Understanding Synchronization of Business Cycles Using Wavelet Analysis and Nonlinear Coupled Oscillator Models

使用小波分析和非线性耦合振荡器模型了解经济周期的同步

• 批准号: 24653050
• 负责人: ONOZAKI Tamotsu
• 金额: $ 2.25万
• 依托单位: Rissho University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Challenging Exploratory Research
• 财政年份: 2012
• 资助国家: 日本
• 起止时间: 2012-04-01 至 2014-03-31
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-24653050/
• 关键词: 景気循環; 同期現象; 鉱工業生産指数; ウェーブレット解析; 結合振動子系; 大域結合写像モデル; カオス的遍歴; マクロ経済学; ウェーブレット; 非線形振動子

By applying wavelet analysis to Japan's industrial production indices, for all pairs of prefectures, we obtained a matrix of 'distance' to express whether the degree of business-cycle-synchronization was high or low. In addition, by considering a set of prefectures with high synchronization level at each time point as a cluster, and checking the time change of its number, it was observed that the synchronization level became higher in the economic recession period, especially after a bubble burst, than in the upbeat period. This kind of phenomenon that the synchronization level varies with time is robustly observed as 'chaotic itinerancy' in a model of regional business cycles where all regions are homogeneous and connected with each other through producers' expectations. Chaotic itinerancy is complex behavior in high-dimensional dynamical systems, where chaotic trajectories exhibit itinerant motion among many different ordered states.

通过对日本的工业生产指数进行小波分析，我们得到了一个“距离”矩阵，用于表示经济周期同步化程度的高低。此外，将各时间点同步化程度高的都道府县作为一组，考察其数量随时间的变化，发现经济衰退期，特别是泡沫破裂后，同步化程度高于经济繁荣期。这种同步水平随时间变化的现象在一个区域经济周期模型中被鲁棒地观察到，在该模型中，所有区域都是同质的，并且通过生产者的期望相互连接。 混沌巡游是高维动力学系统中的一种复杂行为，其中混沌轨道在许多不同的有序状态之间进行巡游运动。