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Relevance of chaos and strange attractors in the Samuelson-Hicks oscillator
Verne, Jean-François - In: Economic thought 10 (2021) 1, pp. 32-45
In this paper, we look for the relevance of chaos in the well-known Hicks-Samuelson's oscillator model investigating …. We compute the Lyapunov exponent, via Monte-Carlo simulations, to detect chaos in the evolution of the income between … quasi-periodic attractor that can be chaotic or not. …
Persistent link: https://www.econbiz.de/10012623438
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Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca
RIANE, Nizare - Volkswirtschaftliche Fakultät, … - 2014
The preponderance of the linear approach in the stock market modeling is the result of the Frisch-Slutsky paradigm which implies that the market can only converge to an equilibrium point or diverge, according to a monotonic or oscillatory trajectory. Moreover, this description of reality is...
Persistent link: https://www.econbiz.de/10011156979
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Independence Tests based on Symbolic Dynamics
Elsinger, Helmut - 2010
New methods to test whether a time series is i.i.d. are proposed in a recent series of papers (Matilla-García [2007], Matilla-García and Marín [2008], Matilla-García and Marín [2009], and Matilla-García et al. [2010]). The main idea is to map m-histories of a time series onto elements of...
Persistent link: https://www.econbiz.de/10013370082
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Detecting dependence between spatial processes
Herrera Gómez, Marcos; Ruiz Marín, Manuel; Mur … - Volkswirtschaftliche Fakultät, … - 2013
Testing the assumption of independence between variables is a crucial aspect of spatial data analysis. However, the literature is limited and somewhat confusing. To our knowledge, we can mention only the bivariate generalization of Moran’s statistic. This test suffers from several...
Persistent link: https://www.econbiz.de/10011260150
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Working Paper 165
Elsinger, Helmut - Oesterreichische Nationalbank - 2010
New methods to test whether a time series is i.i.d. are proposed in a recent series of papers (Matilla-García [2007], Matilla-García and Marín [2008], Matilla-García and Marín [2009], and Matilla-García et al. [2010]). The main idea is to map m-histories of a time series onto...
Persistent link: https://www.econbiz.de/10010727827
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Independence Tests based on Symbolic Dynamics
Elsinger, Helmut - Oesterreichische Nationalbank - 2010
New methods to test whether a time series is i.i.d. are proposed in a recent series of papers (Matilla-García [2007], Matilla-García and Marín [2008], Matilla-García and Marín [2009], and Matilla-García et al. [2010]). The main idea is to map m-histories of a time series onto elements of...
Persistent link: https://www.econbiz.de/10008685233
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Symbolic Dynamics and Control in a Matching Labor Market Model
Mendes, Vivaldo M.; Mendes, Diana A.; Ramos, José Sousa - Unidade de Investigação em Desenvolvimento … - 2008
In this paper we apply the techniques of symbolic dynamics and chaos control to the analysis of a labor market model …
Persistent link: https://www.econbiz.de/10010561307
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Restatement of the I-O coefficient stability problem
Dobrescu, Emilian - In: Journal of Economic Structures 2 (2013), pp. 1-67
, they are serially correlated. Consequently, Sect. 3-Attractor hypothesis examines a possible presence of attractors in …
Persistent link: https://www.econbiz.de/10011551997
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Dynamics of multi-articular coordination in neurobiological systems
Chow, Jia Yi X.; Davids, Keith W.; Button, Chris; Rein, … - 2009
patterns exemplify the search for and adaptation of attractor states within the perceptual motor workspace as a function of …
Persistent link: https://www.econbiz.de/10009483433
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Restatement of the I-O coefficient stability problem
Dobrescu, Emilian - In: Journal of economic structures : JES; the official … 2 (2013), pp. 1-67
, they are serially correlated. Consequently, Sect. 3—Attractor hypothesis examines a possible presence of attractors in …
Persistent link: https://www.econbiz.de/10009783372