Search Results - subject:"Nichtlineare dynamische Systeme"

Nonlinearities and cyclical behavior : the role of chartists and fundamentalists

Reitz, Stefan; Westerhoff, Frank H. - 2003

We develop a behavioral exchange rate model with chartists and fundamentalists to study cyclical behavior in foreign exchange markets. Within our model, the market impact of fundamentalists depends on the strength of their belief in fundamental analysis. Estimation of a STAR GARCH model shows...

Persistent link: https://www.econbiz.de/10009765352

Non-linear dynamics and predictable forecast errors : an application to the OECD forecasts for Germany

Antzulatos, Angelos A. - 2003

Persistent link: https://www.econbiz.de/10013430530

Complex Evolutionary Dynamics in Urban-Regional and Ecologic-Economic Systems : From Catastrophe to Chaos and Beyond

Rosser, John Barkley - 2011

Persistent link: https://www.econbiz.de/10013518428

Model independent economics based on swarm engineering

Kazadi, Sanza T. - In: Progress in economics research 18 (2010), pp. 233-247

Persistent link: https://www.econbiz.de/10009232377

Instantaneous information always stabilizes?

Zhang, Yang; Huang, Weihong - In: The Singapore economic review : journal of the Economic … 56 (2011) 2, pp. 239-253

Persistent link: https://www.econbiz.de/10009235628

On pitchforks and tomahawks

Pflüger, Michael; Südekum, Jens - In: Journal of regional science 51 (2011) 2, pp. 292-298

Persistent link: https://www.econbiz.de/10009240692

Post Keynesian perspectives and complex ecologic-economic dynamics

Rosser, John Barkley - In: Metroeconomica : international review of economics 62 (2011) 1, pp. 96-121

Persistent link: https://www.econbiz.de/10009125064

A Markov-switching multifractal approach to forecasting realized volatility

Lux, Thomas; Morales-Arias, Leonardo; Sattarhoff, Cristina - 2011

The volatility specification of the Markov-switching Multifractal (MSM) model is proposed as an alternative mechanism for realized volatility (RV). We estimate the RV-MSM model via Generalized Method of Moments and perform forecasting by means of best linear forecasts derived via the...

Persistent link: https://www.econbiz.de/10009314521

Transition dynamics in endogenous recombinant growth models by means of projection methods

Privileggi, Fabio - In: Computational economics 38 (2011) 3, pp. 367-387

Persistent link: https://www.econbiz.de/10009357293

Štrukturálne závislosti národných inovačných systémov : modelovanie nelineárnej dynamiky inštitúcií pomocou neurónových sietí

Baláž, Vladimír - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 1, pp. 3-28

Persistent link: https://www.econbiz.de/10009304062