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
2008-01-01
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 processesFile | Dimensione | Formato | |
---|---|---|---|
brida punzo RBEE.pdf
non disponibili
Tipologia:
Post-print
Licenza:
PUBBLICO - Pubblico con Copyright
Dimensione
441.36 kB
Formato
Adobe PDF
|
441.36 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
https://hdl.handle.net/11365/50144
Attenzione
Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo