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The accurate characterization of the business cycles in the nonlinear dynamicfinancial and economic systems in the time of globalization represents aformidable research problem. The central banks and other financial institutionsmake their decisions on the minimum capital requirements, countercyclicalcapital buffer allocation and capital investments, going from the precise dataon the business cycles. We consider the two possible interaction scenarios,when there are: the linear interactions, and the non-linear interactions. Inour opinion, the main parameters of the business cycle may deviate during thebusiness cycle nonlinear interaction with the nonlinear dynamic financial andeconomic systems, because of the origination of the nonlinear effects such asthe Four Waves Mixing (FWM), Stimulated Brillouin Scattering (SBS), StimulatedRaman Scattering (SRS), Carrier Induced Phase Modulation.

On the accurate characterization of business cycles in nonlinear dynamic financial and economic systems