Abstract

Business cycles denote oscillations in economy as a result of downturns and expansions. The macroeconomic variable under our investigation is income as derived by the dynamic interaction with capital, consumption and investment. In this paper, a Kaldorian business cycle model is used to simulate real dynamics so that nonlinear techniques such as recurrence quantification analysis, Poincaré Plot and related quantifiers can be applied. Analysis of chaos brings evidences on fractal dimension and entropy measures for both real data and model’s simulations. The final goal is to discover whether real and simulated business cycle dynamics have similar characteristics and validate the model as a suitable tool to simulate reality.

中文翻译：

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Kaldorian商业周期模型的递归量化分析

摘要

商业周期表示由于经济下滑和扩张而导致的经济波动。我们调查的宏观经济变量是收入，它是与资本，消费和投资的动态互动所产生的。在本文中，使用Kaldorian商业周期模型来模拟实际动态，以便可以应用非线性技术，例如递归量化分析，庞加莱图和相关的量化器。混沌分析为真实数据和模型仿真提供了分形维数和熵测度的证据。最终目标是发现真实和模拟的业务周期动态特性是否具有相似的特征，并将模型验证为模拟现实的合适工具。