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Nonlinear and complex dynamics in economics

Barnett, William A.; Serletis, Apostolos; Serletis, Demitre - In: Macroeconomic dynamics 19 (2015) 8, pp. 1749-1779

Persistent link: https://www.econbiz.de/10011516304

Deterministic Chaos in the Foreign Exchange Markets

De Grauwe, Paul - C.E.P.R. Discussion Papers - 1990

paper we present a non-linear, deterministic model, incorporating concepts from chaos theory, which is capable of producing …

Persistent link: https://www.econbiz.de/10005281331

A Chaotic Monetary Model of the Exchange Rate

De Grauwe, Paul; Dewachter, Hans - C.E.P.R. Discussion Papers - 1990

We use a monetary (Dornbusch) model of the exchange rate and introduce speculative dynamics, in which fundamentalists and chartists interact. The resulting non-linearities in the model produce `chaotic' behaviour of the exchange rate. We also analyse the effects of money-stock surprises in such...

Persistent link: https://www.econbiz.de/10005791916

Renewable energy consumption and unemployment : evidence from a sample of 80 countries and nonlinear estimates

Apergēs, Nikolaos; Salim, Ruhul A. - In: Applied economics 47 (2015) 52/54, pp. 5614-5633

Persistent link: https://www.econbiz.de/10011348890

A note on nonlinear cointegration, misspecification, and bimodality

Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731

Persistent link: https://www.econbiz.de/10010363888

Testing for the efficient market hypothesis in stock prices : international evidence from nonlinear heterogeneous panels

Lee, Chien-chiang; Tsong, Ching-chuan; Lee, Cheng-feng - In: Macroeconomic dynamics 18 (2014) 4, pp. 943-958

Persistent link: https://www.econbiz.de/10010467410

Nonlinear monetary policy reaction functions in large emerging economies : the case of Brazil and China

Jawadi, Fredj; Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: Applied economics 46 (2014) 7/9, pp. 973-984

Persistent link: https://www.econbiz.de/10010399530

Non-normal errors or nonlinearity? : performance of unit root tests

Lee, Hyejin; Hur, Mansik - In: Applied economics 53 (2021) 52, pp. 6094-6103

Persistent link: https://www.econbiz.de/10012650385

Nonlinearities in the relationship between debt and growth : (no) evidence from over two centuries

Eberhardt, Markus - In: Macroeconomic dynamics 23 (2019) 4, pp. 1563-1585

Persistent link: https://www.econbiz.de/10012127172

A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data

Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012

Persistent link: https://www.econbiz.de/10011590992

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