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Evidence for chaotic dependence between US inflation and commodity prices
Kyrtsou, Catherine; Labys, Walter C. - In: Journal of Macroeconomics 28 (2006) 1, pp. 256-266
Persistent link: https://www.econbiz.de/10005107587
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Editorial introduction: Nonlinear macroeconomic dynamics
Kyrtsou, Catherine; Palivos, Theodore - In: Journal of Macroeconomics 28 (2006) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10005247053
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Modelling non-linear comovements between time series
Kyrtsou, Catherine; Vorlow, Costas - In: Journal of Macroeconomics 31 (2009) 1, pp. 200-211
The main objective of this paper is to employ a new dynamic model that combines the bivariate noisy Mackey-Glass recently proposed by Kyrtsou and Labys [Kyrtsou, C., Labys, W., 2006. Evidence for chaotic dependence between US inflation and commodity prices. Journal of Macroeconomics 28(1), 256-266;...
Persistent link: https://www.econbiz.de/10005205885
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Univariate tests for nonlinear structure
Kyrtsou, Catherine; Serletis, Apostolos - In: Journal of Macroeconomics 28 (2006) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10005171439