Kaldor-Kalecki new model on business cycles
From MaRDI portal
Publication:2097863
DOI10.1007/978-3-030-70982-2_16zbMath1502.91036OpenAlexW3197756080MaRDI QIDQ2097863
Publication date: 15 November 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-70982-2_16
entropychaosbusiness cyclestestingspectral analysisembedding dimensioncorrelation integralKaldor model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Measuring complexity in a business cycle model of the Kaldor type
- Calculation of Lyapunov exponents avoiding spurious elements
- Identification determinism in time series based on symplectic geometry spectra
- Determining Lyapunov exponents from a time series
- Measuring the strangeness of strange attractors
- Singular-value decomposition in attractor reconstruction: Pitfalls and precautions
- The collected papers of Hassler Whitney. Volume I and II. Edited by James Eells and Domingo Toledo
- Practical method for determining the minimum embedding dimension of a scalar time series
- A method of embedding dimension estimation based on symplectic geometry
- A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle
- An optimal algorithm for approximate nearest neighbor searching fixed dimensions
- Scientific Computation
- Prospect Theory: An Analysis of Decision under Risk
This page was built for publication: Kaldor-Kalecki new model on business cycles