E A de Groot
Biographic Data
| ID | 9531312 |
|---|---|
| NAME | E A de Groot |
| GIVEN NAMES | E A |
| FAMILY NAME | de Groot |
| SIGNATURE | DE GROOT E A |
| AFFILIATIONS | Erasmus University Rotterdam |
| ORCID | 0000-0002-3904-5033 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Non-resonating cycles in a dynamic model for investment behavior
Schumpeter (1939) conjectured that there exist many, or perhaps even an indefinite number of subcycles in an economy, but that in the long run only a few subcycles remain stable and persist, whereas others become unstable and cease. In this paper, we build upon this idea, hypothesizing that, for subcycles to persist in a multiple cycle structure, their cyclical lengths should not be close multiples. We formalize our theory using a mathematical mo…
Disentangling the enigma of multi-structured economic cycles - A new appearance of the golden ratio
We study whether there is an interrelationship between the lengths of economic cycles. Such an interrelationship would be helpful to signal future economic downturns, thus to alleviate economic and societal distress. To detect the lengths of economic cycles, we introduce an improved method, where Fourier analysis is coupled with GARCH regression, mixed distribution estimation, and harmonic regression. We apply our methodology to detect cycles in …
No prominent works on this page.
Disentangling the enigma of multi-structured economic cycles - A new appearance of the golden ratio
We study whether there is an interrelationship between the lengths of economic cycles. Such an interrelationship would be helpful to signal future economic downturns, thus to alleviate economic and societal distress. To detect the lengths of economic cycles, we introduce an improved method, where Fourier analysis is coupled with GARCH regression, mixed distribution estimation, and harmonic regression. We apply our methodology to detect cycles in …
Non-resonating cycles in a dynamic model for investment behavior
Schumpeter (1939) conjectured that there exist many, or perhaps even an indefinite number of subcycles in an economy, but that in the long run only a few subcycles remain stable and persist, whereas others become unstable and cease. In this paper, we build upon this idea, hypothesizing that, for subcycles to persist in a multiple cycle structure, their cyclical lengths should not be close multiples. We formalize our theory using a mathematical mo…
Business cycle (2 works) · Complex Systems and Time Series Analysis (2 works) · Econometrics (2 works) · Economics (2 works) · Mathematics (2 works) · Advanced Thermodynamics and Statistical Mechanics (1 work) · Computer Science (1 work) · Economy (1 work) · Epistemology (1 work) · Integer (computer science) (1 work)