论文标题
耦合通货膨胀和失业的批判性分析
Coupled criticality analysis of inflation and unemployment
论文作者
论文摘要
在本文中，我们有兴趣专注于经济的关键时期，这些时期的特征是宏观经济指标中的波动很大。 为了捕捉通货膨胀和失业的异常和巨大的波动，我们专注于它们的分布的非高斯。 为此，通过使用耦合的多重方法方法，我们分析了从1948年到2018年的70年的数据，并衡量分布的非律师。然后，我们研究了变量的非高斯如何影响它们的耦合结构。通过应用多重分子方法，可以看到非高斯性取决于量表。虽然仅在小于1年的时期内，失业的非豪斯主义才是值得注意的，并且较长的时期倾向于高斯行为，但通货膨胀的非高斯行为持续存在。同样，可以观察到这些变量的耦合结构在$ 2 $ $年后趋向于高斯行为。
In this paper, we are interested to focus on the critical periods in the economy which are characterized by large fluctuations in macroeconomic indicators. To capture unusual and large fluctuations of inflation and unemployment, we concentrate on the non-Gaussianity of their distributions. To this aim, by using the coupled multifractal approach, we analyze US data for a period of 70 years from 1948 until 2018 and measure the non-Gausianity of the distributions. Then, we investigate how the non-Gaussianity of the variables affects the coupling structure of them. By applying the multifractal method, one can see that the non-Gaussianity depends on the scales. While the non-Gaussianity of unemployment is noticeable only for periods smaller than 1 year and for longer periods tends to Gaussian behavior, the non-Gaussianities of inflation persist for all time scales. Also, it is observed that the coupling structure of these variables tends to a Gaussian behavior after $2$ years.
