电邮这篇文章 Evolutionary nonstationarity of economic cycles
- 作者: Karmalita V.A.1, Khanian G.S.2
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隶属关系:
- Private consultant
- CIAM named after P. I. Baranov
- 期: 卷 61, 编号 1 (2025)
- 页面: 18-24
- 栏目: Theoretical and methodological problems
- URL: https://archivog.com/0424-7388/article/view/682157
- DOI: https://doi.org/10.31857/S0424738825010026
- ID: 682157
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详细
In the article, the nonstationarity of economic cycles is studied using their one-dimensional model of the “investment → income” type. The model interprets the cycle as random oscillations of an elastic system induced by exogenous (investment fluctuations) and endogenous (system properties) causes. This approach provided a quantitative description of economic cycles through the parameters of the elastic system — its natural frequency and damping factor. The nonstationarity of cycles is analyzed by the time trend of their natural frequencies. Such an analysis was performed for the period 1960–2020 by the amplitude spectra of US GDP deviations. Its results showed a simultaneous and steady decrease in the duration of the three considered cycles. This means that the results of observing these cycles do not have the ergodic property. Therefore, the adaptation of the cycle model to empirical data is possible for a time interval in which it can be considered pseudo-stationary.
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作者简介
V. Karmalita
Private consultant
编辑信件的主要联系方式.
Email: karmalita@videotron.ca
加拿大
G. Khanian
CIAM named after P. I. Baranov
Email: khanian@mail.ru
Senior researcher
俄罗斯联邦, Moscow参考
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