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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

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 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

Predicting earnings management : a nonlinear approach

Wu, Ruei-Shian - In: International review of economics & finance : IREF 30 (2014), pp. 1-25

Persistent link: https://www.econbiz.de/10010490508

Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?

Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699

Persistent link: https://www.econbiz.de/10012628018

Testing for current account sustainability under assumptions of smooth break and nonlinearity

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 38 (2015), pp. 142-156

Persistent link: https://www.econbiz.de/10011572344

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

Portmanteau tests for linearity of stationary time series

Psaradakis, Zacharias G.; Vávra, Marián - In: Econometric reviews 38 (2019) 2, pp. 248-262

Persistent link: https://www.econbiz.de/10012180732

Robust inference for predictability in smooth transition predictive regressions

Kiliç, Rehim - In: Econometric reviews 37 (2018) 6/10, pp. 1067-1094

Persistent link: https://www.econbiz.de/10012040538