Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

Wei-Shing Chen

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 7, 1332-1342

Abstract: The aim of the article is to answer the question if the Taiwan unemployment rate dynamics is generated by a non-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of non-stationary hidden transition patterns of the unemployment rate of Taiwan. The case study uses the time series data of the Taiwan’s unemployment rate during the period from 1978/01 to 2010/06. The results show that recurrence techniques are able to identify various phases in the evolution of unemployment transition in Taiwan.

Keywords: Nonlinear dynamics; Recurrence plot; Recurrence quantification analysis; Unemployment rate in Taiwan (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:7:p:1332-1342

DOI: 10.1016/j.physa.2010.12.020

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