Dynamics of the Shapovalov mid-size firm model

Tatyana A. Alexeeva, William Barnett, Nikolay V. Kuznetsov and Timur N. Mokaev

Chaos, Solitons & Fractals, 2020, vol. 140, issue C

Abstract: Forecasting and analyses of the dynamics of financial and economic processes such as deviations of macroeconomic aggregates (GDP, unemployment, and inflation) from their long-term trends, asset markets volatility, etc., are challenging because of the complexity of these processes. Important related research questions include, first, how to determine the qualitative properties of the dynamics of these processes, namely, whether the process is stable, unstable, chaotic (deterministic), or stochastic; and second, how best to estimate its quantitative indicators including dimension, entropy, and correlation characteristics.

Keywords: Mid-size firm model; Forecasting; Global stability; Chaos; Absorbing set; Lyapunov exponents; Multistability (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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Working Paper: Dynamics of the Shapovalov mid-size firm model (2020)
Working Paper: Dynamics of the Shapovalov Mid-Size Firm Model (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306354

DOI: 10.1016/j.chaos.2020.110239

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