On superimposed recurrent cycles
type: Item
instance of: scholarly article
title: On superimposed recurrent cycles
zbMATH Open document ID: 0624.90018
DOI: 10.1007/BF01245147
author: A. B. T. M. van Schaik
author: R. J. Mulder
published in: Journal of Economics
publication date: 1987-01-01T00:00:00Z
review text: [This is a shortened version of the authors' review. The full text is available on request.] The article presents a methodological device for a synthesis between the theories of self-sustaining cycles and the hypothesis of identifiable exogenous shocks. Central to this is the hypothesis that fluctuations in economic time series are essentially recurrent. First it is shown how it is possible to combine enough cosine functions to approximate any given time series. Then a numerical example is presented, which is meant to illustrate that the framework proposed can be given empirical content. And at least the method is applied to some time series of real life such as the rate of capacity utilization in U.S. manufacturing.
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4014399
zbMATH Keywords: self-sustaining cycles
zbMATH Keywords: exogenous shocks
zbMATH Keywords: economic time series
MaRDI profile type: Publication
cites work: On a question of G. Bergman and L. Small on Azumaya algebras
cites work: Q3326695
full work available at URL: https://doi.org/10.1007/bf01245147
OpenAlex ID: W1995727199
description: scientific article; zbMATH DE number 4014399