Entropy of globalizing world macroeconomy time series analysis
AbstractIn this paper, the globalisation measure based on the permutation entropy is proposed. The method is applied to four sets of time series: GDP, CPI, employment rates and CO2 emission rates. It has been shown that the results agree with the general observations of the globalization process. A particular achievement of the study is the proposition of the general method, which can be applied to any aspect of human activity indifference to the existing indexes which are focused on particular parameter or group of parameters.
|Journal series||Acta Physica Polonica A, ISSN 0587-4246, e-ISSN 1898-794X, (A 40 pkt)|
|Publication size in sheets||0.5|
|Conference||10th Polish Symposium on Physics in Economy and Social Sciences (FENS 2019), 03-07-2019 - 05-07-2019, Otwock - Świerk, Polska|
|Keywords in English||time series analysis, permutation entropy, econophysics|
|License||Journal (articles only); published final; ; with publication|
|Score||= 40.0, 12-11-2020, ArticleFromConference|
|Publication indicators||= 0; = 0; : 2018 = 0.453; : 2019 = 0.579 (2) - 2019=0.548 (5)|
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.