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Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis

Ioannis Andreadis1, Athanasios D Fragkou1, Theodoros E Karakasidis1

  • 1University of Calgary, Calgary, AB Canada.

Financial Innovation
|January 16, 2023
PubMed

Keywords:
Deterministic dynamicsDivisia monetary aggregatesMoving windowsRecurrence plotsStochastic structures

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