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q-fin.GN2009
Fluctuation-Dissipation Theory of Input-Output Interindustrial Correlations
Hiroshi Iyetomi, Yasuhiro Nakayama, Hideaki Aoyama +3
In this study, the fluctuation-dissipation theory is invoked to shed light on input-output interindustrial relations at a macroscopic level by its application to IIP (indices of in…
q-fin.GN2009★ 1 cited
What Causes Business Cycles? Analysis of the Japanese Industrial Production Data
Hiroshi Iyetomi, Yasuhiro Nakayama, Hiroshi Yoshikawa +4
We explore what causes business cycles by analyzing the Japanese industrial production data. The methods are spectral analysis and factor analysis. Using the random matrix theory,…