Random matrix theory and the failure of macro-economic forecasts

Physica A: Statistical Mechanics and its Applications

Volumn 280, Issue 3, 2000, Pages 497-504

  Ormerod, Paul ^a   Mounfield, Craig ^a  

^a Volterra Consulting Ltd   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; ECONOMICS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; RANDOM PROCESSES; TIME SERIES ANALYSIS;

CORRELATION MATRIX; DELAY MATRIX; ECONOPHYSICS; MACRO-ECONOMIC FORECASTS; RANDOM MATRIX THEORY;

STATISTICAL MECHANICS;

EID: 0033751817     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00075-3     Document Type: Article

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