NONLINEAR MONETARY DYNAMICS

被引:36
作者
DECOSTER, GP [1 ]
MITCHELL, DW [1 ]
机构
[1] W VIRGINIA UNIV,DEPT ECON,MORGANTOWN,WV 26506
关键词
CHAOS; CORRELATION DIMENSION; RESIDUAL TEST; SHUFFLE TEST;
D O I
10.2307/1391245
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:455 / 461
页数:7
相关论文
共 17 条
[1]  
BARNETT WA, 1988, DYNAMIC EC MODELING
[2]  
BARNETT WA, IN PRESS EVOLUTIONAR
[3]   IS THE BUSINESS-CYCLE CHARACTERIZED BY DETERMINISTIC CHAOS [J].
BROCK, WA ;
SAYERS, CL .
JOURNAL OF MONETARY ECONOMICS, 1988, 22 (01) :71-90
[4]   DISTINGUISHING RANDOM AND DETERMINISTIC SYSTEMS - ABRIDGED VERSION [J].
BROCK, WA .
JOURNAL OF ECONOMIC THEORY, 1986, 40 (01) :168-195
[5]   Empirical and theoretical evidence of economic chaos [J].
Chen, Ping .
SYSTEM DYNAMICS REVIEW, 1988, 4 (1-2) :81-108
[6]  
DECOSTER GP, IN PRESS J MACROECON, P14
[7]  
Fayyad S. K., 1986, THESIS U TEXAS AUSTI
[8]   MEASURING THE STRANGENESS OF GOLD AND SILVER RATES OF RETURN [J].
FRANK, M ;
STENGOS, T .
REVIEW OF ECONOMIC STUDIES, 1989, 56 (04) :553-567
[9]   INTERNATIONAL CHAOS [J].
FRANK, M ;
GENCAY, R ;
STENGOS, T .
EUROPEAN ECONOMIC REVIEW, 1988, 32 (08) :1569-1584
[10]   SOME EVIDENCE CONCERNING MACROECONOMIC CHAOS [J].
FRANK, MZ ;
STENGOS, T .
JOURNAL OF MONETARY ECONOMICS, 1988, 22 (03) :423-438