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Table 5 RQA of Divisia aggregates (in growth rates)

From: Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis

Aggregate

RR

DET

LAM

L

TT

Narrow monetary aggregates

Divisia M1

0.03171

0.1858

0.3763

3.437

2.798

Divisia M2

0.0323

0.1897

0.3751

3.249

2.891

Divisia M2M

0.0316

0.2648

0.4284

2.352

2.707

Divisia MZM

0.0306

0.1894

0.4222

4.027

3.120

Divisia All

0.0319

0.1739

0.3373

2.165

2.357

Broad monetary aggregates

Divisia M3

0.0323

0.2580

0.4494

3.832

3.027

Divisia M4-

0.0307

0.2335

0.4160

3.860

2.919

Divisia M4

0.0307

0.2305

0.4239

3.837

2.726