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Differential Geometry Approach to Some Macroeconomic Analysis of Visegrad Countries in Mathematica
Author

Ladislav Lukáš
Organization: University of West Bohemia in Pilsen, Czech Republic
Department: Department of Economics and Quantitative Methods, Faculty of Economics
Conference

Wolfram Technology Conference 2011
Conference location

Champaign, Illinois, USA
Description

This paper presents a comparative macroeconomic analysis based on GDP, inflation, and stock exchange index time series of Visegrad countries within the period from 1997 Q1 until 2010 Q4. Parametric representation of data in 3D state space enables us to tackle the macroeconomic development as a curve. Based on a differential geometry approach, Frenet frames are constructed at selected sets of discrete points along the curve. Investigation of frame translations provides both incremental and accumulated curve lengths, whereas frame rotations generate traces on a unit sphere. All numerical results are presented with ParametricPlot3D and are discussed in detail.
Subject

*Mathematica Technology
URL

http://www.wolfram.com/events/technology-conference-2011
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DifferentialGeometryApproachToMacroeconomicAnalysis.cdf (202.6 KB) - CDF Document
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DifferentialGeometryApproachToMacroeconomicAnalysis.nb (201.9 KB) - Mathematica Notebook