no real title available?)
• Measuring complexity in a business cycle model of the Kaldor type

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Uses Software

• RRChaos

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