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The Tobin tax in a continuous-time non-linear dynamic model of the exchange rate

Gandolfo, Giancarlo - In: Cambridge journal of economics 39 (2015) 6, pp. 1629-1643

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Can the Lasota (1977)'s model compete with the Mackey-Glass (1977)'s model in nonlinear modelling of financial time series?

Hennani, Rachida - 2015

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Testing for nonlinear structure and chaos in economic time series : a comment

Hommes, Cars H.; Manzan, Sebastiano - 2005 - August 2005, Journal of Macroeconomics, forthcoming

This short paper is a comment on ``Testing for Nonlinear Structure and Chaos in Economic Time Series'' by Catherine … outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be … characterized by low dimensional noisy chaos. …

Persistent link: https://www.econbiz.de/10011349217

A metric and topological analysis of determinism in the crude oil spot market

Barkoulas, John T.; Chakraborty, Atreya; Ouandlous, Arav - In: Energy economics 34 (2012) 2, pp. 584-591

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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

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Uncovering nonlinear dynamics in air transport demand

Inglada-Pérez, Lucìa - In: International journal of transport economics : IJTE 43 (2016) 1/2, pp. 33-65

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The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series

Sen, Chitrakalpa; Chakrabarti, Gagari - In: Decision 41 (2014) 4, pp. 399-410

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Investigating chaos in the Nigerian Asset and Resource Management (ARM) discovery fund

Fuwape, Ibiyinka A.; Ogunjo, Samuel T. - In: CBN journal of applied statistics 4 (2013) 2, pp. 129-140

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a …

Persistent link: https://www.econbiz.de/10011474696

Recurrence quantification analysis : theory and applications

Orlando, Giuseppe; Zimatore, Giovanna; Giuliani, Alessandro - In: Nonlinearities in economics : an interdisciplinary …, (pp. 141-150). 2021

structural changes in a signal related to chaos. …

Persistent link: https://www.econbiz.de/10012648038

Kaldor-Kalecki new model on business cycles

Orlando, Giuseppe - In: Nonlinearities in economics : an interdisciplinary …, (pp. 247-268). 2021

deterministic chaos. …

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