Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates

Physica A: Statistical Mechanics and its Applications

Volumn 380, Issue 1-2, 2007, Pages 287-296

  Zhou, Wei Xing ^a   Sornette, Didier ^b  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b ETH ZURICH   (Switzerland)

Author keywords

Convention; GDP growth; Inflation; Thermal optimal path; Time series

Indexed keywords

COMPUTER SIMULATION; INDUSTRIAL ECONOMICS; OPTIMIZATION; STATISTICAL MECHANICS; TIME SERIES ANALYSIS;

CONVENTION; CROSS-CORRELATION METHODS; ECONOMIC GROWTH; GDP GROWTH; INFLATION; THERMAL OPTIMAL PATH (TOP);

CORRELATION METHODS;

EID: 34247857698     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.114     Document Type: Article

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