Information money fields of cyclic oscillations in nonlinear dynamic economic system

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Information money fields of cyclic oscillations in nonlinear dynamic economic system.

Abstract

Article introduces the notion of information money fields of the cyclic oscillations of the economic variables in the nonlinear dynamic economic system for the first time, and presents an original research on the Ledenyov theory on the information money fields of the cyclic oscillations of the economic variables in the nonlinear dynamic economic system. The Ledenyov theory on the information money fields of the cyclic oscillations of economic variables in the nonlinear dynamic economic system postulates that the economic continuous waves (the cyclic oscillations) have the information money fields in the nonlinear dynamic economic system, transmitting the economic/financial information in the nonlinear dynamic economic system. It is shown that the information money fields may interact with other cyclic oscillations and/or with the nonlinear dynamic economic system by means of the weak and strong interactions between the information money fields. We developed the MicroIMF software program to make the computer modeling of 1) the interactions between the information money fields of one cyclic oscillation and the information money fields of other cyclic oscillation(s) in the nonlinear dynamic economic system, 2) the interactions between the information money fields of cyclic oscillation and the nonlinear dynamic economic system itself, and 3) the density distributions of the information money fields by different cyclic oscillations (the economic continuous waves) in the nonlinear dynamic economic system. The MicroIMF software program can be used in the process of business cycles forecasting by the central banks with the purpose to make the strategic decisions on the monetary policies, financial stability policies, and by other financial institutions with the aim to perform the financial operations on the minimum capital allocation, countercyclical capital buffer creation, and capital investments.

• Item Type: MPRA Paper
• Language: English
• Keywords: information money field of cyclic oscillation, generation of cyclic oscillations, amplitude of cyclic oscillation, frequency of cyclic oscillation, wavelength of cyclic oscillation, period of cyclic oscillation, phase of cyclic oscillation, mixing of cyclic oscillations, harmonics of cyclic oscillation, nonlinearities of cyclic oscillation, Juglar fixed investment cycle, Kitchin inventory cycle, Kondratieff long wave cycle, Kuznets infrastructural investment cycle, econophysics, econometrics, nonlinear dynamic economic system, macroeconomics
• Subjects: C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C53 - Forecasting and Prediction Methods ; Simulation Methods; C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63 - Computational Techniques ; Simulation Modeling; E - Macroeconomics and Monetary Economics > E0 - General; E - Macroeconomics and Monetary Economics > E3 - Prices, Business Fluctuations, and Cycles > E30 - General; E - Macroeconomics and Monetary Economics > E3 - Prices, Business Fluctuations, and Cycles > E32 - Business Fluctuations ; Cycles; E - Macroeconomics and Monetary Economics > E3 - Prices, Business Fluctuations, and Cycles > E37 - Forecasting and Simulation: Models and Applications; E - Macroeconomics and Monetary Economics > E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit > E50 - General; E - Macroeconomics and Monetary Economics > E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit > E58 - Central Banks and Their Policies

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410. Ledenyov V O, Ledenyov D O 2012a Shaping the international financial system in century of globalization Cornell University NY USA www.arxiv.org 1206.2022.pdf pp 1 – 20.

411. Ledenyov V O, Ledenyov D O 2012b Designing the new architecture of international financial system in era of great changes by globalization Cornell University NY USA www.arxiv.org 1206.2778.pdf pp 1 – 18.

412. Ledenyov D O, Ledenyov V O 2012a On the new central bank strategy toward monetary and financial instabilities management in finances: econophysical analysis of nonlinear dynamical financial systems Cornell University NY USA www.arxiv.org 1211.1897.pdf pp 1 – 8.

413. Ledenyov D O, Ledenyov V O 2012b On the risk management with application of econophysics analysis in central banks and financial institutions Cornell University NY USA www.arxiv.org 1211.4108.pdf pp 1 – 10.

414. Ledenyov D O, Ledenyov V O 2013a On the optimal allocation of assets in investment portfolio with application of modern portfolio management and nonlinear dynamic chaos theories in investment, commercial and central banks Cornell University NY USA www.arxiv.org 1301.4881.pdf pp 1 – 34.

415. Ledenyov D O, Ledenyov V O 2013b On the theory of firm in nonlinear dynamic financial and economic systems Cornell University NY USA www.arxiv.org 1206.4426v2.pdf pp 1 – 27.

416. Ledenyov D O, Ledenyov V O 2013c On the accurate characterization of business cycles in nonlinear dynamic financial and economic systems Cornell University NY USA www.arxiv.org 1304.4807.pdf pp 1 – 26.

417. Ledenyov D O, Ledenyov V O 2013d To the problem of turbulence in quantitative easing transmission channels and transactions network channels at quantitative easing policy implementation by central banks Cornell University NY USA www.arxiv.org 1305.5656.pdf pp 1 – 40.

418. Ledenyov D O, Ledenyov V O 2013e To the problem of evaluation of market risk of global equity index portfolio in global capital markets MPRA Paper no 47708 Munich University Munich Germany pp 1 – 25 http://mpra.ub.uni-muenchen.de/47708/ .

419. Ledenyov D O, Ledenyov V O 2013f Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets MPRA Paper no 49964 Munich University Munich Germany pp 1 – 52 http://mpra.ub.uni-muenchen.de/49964/ .

420. Ledenyov D O, Ledenyov V O 2013g On the Stratonovich - Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks MPRA Paper no 50235 Munich University Munich Germany pp 1 – 52 http://mpra.ub.uni-muenchen.de/50235/ .

421. Ledenyov D O, Ledenyov V O 2013h Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities MPRA Paper no 51176 Munich University Munich Germany pp 1 – 92 http://mpra.ub.uni-muenchen.de/51176/ .

422. Ledenyov D O, Ledenyov V O 2013i Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities MPRA Paper no 51903 Munich University Munich Germany pp 1 – 81 http://mpra.ub.uni-muenchen.de/51903/ .

423. Ledenyov D O, Ledenyov V O 2014a Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities MPRA Paper no 61946 Munich University Munich Germany, SSRN Paper no SSRN-id2561300 Social Sciences Research Network New York USA pp 1 – 160 http://mpra.ub.uni-muenchen.de/61946/ , www.ssrn.com SSRN-id2561300.pdf .

424. Ledenyov D O, Ledenyov V O 2014b Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities MPRA Paper no 53780 Munich University Munich Germany, SSRN Paper no SSRN-id2577767 Social Sciences Research Network New York USA pp 1 – 138 http://mpra.ub.uni-muenchen.de/53780/ , www.ssrn.com SSRN-id2577767.pdf .

425. Ledenyov D O, Ledenyov V O 2014c On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets MPRA Paper no 61863 Munich University Munich Germany, SSRN Paper no SSRN-id2560297 Social Sciences Research Network New York USA pp 1 – 175 http://mpra.ub.uni-muenchen.de/61863/ , www.ssrn.com SSRN-id2560297.pdf .

426. Ledenyov D O, Ledenyov V O 2014d On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with induced nonlinearities MPRA Paper no 61805 Munich University Munich Germany pp 1 – 161, SSRN Paper no SSRN-id2559168 Social Sciences Research Network New York USA http://mpra.ub.uni-muenchen.de/61805/ , www.ssrn.com SSRN-id2559168.pdf .

427. Ledenyov D O, Ledenyov V O 2014e MicroF