Toward computer intensive methods in economic analysis, with special focus on non-Gaussian, non-stationary and non-linear factors

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As is often the case with financial crises or bubbles, non-Gaussian, non-stationary and non-linear factors have played a significant roles in economic phenomena, and in-depth understanding of such factors should be essential for future measures. Carrying out more detailed and accurate analyses on various types of economic data, we propose brand-new computer intensive methods in economic analysis by utilizing the unrivaled calculation ability of the supercomputer, and verify their effectiveness and usefulness.