About: The Presence of Chaos in the GDP Growth Rate Time Series

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.cmsim.eu/papers_pdf/april_2014_papers/8_CMSIM-Journal_2014_Kriz_Knezackova_2_199-206.pdf
Description	The goal of this paper is to find chaos in the Gross domestic product (GDP) growth rate of selected European countries. We chose only those European countries where data is available since 1980, because we needed the longest time series possible. These are the following states: Belgium, Finland, France, Norway, Spain, Switzerland and United Kingdom. At first we will estimate the time delay and the embedding dimension, which is needed for the largest Lyapunov exponent estimation. The largest Lyapunov exponent is one of the important indicators of chaos and is generally wellknown. Subsequently we will calculate the 0-1 test for chaos. Finally we will compute the Hurst exponent by using the Rescaled Range analysis. The Hurst exponent is a numerical estimate of the predictability of a time series. The results indicated that chaotic behaviors obviously exist in GDP growth rate. The goal of this paper is to find chaos in the Gross domestic product (GDP) growth rate of selected European countries. We chose only those European countries where data is available since 1980, because we needed the longest time series possible. These are the following states: Belgium, Finland, France, Norway, Spain, Switzerland and United Kingdom. At first we will estimate the time delay and the embedding dimension, which is needed for the largest Lyapunov exponent estimation. The largest Lyapunov exponent is one of the important indicators of chaos and is generally wellknown. Subsequently we will calculate the 0-1 test for chaos. Finally we will compute the Hurst exponent by using the Rescaled Range analysis. The Hurst exponent is a numerical estimate of the predictability of a time series. The results indicated that chaotic behaviors obviously exist in GDP growth rate. (en)
Title	The Presence of Chaos in the GDP Growth Rate Time Series The Presence of Chaos in the GDP Growth Rate Time Series (en)
skos:prefLabel	The Presence of Chaos in the GDP Growth Rate Time Series The Presence of Chaos in the GDP Growth Rate Time Series (en)
skos:notation	RIV/00216275:25410/14:39898345!RIV15-MSM-25410___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Kříž, Radko Knězáčková, Radka
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Pardubice / Fakulta ekonomicko-správní
http://linked.open...dnocenehoVysledku	39091
http://linked.open...ai/riv/idVysledku	RIV/00216275:25410/14:39898345
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	largest Lyapunov exponent; Hurst exponent; Phase Space Reconstruction; Time series analysis; GDP growth rate; GDP; Chaos theory (en)
http://linked.open.../riv/klicoveSlovo	Hurst exponent Chaos theory GDP Phase Space Reconstruction largest Lyapunov exponent Time series analysis GDP growth rate
http://linked.open...odStatuVydavatele	GR - Řecká republika
http://linked.open...ontrolniKodProRIV	[F1FFC95D6D55]
http://linked.open...i/riv/nazevZdroje	Chaotic Modeling and Simulation (CMSIM)
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2014
http://linked.open...v/svazekPeriodika	2014
http://linked.open...iv/tvurceVysledku	Kříž, Radko Knězáčková, Radka
issn	2241-0503
number of pages	8 (xsd:int)
http://localhost/t...ganizacniJednotka	25410

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