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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
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Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach
Florian Heitger - 2010
Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...
Persistent link: https://www.econbiz.de/10009428980
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The Good, the bad, and the ugly: an inquiry into the causes and nature of credit cycles
Matsuyama, Kiminori - 2004
This paper builds models of nonlinear dynamics in the aggregate investment and borrower net worth and uses them to study the causes and nature of endogenous credit cycles. The basic model has two types of projects: the Good and the Bad. The Bad is highly productive, but, unlike the Good, it...
Persistent link: https://www.econbiz.de/10010266314
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The edge of chaos : financial booms, bubbles, crashes, and chaos
Cohen, Bernice - 1997
Persistent link: https://www.econbiz.de/10000596826
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The forecast for precious metal indexes and precious metal ETFs : an artificial neural network analysis
Do Thi Van Trang - In: International journal of bonds and derivatives 1 (2015) 3, pp. 237-272
Persistent link: https://www.econbiz.de/10011434917
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Forecasting economic growth using chaos theory
Bratu, Mihaela; Śmiechowski, Marek - In: Czech journal of social sciences, business and … 5 (2016) 3, pp. 37-42
Persistent link: https://www.econbiz.de/10011633863
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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
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The Good, The Bad, and The Ugly: An Inquiry into the Causes and Nature of Credit Cycles
Matsuyama, Kiminori - Center for Mathematical Studies in Economics and … - 2004
This paper builds models of nonlinear dynamics in the aggregate investment and borrower net worth and uses them to study the causes and nature of endogenous credit cycles. The basic model has two types of projects: the Good and the Bad. The Bad is highly productive, but, unlike the Good, it...
Persistent link: https://www.econbiz.de/10005252306
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How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World
Briatka, Lubos - Center for Economic Research and Graduate Education and … - 2006
Kocenda (2001) introduced the test for nonlinear dependencies in time series data based on the correlation integral. The idea of the test is to estimate the correlation dimension by integrating over a range of proximity parameter epsilon. However, there is an unexplored avenue if one wants to...
Persistent link: https://www.econbiz.de/10005086611
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A test of nonlinear dependencies
Kočenda, Evžen - In: Politická ekonomie 2000 (2000) 6
proposed alternative (henceforth the K2K test) extends and generalizes the widely known BDS test. By its construction, it … order to evaluate performance of the K2K test relative to the BDS test. The results are favorable for the K2K test. …
Persistent link: https://www.econbiz.de/10005258078