Un approccio di teoria del caos all'analisi delle serie storiche economiche

Marisa Faggini ()
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Marisa Faggini: Università di Salerno

Rivista di Politica Economica, 2005, vol. 95, issue 4, 199-234

Abstract: In the Chaos Theory, the study of economic time series were conducted mainly using metric-dynamic tools. These studies gave ambiguous results but they did identify the presence of unusual non-linear structures. The difficulty in applying one of these in the short time series can be considered as the main cause of rejection of deterministic chaos. The aim is to overcome the limits of the metric approach analysing the GDP of Japan and United Kingdom using a topological tool: VRA. Conclusions show that our results overcame those obtained testing the same data using the metric-dynamic analysis highlighting the potential of the topological approach in economics.

JEL-codes: C32 E1 (search for similar items in EconPapers)
Date: 2005
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