Kyrtsou, Catherine; Labys, Walter C. - In: Physica A: Statistical Mechanics and its Applications 377 (2007) 1, pp. 227-229
The objective of this paper is to examine causality and feedback relationships between primary commodity prices and US inflation. To this end, the bivariate noisy Mackey–Glass process recently developed by Kyrtsou and Labys [Evidence for chaotic dependence between US inflation and commodity...