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Part I. Instability in Economic Theory: 1. Chaotic dynamics in overlapping generations models with production Alfredo Medio and Giorgio Negroni; 2. 'Evolutionary chaos': growth fluctuations in a Schumpeterian model of creative destruction Gerald Silverberg and Doris Lehnert; Part II. Nonlinearity in Financial Markets: 3. On the detection of nonlinearity in foreign exchange data Mark Salmon and Paolo Guarda; 4. Chaos and nonlinear dynamics in future markets Apostolos Serletis and Paul Dormaar; 5. Continuous-time chaos in stock market dynamics Kehong Wen; Part III. Tests for Nonlinearity and Chaos: 6. An experimental design to compare tests of nonlinearity and chaos William A. Barnett, A. Ronald Gallant, Melvin J. Hinich, Jochen Jungeilges, Daniel Kaplan, and Mark J. Jensen; 7. Testing time series for nonlinearities: the BDS approach W. D. Dechert; 8. Searching for non-linearity in mean and variance Ted Jaditz and Chera Sayers; 9. Operational characteristics of White's test for neglected nonlinearities J. A. Jungeilges; 10. On time series, stochastic and chaotic Thomas J. Taylor; 11. Linearity testing and nonlinear modelling of economic time series Timo Teräsvirta; Part IV. Frequency Domain Methods and Nonlinear Business Cycles: 12. On the importance of being nonlinear: a frequency-domain approach to nonlinear model identification and estimation Richard Ashley and Douglas Patterson; 13. Trends, shocks, persistent cycles in evolving economy: business cycle measurement in time-frequency representation Ping Chen; 14. International evidence of business cycle nonlinearity Philip Rothman; Part V. Nonlinear Prediction and Forecasting: 15. Local Lyapunov exponents: predictability depends on where you are Barbara A. Bailey; 16. Forecasting realignments: the case of the French franc in the ERM Bruce Mizrach; 17. Daily returns in international stock markets: predictability, nonlinearity, and transaction costs Steve Satchell and Allan Timmermann; 18. Nonparametric forecasts of gold rates of return Thanasis Stengos.
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Add Nonlinear dynamics and economics, Nonlinear Dynamics and Economics presents some of the recent developments in nonlinear economic dynamics along with related research from associated fields, including mathematics, statistics, biology, and physics. Specific areas covered include instabilit, Nonlinear dynamics and economics to the inventory that you are selling on WonderClubX
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Add Nonlinear dynamics and economics, Nonlinear Dynamics and Economics presents some of the recent developments in nonlinear economic dynamics along with related research from associated fields, including mathematics, statistics, biology, and physics. Specific areas covered include instabilit, Nonlinear dynamics and economics to your collection on WonderClub |