Permutation entropies of short‐term interest rates as an early‐warning signal
Author:
Affiliation:
1. Financial & Monetary Economics TeamEconomic Research Institute, Bank of KoreaSeoul Republic of Korea
2. Department of International Business & TradeKyung Hee UniversitySeoul Republic of Korea
Funder
Kyung Hee University
Publisher
Wiley
Subject
Finance,Development,Geography, Planning and Development
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/infi.12348
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4. Badarinza C. &Buchmann M.(2011).Macroeconomic vulnerability and disagreement in expectations(ECB Working Paper No. 1407). Frankfurt Germany: European Central Bank.
5. Permutation Entropy: A Natural Complexity Measure for Time Series
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