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

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  • Marisa Faggini

    (Università di Salerno)

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.

Suggested Citation

  • Marisa Faggini, 2005. "Un approccio di teoria del caos all'analisi delle serie storiche economiche," Rivista di Politica Economica, SIPI Spa, vol. 95(4), pages 199-234, July-Augu.
    • Handle: RePEc:rpo:ripoec:v:95:y:2005:i:4:p:199-234
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    More about this item

    JEL classification:

    • E1 - Macroeconomics and Monetary Economics - - General Aggregative Models
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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