Matches in SemOpenAlex for { <https://semopenalex.org/work/W4313856846> ?p ?o ?g. }
- W4313856846 abstract "Abstract We construct recurrence plots (RPs) and conduct recurrence quantification analysis (RQA) to investigate the dynamic properties of the new Center for Financial Stability (CFS) Divisia monetary aggregates for the United States. In this study, we use the latest vintage of Divisia aggregates, maintained within CFS. We use monthly data, from January 1967 to December 2020, which is a sample period that includes the extreme economic events of the 2007–2009 global financial crisis. We then make comparisons between narrow and broad Divisia money measures and find evidence of a nonlinear but reserved possible chaotic explanation of their origin. The application of RPs to broad Divisia monetary aggregates encompasses an additional drift structure around the global financial crisis in 2008. Applying the moving window RQA to the growth rates of narrow and broad Divisia monetary aggregates, we identify periods of changes in data-generating processes and associate such changes to monetary policy regimes and financial innovations that occurred during those times." @default.
- W4313856846 created "2023-01-10" @default.
- W4313856846 creator A5014960142 @default.
- W4313856846 creator A5048695124 @default.
- W4313856846 creator A5049683515 @default.
- W4313856846 creator A5059380345 @default.
- W4313856846 date "2023-01-10" @default.
- W4313856846 modified "2023-10-12" @default.
- W4313856846 title "Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis" @default.
- W4313856846 cites W1504296355 @default.
- W4313856846 cites W1549386224 @default.
- W4313856846 cites W1973460161 @default.
- W4313856846 cites W1975009413 @default.
- W4313856846 cites W1975696753 @default.
- W4313856846 cites W1978199971 @default.
- W4313856846 cites W1978834945 @default.
- W4313856846 cites W1984391316 @default.
- W4313856846 cites W1988004269 @default.
- W4313856846 cites W2026757806 @default.
- W4313856846 cites W2031365860 @default.
- W4313856846 cites W2035650385 @default.
- W4313856846 cites W2036313666 @default.
- W4313856846 cites W2040704490 @default.
- W4313856846 cites W2051713707 @default.
- W4313856846 cites W2052110206 @default.
- W4313856846 cites W2081681829 @default.
- W4313856846 cites W2083361829 @default.
- W4313856846 cites W2085226702 @default.
- W4313856846 cites W2092830655 @default.
- W4313856846 cites W2094326631 @default.
- W4313856846 cites W2096547486 @default.
- W4313856846 cites W2099593264 @default.
- W4313856846 cites W2138980164 @default.
- W4313856846 cites W2147548387 @default.
- W4313856846 cites W2158137643 @default.
- W4313856846 cites W2170853043 @default.
- W4313856846 cites W2201078988 @default.
- W4313856846 cites W2617957753 @default.
- W4313856846 cites W2893195056 @default.
- W4313856846 cites W2950325250 @default.
- W4313856846 cites W2960068404 @default.
- W4313856846 cites W2971364078 @default.
- W4313856846 cites W2980737191 @default.
- W4313856846 cites W3048035907 @default.
- W4313856846 cites W3092930554 @default.
- W4313856846 cites W3121960896 @default.
- W4313856846 cites W3124213313 @default.
- W4313856846 cites W3124257956 @default.
- W4313856846 cites W3125684964 @default.
- W4313856846 cites W3126016024 @default.
- W4313856846 cites W3199140350 @default.
- W4313856846 doi "https://doi.org/10.1186/s40854-022-00419-5" @default.
- W4313856846 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/36643683" @default.
- W4313856846 hasPublicationYear "2023" @default.
- W4313856846 type Work @default.
- W4313856846 citedByCount "2" @default.
- W4313856846 countsByYear W43138568462023 @default.
- W4313856846 crossrefType "journal-article" @default.
- W4313856846 hasAuthorship W4313856846A5014960142 @default.
- W4313856846 hasAuthorship W4313856846A5048695124 @default.
- W4313856846 hasAuthorship W4313856846A5049683515 @default.
- W4313856846 hasAuthorship W4313856846A5059380345 @default.
- W4313856846 hasBestOaLocation W43138568461 @default.
- W4313856846 hasConcept C105795698 @default.
- W4313856846 hasConcept C112972136 @default.
- W4313856846 hasConcept C119857082 @default.
- W4313856846 hasConcept C121332964 @default.
- W4313856846 hasConcept C126285488 @default.
- W4313856846 hasConcept C139719470 @default.
- W4313856846 hasConcept C149782125 @default.
- W4313856846 hasConcept C158622935 @default.
- W4313856846 hasConcept C162324750 @default.
- W4313856846 hasConcept C178399528 @default.
- W4313856846 hasConcept C186370098 @default.
- W4313856846 hasConcept C2778300220 @default.
- W4313856846 hasConcept C2780777798 @default.
- W4313856846 hasConcept C29185160 @default.
- W4313856846 hasConcept C2992337254 @default.
- W4313856846 hasConcept C2992735868 @default.
- W4313856846 hasConcept C33923547 @default.
- W4313856846 hasConcept C41008148 @default.
- W4313856846 hasConcept C43456602 @default.
- W4313856846 hasConcept C50551742 @default.
- W4313856846 hasConcept C556758197 @default.
- W4313856846 hasConcept C62520636 @default.
- W4313856846 hasConcept C73283319 @default.
- W4313856846 hasConcept C97615858 @default.
- W4313856846 hasConceptScore W4313856846C105795698 @default.
- W4313856846 hasConceptScore W4313856846C112972136 @default.
- W4313856846 hasConceptScore W4313856846C119857082 @default.
- W4313856846 hasConceptScore W4313856846C121332964 @default.
- W4313856846 hasConceptScore W4313856846C126285488 @default.
- W4313856846 hasConceptScore W4313856846C139719470 @default.
- W4313856846 hasConceptScore W4313856846C149782125 @default.
- W4313856846 hasConceptScore W4313856846C158622935 @default.
- W4313856846 hasConceptScore W4313856846C162324750 @default.
- W4313856846 hasConceptScore W4313856846C178399528 @default.
- W4313856846 hasConceptScore W4313856846C186370098 @default.
- W4313856846 hasConceptScore W4313856846C2778300220 @default.
- W4313856846 hasConceptScore W4313856846C2780777798 @default.