we introduce the formalism and terminology of multiregime dynamics for both theoretical modeling and data analysis. Coding is proposed as the appropriate tool for the analysis of such special type of dynamics, focusing upon switches between suitably defined dynamical regimes. Individually taken these switches often represent abrupt alterations in the qualitative features of the dynamic process. At times, however, they seem to be stringed together to show emerging (near) regularities and fluctuations. This opens new vistas upon applications to the analysis of the vector time series of socioeconomic models. In empirical applications, coding involves transformation of data into a sequence of symbols that is then analyzed with information-theoretic tools, so as to extract information about generating processes

Brida, J.G., & Punzo, L.F. (2008). Multiregime dynamics: modeling and statistical tools. RBEE. REVISTA BRASILEIRA DE ECONOMIA DE EMPRESAS, 7(2), 15-28.

Multiregime dynamics: modeling and statistical tools

PUNZO, LIONELLO FRANCO
2008

Abstract

we introduce the formalism and terminology of multiregime dynamics for both theoretical modeling and data analysis. Coding is proposed as the appropriate tool for the analysis of such special type of dynamics, focusing upon switches between suitably defined dynamical regimes. Individually taken these switches often represent abrupt alterations in the qualitative features of the dynamic process. At times, however, they seem to be stringed together to show emerging (near) regularities and fluctuations. This opens new vistas upon applications to the analysis of the vector time series of socioeconomic models. In empirical applications, coding involves transformation of data into a sequence of symbols that is then analyzed with information-theoretic tools, so as to extract information about generating processes
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11365/50144
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