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Please use this identifier to cite or link to this item: http://acervodigital.unesp.br/handle/11449/38515
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dc.contributor.authorVicente, Renato-
dc.contributor.authorPereira, Carlos de B.-
dc.contributor.authorLeite, Vitor Barbanti Pereira-
dc.contributor.authorCaticha, Nestor-
dc.date.accessioned2014-05-20T15:28:46Z-
dc.date.accessioned2016-10-25T18:03:56Z-
dc.date.available2014-05-20T15:28:46Z-
dc.date.available2016-10-25T18:03:56Z-
dc.date.issued2007-07-01-
dc.identifierhttp://dx.doi.org/10.1016/j.physa.2007.02.067-
dc.identifier.citationPhysica A-statistical Mechanics and Its Applications. Amsterdam: Elsevier B.V., v. 380, p. 317-324, 2007.-
dc.identifier.issn0378-4371-
dc.identifier.urihttp://hdl.handle.net/11449/38515-
dc.identifier.urihttp://acervodigital.unesp.br/handle/11449/38515-
dc.description.abstractWe employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the sorting points into neighborhoods (SPIN) technique, which has been previously used to analyze large data sets from DNA arrays. We exemplify the technique in three data sets: US interest rates (USIR), monthly inflation rates and gross domestic product (GDP) growth rates. (c) 2007 Elsevier B.V. All rights reserved.en
dc.format.extent317-324-
dc.language.isoeng-
dc.publisherElsevier B.V.-
dc.sourceWeb of Science-
dc.subjectcomplex systemspt
dc.subjecteconophysicspt
dc.subjectcointegrationpt
dc.subjectclusteringpt
dc.subjectBayesian inferencept
dc.titleLong term economic relationships from cointegration mapsen
dc.typeoutro-
dc.contributor.institutionUniversidade de São Paulo (USP)-
dc.contributor.institutionUniversidade Estadual Paulista (UNESP)-
dc.description.affiliationUniv São Paulo, CRIFE, Escola Artes Ciências & Humanidades, BR-03828020 São Paulo, Brazil-
dc.description.affiliationUniv Estadual Paulista, Dept Fis, IBILCE, BR-15054000 Sao Jose do Rio Preto, SP, Brazil-
dc.description.affiliationUniv São Paulo, Inst Fis, Dept Fis Geral, BR-05315970 São Paulo, Brazil-
dc.description.affiliationUnespUniv Estadual Paulista, Dept Fis, IBILCE, BR-15054000 Sao Jose do Rio Preto, SP, Brazil-
dc.identifier.doi10.1016/j.physa.2007.02.067-
dc.identifier.wosWOS:000247243600027-
dc.rights.accessRightsAcesso restrito-
dc.relation.ispartofPhysica A: Statistical Mechanics and Its Applications-
Appears in Collections:Artigos, TCCs, Teses e Dissertações da Unesp

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