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Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?

Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673

test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur. … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …

Persistent link: https://www.econbiz.de/10014608718

Determinism in Financial Time Series

Small, Michael; Tse, Chi - In: Studies in Nonlinear Dynamics & Econometrics 7 (2003) 3, pp. 1134-1134

address two specific questions: "Masked by stochasticity, do financial data exhibit deterministic nonlinearity?", and "If so … fixings, and the USD-JPY exchange rate. For each data set we apply surrogate data methods and nonlinearity tests to quantify … linear noise or conditional heteroskedastic models and that there therefore exists detectable deterministic nonlinearity that …

Persistent link: https://www.econbiz.de/10005246284

A reappraisal of the chaotic paradigm for energy commodity prices

Mastroeni, Loretta; Vellucci, Pierluigi; Naldi, Maurizio - In: Energy economics 82 (2019), pp. 167-178

Persistent link: https://www.econbiz.de/10012173910

Complexity of agricultural commodity cycle: a chaotic time series analysis

Sakai, Kenshi; Managi, Shunsuke; Demura, Katsuhiko - In: International Journal of Agricultural Resources, … 3 (2004) 3/4, pp. 266-287

Most empirical investigations of agricultural markets have been conducted using linear models. Therefore, nonlinear dynamic patterns of the market cannot be predicted based on these models under any circumstances. Consequently, little is known about the role of nonlinear dynamics and the whether...

Persistent link: https://www.econbiz.de/10010816449